I'd been away from blogging for a while as I spent a lot of time redeveloping our trading desk's risk systems. I think I'm one of the few traders who really get's my hands dirty when new ideas come up. I spent a lot of time rebuilding how we see our risk, how we view the market (i.e. market monitors) and how we build our curves. It was a long process, but I finally feel pretty confortable with our systems. Just needed a bit of a push and support from above to turn everything upside-down.
Unfortunately doing development work is difficult during the trading day, so I spent a lot of my evenings and weekends building tools. It's good to be back in the game though. Trading more actively (and more products) than ever. Hopefully it will give me plenty of material to blog about as well.
No promises that I keep breaking this time, but I will try to remain active in this blog.
Cheers,
QT
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About Me
- Quant_Trader
- Spent a few years as a quant, now trading fixed income, currencies, equity and credit for the prop desk of an investment bank. Doing my part to get some good informed people onto the street and perhaps sharing some entertaining stories. Feel free to comment and/or ask questions. You can e-mail me at getonthedesk@yahoo.com.
1 comment:
hope you ll be back again soon, I like your blog!
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