Interview Question

Quantitative Analyst Interview New York, NY

What should you pay attention to when you are trading

Answer

Interview Answer

1 Answer

2

You should pay attention to your Greeks: Delta, Gamma, rho,Vega
You also have to pay attetion to the volatility of your portfolio
Also: Looking at the interest rates could be usefull to see where your funding cost are going

Marc on Jan 8, 2013

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