More Posts!

Welcome Stephanie
In keeping with the intention of sliding away from Optiver specific material and instead sliding towards new ideas (and increasing post frequency) we officially have a new 'poster girl.' I am excited about her first post, which I think she might put up tonight.

As the name 'poster girl' implies, you will want to be like her and perhaps write for this blog as well. Feel free to contact me if you want posting abilities on this blog. Or you can just leave great comments like these.

Themes
As the blog gets more people posting, the need for separate themes becomes more apparent. Still, separation of finance, math, economics, 'quant,' is largely imaginary. Here are the themes as we have defined them.

• I will try to maintain my preference for writing about 'MathFinance,' (which is both math and finance and neither math nor finance at the same time). Also, I will be in charge of making up words.
  
• Stephanie has promised to write about 'FinanceEconomics.' She has also volunteered to be in charge of blog sarcasm :)
  

It may seem like in just those two themes we would not be restricted from covering almost everything! I can think of some things we might not cover. Here is a short list of the things that you could potentially write about:

1. Advances in computer science (algorithmic, software packages, and hardware)
   
2. Trading (technicals, new ideas, psychology)
   
3. Investments (putting a lot of capital to work)
4. Strategic theory
5. Mathematics (what has been proven, what is contested, how do you develop your own framework)
   
6. Quantitative Modelling (CAPM, APT, Black-Litterman, Back-testing, Signal Theory, ...)
   
7. Computational Finance
   
8. Econometrics
   
9. Financial Business Decisions
10. Financial Culture and Lifestyles
11. etc
    

Accumulated Topics
Over the past couple of months, I have promised to talk about all sorts of topics that I never got the chance to write about. Here is a list that is meant to serve as an apology:

1. What is dynamic replication? Can I arbitrage volatility?
2. Adverse selection
3. Volatility as the sensitivity of the market to information
4. Taylor expansion for quick calculations
5. Fourier series
6. Principal components analysis
7. Total least squares vs ordinary least squares (introduced in the last post)
   

Topics that others have asked for:

1. What is a broker, prof trade, wholesales trader?
2. How do I prepare for the Optiver interview?
3. What is a swap?
4. What is Beta?

I will do my best to get to all of these and perhaps others will volunteer to write great posts. In the meantime, thanks for reading.