wti trading simulation model - presentation vince ,
since you are not here today , i just sent out the presentation of the model i
prepared for john
for his feedback . i would appreciate that you review it before we make the
final version .
obviously , this simulation model is going to make a big impact on our online
trading . and i am happy
that we have accomplished this task effciently and elegantly .
zimin
- - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 12 / 06 / 2000 01 : 25 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
zimin lu
12 / 06 / 2000 01 : 21 pm
to : john j lavorato / corp / enron @ enron
cc : stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : wti trading simulation model - presentation
john ,
i put together a presentation of the simulation model for wti market maker
for you .
the p / l results are investigated by assuming different scenarios .
the key variable is the number of trade per day , therefore is varied from
200 to 1000 trades .
scenarios are generated by different spreads , net open position allowed , and
time period .
take a look what i have prepared , and let me know things you want to add or
delete .
if you have any questions , i will be happy to discuss with you .
zimin
ps : this presentation is only for the open - close trading . i will produce
exact the same
sequence for the continuous trading ( close - close ) once you approve the
content .
wti trading simulation model - presentation
vince ,
since you are not here today , i just sent out the presentation of the model i
prepared for john
for his feedback . i would appreciate that you review it before we make the
final version .
obviously , this simulation model is going to make a big impact on our online
trading . and i am happy
that we have accomplished this task effciently and elegantly .
zimin
- - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 12 / 06 / 2000 01 : 25 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
zimin lu
12 / 06 / 2000 01 : 21 pm
to : john j lavorato / corp / enron @ enron
cc : stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : wti trading simulation model - presentation
john ,
i put together a presentation of the simulation model for wti market maker
for you .
the p / l results are investigated by assuming different scenarios .
the key variable is the number of trade per day , therefore is varied from
200 to 1000 trades .
scenarios are generated by different spreads , net open position allowed , and
time period .
take a look what i have prepared , and let me know things you want to add or
delete .
if you have any questions , i will be happy to discuss with you .
zimin
ps : this presentation is only for the open - close trading . i will produce
exact the same
sequence for the continuous trading ( close - close ) once you approve the
content .