optionsgeek.blogspot.com

OptionsGeek

Wednesday, July 18, 2007. Vols on the run. Vols are continuing on their tear today. While the VIX is up modestly to 16.5, vols across individual equities feel like they do when the VIX is spiking into the 20's. The financial are once again leading the charge. Anything with a hint of sub-prime exposure is seeing volatility pumped even higher from their already lofty levels. Tuesday, July 17, 2007. Irrational exuberance meets unconstrained fear. Mid-term vol in AAPL. IPhone and Wifi = Cats and Dogs? Appare...

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Wednesday, July 18, 2007. Vols on the run. Vols are continuing on their tear today. While the VIX is up modestly to 16.5, vols across individual equities feel like they do when the VIX is spiking into the 20's. The financial are once again leading the charge. Anything with a hint of sub-prime exposure is seeing volatility pumped even higher from their already lofty levels. Tuesday, July 17, 2007. Irrational exuberance meets unconstrained fear. Mid-term vol in AAPL. IPhone and Wifi = Cats and Dogs? Appare...

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3 41 comments

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5 tko'd at ebay

6 in a fix

7 1 cold

8 2 dead

9 3 fingers

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OptionsGeek | optionsgeek.blogspot.com Reviews

https://optionsgeek.blogspot.com

Wednesday, July 18, 2007. Vols on the run. Vols are continuing on their tear today. While the VIX is up modestly to 16.5, vols across individual equities feel like they do when the VIX is spiking into the 20's. The financial are once again leading the charge. Anything with a hint of sub-prime exposure is seeing volatility pumped even higher from their already lofty levels. Tuesday, July 17, 2007. Irrational exuberance meets unconstrained fear. Mid-term vol in AAPL. IPhone and Wifi = Cats and Dogs? Appare...

INTERNAL PAGES

optionsgeek.blogspot.com

1

OptionsGeek

http://optionsgeek.blogspot.com/2007/07/iphone-wifi-cats-and-dogs-apparently.html

Tuesday, July 17, 2007. IPhone and Wifi = Cats and Dogs? Apparently the iPhone doesn't play nice with Wifi. I may have experienced the bug reported here. Last night. While I was playing around with my iPhone in the living room, the OptionsGeekette was repeatedly bounced from her wifi connection on her laptop. I think Apple needs to jump on this one. Subscribe to: Post Comments (Atom). Financial technology professional, currently CTO of a small quantitative proprietary trading group.

2

OptionsGeek

http://optionsgeek.blogspot.com/2007/06/volatility-weirdness-you-wouldnt-know.html

Friday, June 29, 2007. You wouldn't know it by just looking at the VIX. At some point, the market is likely to settle down into the summer doldrums. Also, there are only 3 1/2 trading days in the US next week (July 3rd is a half day). You would think that would bring vols back in a little. We shall see. Labels: volatility arbitrage market anaylsis. Subscribe to: Post Comments (Atom). Financial technology professional, currently CTO of a small quantitative proprietary trading group. According to the .

3

OptionsGeek: June 2007

http://optionsgeek.blogspot.com/2007_06_01_archive.html

Saturday, June 30, 2007. So I waltz in and out of the local Apple store last night with neat little iPhone. Bag in hand and I'm feeling pretty smug. Pure bliss. Eighteen hours later (and counting) and some of the bliss has worn off. Like many, during my activation, I am told that my activation will take more time. How long? Doesn't really say, but I will be receiving an e-mail when my phone is ready to be activated. I'm switching my number from TMobile. Faster network, IP. Phone calls, ability to run you...

4

OptionsGeek

http://optionsgeek.blogspot.com/2007/07/in-fix-i-have-spent-past-week-trying-to.html

Monday, July 16, 2007. We use the QuickFix. Engine and it's proven to be reliable and attractively priced (i.e. free). What's more, because it's open source, it's not difficult to track down and resolve the inevitable compatibility issues that arise during acceptance testing. Well, not any more difficult that any other C application would be a similar situation (see my previous comments regarding C vs. C#). Labels: FIX QuickFIX C C#. Subscribe to: Post Comments (Atom). View my complete profile.

5

OptionsGeek: July 2007

http://optionsgeek.blogspot.com/2007_07_01_archive.html

Wednesday, July 18, 2007. Vols on the run. Vols are continuing on their tear today. While the VIX is up modestly to 16.5, vols across individual equities feel like they do when the VIX is spiking into the 20's. The financial are once again leading the charge. Anything with a hint of sub-prime exposure is seeing volatility pumped even higher from their already lofty levels. Tuesday, July 17, 2007. Irrational exuberance meets unconstrained fear. Mid-term vol in AAPL. IPhone and Wifi = Cats and Dogs? Appare...

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enhyper.blogspot.com

Enhyper: 2011-06-12

http://enhyper.blogspot.com/2011_06_12_archive.html

Financial Engineering, High Performance Computing, Information Security and Data Visualisation. Sunday, June 12, 2011. HFT World 2011 and intro. Finally my first post to the Enhyper blog, on a rainy Sunday afternoon. I've just returned from speaking at HFT World 2011 in Amsterdam. Turnout wasn't as large as I expected, however, there was some good discussion around what the future is likely to hold. I shared some of my views on embracing the end-to-end principle. Subscribe to: Posts (Atom).

enhyper.blogspot.com

Enhyper: 2015-05-03

http://enhyper.blogspot.com/2015_05_03_archive.html

Financial Engineering, High Performance Computing, Information Security and Data Visualisation. Thursday, May 07, 2015. Why are you still using SVN? I've worked in several large organisations who hate change and seem to have no idea about the current advances in tooling. Most large organisations seem stuck in a time warp, reliant on SVN, CVS and even PCVS. This makes these organisations unattractive as employers but that's another post. And quick fixes via stashing. Subscribe to: Posts (Atom).

enhyper.blogspot.com

Enhyper: Why are you still using SVN?

http://enhyper.blogspot.com/2015/05/why-are-you-still-using-svn.html

Financial Engineering, High Performance Computing, Information Security and Data Visualisation. Thursday, May 07, 2015. Why are you still using SVN? I've worked in several large organisations who hate change and seem to have no idea about the current advances in tooling. Most large organisations seem stuck in a time warp, reliant on SVN, CVS and even PCVS. This makes these organisations unattractive as employers but that's another post. And quick fixes via stashing. Subscribe to: Post Comments (Atom).

enhyper.blogspot.com

Enhyper: HFT World 2011 and intro

http://enhyper.blogspot.com/2011/06/hft-world-2011-and-intro.html

Financial Engineering, High Performance Computing, Information Security and Data Visualisation. Sunday, June 12, 2011. HFT World 2011 and intro. Finally my first post to the Enhyper blog, on a rainy Sunday afternoon. I've just returned from speaking at HFT World 2011 in Amsterdam. Turnout wasn't as large as I expected, however, there was some good discussion around what the future is likely to hold. I shared some of my views on embracing the end-to-end principle. Subscribe to: Post Comments (Atom).

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Wednesday, July 18, 2007. Vols on the run. Vols are continuing on their tear today. While the VIX is up modestly to 16.5, vols across individual equities feel like they do when the VIX is spiking into the 20's. The financial are once again leading the charge. Anything with a hint of sub-prime exposure is seeing volatility pumped even higher from their already lofty levels. Tuesday, July 17, 2007. Irrational exuberance meets unconstrained fear. Mid-term vol in AAPL. IPhone and Wifi = Cats and Dogs? Appare...

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