The
"12-days of Christmas -
Twice" ARTShop
special,
extra 10% discount till Dec 24
ARTSchool
Seminars Winter/Summer07 Schedule
... includes the new
TG2
Trading/Strategy P&L Simulation Seminar
A
Trader's Guide to Bonds, Swaps, and IR Instruments - Volume 1:
Products, Pricing, Structuring, expected
Dec/06 - Jan/07 1st of 2-volume set for IR trading, sales, risk management ...
written by heads of trading for market professionals and real world
P&L.
See Table of Contents,
Software list,
Extracts, and
Index.
Advanced Orders
- now available for a few weeks with discounts on 1st 50 purchases:
30% discount
for "TG2Reg" owners,
15% otherwise
, see
TG2Specials ..
ARTShop
+ be eligible for
30%
discount
on Vol 2, only with these advanced orders
+ complimentary
copy of ARTicles:
Copulas in 10 Words or Less,
only with TG2 purchases
A
Trader's Guide to Bonds, Swaps, and IR Instruments - Volume 2:
Trading and Position Keeping, exp
Q1/07 2nd of 2-volume set on IR trading, sales, risk management.
The "real deal" with step-by-step analysis of "strapping on" and
managing IR trades with all rebalances/effects and P&Ls.
e-Study:
the most cost effective real world trading/risk seminars, save over 50%.
Highlights
ART Consulting
including
ARBLab
(the
Arbitrage Laboratory)
providing real world analysis of optimal strategies for holding
period risk/P&L:
Synthetic
vs. Outright Yield Curve Slope Options
P&L Implications of
VaR/Economic Capital
Optimal Rebalancing Strategy and Market Condition
Dependent Risk Limits
Bonds/Swaps/Futures Funding
Arbitrage
Historical Volatility vs. Implied
Volatility Strategies - Part 1
... see more here.
ARTBooks
-
A Trader's Guide To
... The Series: the definitive
reference set for market professionals, by market professionals.
Detailed information about the
Series
(including extracts, ToC's, Indices, etc) is available at:
Q4/06
A Trader's Guide to Bonds, Swaps, and
IR Instruments - Volume 1: Products, Pricing, Structuring
Advanced Orders
- now available for a few weeks with discounts on 1st 50 purchases:
30% discount
for "TG2Reg" owners,
15% otherwise
+ be eligible for
30%
discount
on Vol 2 with these advanced orders, see
TG2Specials ..
ARTShop
Q1/07
A Trader's Guide to Bonds, Swaps, and
IR Instruments - Volume 2: Trading and Position Keeping,
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Monte Carlo Methods
TG2
Exotic Options Mathematica®
Notebook
-
"very cool"
Complementary
Edition
for "good" clients, or for those making eligible purchases at the
ARTShop
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Basic Maths&Stats
A
Trader's Guide To ... Read Me 1st (please)
PI & PII: the "core" book in the Series
TG2Reviews and trader's
comments are excellent and found HERE. Such as:
"... The material
is really unique. One really feels that the authors have lived the
material and have been in the trenches
- excellent and one-of-a-kind!"
Head of Prop Trading at
a global trading house
ARTSchool: Winter/Summer 07 Schedule (Updated
Dec/06) trading, valuation, and risk seminars for
market professionals by market professionals with focus on real world
P&L:
Winter/Summer07 schedule
here,
click here to "vote"
for titles/venues of your choice.
ARTSchool
Seminar: A Trader's Guide to Trading/Strategy P&L Simulation.
... learn how to build and profit by simulating entire trading
strategies, with all rebalances, real world effects (trans costs,
liquidity, credit, etc).
ARTSchool e-Seminars,
-
Fully interactive-live/video seminars
e-Study:
the most cost effective packages for the best real world P&L oriented
trading/risk seminars can save over 50%.
Specials: "ValuePack"
& "Comprehensive"
in-house seminars, & Special
Offers
ARTWare Professional software engineered for real world
trading floors and P&Ls.
ARTJobsForum (Updated
Dec/06), many new postings, please check frequently for new jobs
ARTicles
(Login)
(Updated
Nov/06):
Free
ARTicles:
Copulas in 10 Words or Less,
only with TG2 purchases ...
ARTShop
ARTicles:
Static Hedging & Structuring 101 - Using Maxima®
: free
"live" notebook/calculator showing basic exotic options static
replication & structuring.
ARTicles:
Credit Amortising Default Swaps - Part 1
ARTicles: Arb101:
Index Futures & Interest Rate Parity Arb
Calculator
... and many more, see list here.
ARTicles4U: submit
"your wish" for future ARTicles
Subscribe to the quarterly (H, M, U, and Z)
ARTNews
- its FREE.
Get FREE research via our
ARTicles, available in downloadable PDF format
ARTicles:
Credit Amortising Default Swaps - Part 1
ARTicles: Arb101:
Index Futures & Interest Rate Parity Arb
Calculator
ARTicles: Arb101:
Arb Calculator Release Note
ARTicles: Arb101: An Abridged Introduction to Arbitrage Trading
Part 1
ARTicles4U: submit
"your wish" for future ARTicles
Get FREE Software - many
FREE calculators illustrating valuation and risk
Get FREE Software - ARTSchoolCalc
is a full Windows application FREE to ARTSchool clients,
including:
OPTIC: a simple exotic and vanilla options trade idea Risk/Return
analyser
QEF: Quick Efficient Frontier calculator, for simple Mean-Variance Optimal
Portfolios
FracDim: a simple calculator for Information, Correlation, and Capacity
Dimension
FDX: a simplified Finite Difference calculator for valuation and risk
FuncU: a simplified "English language" Function Utility analysis/visualisation tool
...
and more
OPTIC: A very simple (exotic)
Options Portfolio Trade Idea Comparison calculator that also illustrates basic
risk/return issues and permits various assumptions about forward prices and
their probabilities - see also A
Trader's Guide to Portfolio Risk/Return Optimisation
QEF: A very simple
mean-variance portfolio allocation optimiser intended to illustrate the
salient features of Efficient Frontier and Securities Market Line analysis -
see also A
Trader's Guide to Portfolio Risk/Return Optimisation. You may find the related ARTicles:
An Efficient Frontier Primer , and
Optimisation
and P&L - Part 1 interesting reading as well.
Coming soon, ARTSchoolCalc
Version 2.0 to include also:
FracDim: A simple calculator for estimating fractal
(Information, Capacity, and Correlation) dimension. You may also wish to
see the ARTicles in
ARTicle: Chaos and Predictability in Finance
Parts 1 through 3, as well as ARBLab
results for Holding Period Analysis of Fractal adjusted options trading
FDX: A simplified version of one of ART's Finite Difference
applications permitting multiple assets to be valued and assessed for
risk. This FREE version is restricted in a number of ways, but does
permit explicit or implicit calculations with up-streaming, non-uniform grids,
non-linear factors (e.g. transactions costs), term-structure effects, etc.
For example, use FD to value a Convertible Bond with the bond component following
a term-structure model, and the equity component following a market convention
model.
FuncU: A simplified version of one of ART's
Function Utilities for the analysis of functions/formulas, permitting users to enter formulas in a natural
near "English language" format to produce data series and graphics.
For example, create data with different probability distributions, compare
options payouts with different distributions, compare Geometric Brownian
Motion to Arithmetic Brownian Motion, etc etc,
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