Wednesday, May 31, 2006
Tuesday, May 30, 2006

I spent some time looking around other parts of Bloomberg on Friday (I normally spend most time on AXCD). Looking at FTSE, I was comparing the index level with BBC and Yahoo, and discovered that Yahoo leads both BBC, and surprisingly Bloomberg.

  • Yahoo

  • BBC

  • Bloomberg

Tuesday, May 30, 2006 4:25:17 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
Thursday, May 25, 2006

http://www.amazon.co.uk/exec/obidos/ASIN/0471770574/qid=1148567945/sr=8-1/ref=pd_ka_1/203-6138512-1161516

Aaron Brown posts on Wilmott regularly

http://www.wilmott.com/tombstone.cfm?ProfileID=18

and the book was discussed on here

http://www.wilmott.com/messageview.cfm?catid=11&threadid=34004

This hasn't been reviewed on Amazon.co.uk yet, but has several reviews on the U.S. site

http://www.amazon.com/gp/product/0471770574/qid=1148567945/sr=8-1/ref=pd_ka_1/103-6532838-8605402?n=283155

Definitely a book worth reading - but it would be good to have a bit more written about his trading experiences rather than poker

Thursday, May 25, 2006 2:51:05 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

MiFID requires that you are giving your client best execution.

http://www.fsa.gov.uk/Pages/About/What/International/EU/fsap/mifid/index.shtml

http://www.exchange-handbook.co.uk/articles_story.cfm?id=54127

Section 4.29 states that CDS (single name and tranches) come under the requirement

http://www.fsa.gov.uk/pubs/discussion/dp06_03.pdf

although section 4.39 indicates that equities will require the most transparency.

The following link appeared on ContractorUK today

http://www.contractoruk.com/news/002671.html

Thursday, May 25, 2006 2:38:56 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
Wednesday, May 24, 2006

After adding a type field to our entity table today I filtered on all "Sovereign" CDS and was surprised to find there was CDS issued on IRAQ. The underlying bond is XS0240295575. Unsurprisingly of the ~100 sovereign CDS, it has the highest spread of around 420 bps for 5 year. Jamaica was second.

Wednesday, May 24, 2006 5:48:04 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

The Sensex was extremely volatile on Monday

with the market having to be suspended for an hour after it plunged 10%. The police have been told to watch for suicide attempts at likely spots such as lakes and canals.

http://inhome.rediff.com/money/2006/may/23mkt1.htm

http://www.hindustantimes.com/news/5922_1703947,0015002500000000.htm

http://www.iol.co.za/index.php?set_id=1&click_id=126&art_id=qw1148291100209B253

Looking at the performance over the past five years, there may still be a long way to fall

Wednesday, May 24, 2006 8:30:50 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

http://www.microsoft.com/betaexperience/en/register.aspx

Several products available for download

I am going to download Office Professional Plus for my home laptop - There will come a point when I rebuild the machine on 2003 Server R2

http://www.microsoft.com/windowsserver2003/default.mspx

but am not sure whether to wait until IE7 and Office 2007 are released. I also need to upgrade to Visual Studio 2005 and install SQL 2005 SP1. Or do I install Window Longhorn Server Beta 2 and treat the machine as a beta machine.

http://www.internetnews.com/ent-news/article.php/3608386

Wednesday, May 24, 2006 8:01:14 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
Sunday, May 14, 2006

I downloaded IE7 beta 2 onto my machine last week and thought I'd test it by clicking on a link in an email I knew to be suspect (allegedly from Barclays). After clicking on the link, IE7 bought up the following screen.

I was impressed by this, but after navigating to another (non suspect site) was informed that the phishing service was temporarily offline.

Sunday, May 14, 2006 9:23:54 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
Thursday, May 04, 2006
Thursday, May 04, 2006 9:09:04 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
Tuesday, May 02, 2006

I was discussing with someone recently how many countries we had been to starting with different letters of the alphabet. I thought my score of 12 would be good but was humbled by a colleague's 20.

According to the FCO, the maximum score is 25, with only "X" missing

http://www.fco.gov.uk/servlet/Front?pagename=OpenMarket/Xcelerate/ShowPage&c=Page&cid=1007029390590

Tuesday, May 02, 2006 6:19:55 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

After attending the CQF open evening and looking at the practice test, I decided that I was in strong need of a Maths refresher - I signed up for the 7 city Maths for Quant course

http://www.7city.com/maths_for_quants.php?area=quants&outline=matqua&course=matqua

This starts on Wednesday with the CQF starting next month. I will give full feedback upon completion (hopefully!) of the CQF in December.

Tuesday, May 02, 2006 6:14:58 PM (GMT Standard Time, UTC+00:00)  #    Comments [1]  |  Trackback

Aaron Brown's new book "The Poker Face of Wall Street" had been getting good reviews on Amazon amongst others

http://www.amazon.co.uk/exec/obidos/ASIN/0471770574/qid=1146592674/sr=8-1/ref=pd_ka_1/026-5480746-2507658

http://www.wilmott.com/messageview.cfm?catid=11&threadid=34004

so I thought I would place an order. When I ordered it the book was priced at £14.11, so in order to qualify for free shipping I ordered some rechargeable batteries

http://www.amazon.co.uk/exec/obidos/ASIN/B00064A0TG/qid=1146592868/sr=8-1/ref=sr_8_xs_ap_i1_xgl/026-5480746-2507658

They were priced at £4.79. However, what I didn't realise until checkout was that they were from a third party so would not qualify for the free postage. I didn't have time to go through the process again so completed the order.

The batteries hadn't turned up until this morning so I checked the order - the postage on the batteries alone was £4.50 (for 4 triple A batteries!!). After further investigation I found Amazon selling them for £5.82 - this would have qualified for free shipping. If I were Amazon I would rate prices with P&P included.

To further annoy me, the above book's price was slashed in half - I hope it's a good read!!

Tuesday, May 02, 2006 6:10:21 PM (GMT Standard Time, UTC+00:00)  #    Comments [1]  |  Trackback

http://www.developerday.co.uk/ddd/default.asp

I would be tempted to go if it wasn't on a Saturday in the middle of Summer!

Tuesday, May 02, 2006 3:59:46 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

http://www.newscientist.com/article/dn9033-another-fundamental-constant-accused-of-changing.html

I used to subscribe to New Scientist last year, but found most issues pretty unexciting.

Tuesday, May 02, 2006 3:20:15 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

http://www.theregister.co.uk/2006/05/02/amazon_ditches_google_microsoft/

http://a9.com/amazon

I'm not sure how financially driven this decision was, but my (very) unscientific testing a few months ago put Google behine Yahoo and Live

http://www.noelwatson.com/blog/PermaLink,guid,e038a044-fe1d-4275-860d-f60bf549954a.aspx

Tuesday, May 02, 2006 3:06:44 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

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