Skip to main content

Testing Cramer

· 9 min read
Bradlee Speice

Pursuant to attending a graduate school studying Financial Engineering, I've been a fan of the [Mad Money][1] TV show featuring the bombastic Jim Cramer. One of the things that he's said is that you shouldn't use the futures to predict where the stock market is going to go. But he says it often enough, I've begun to wonder - who is he trying to convince?

Autocallable Bonds

· 12 min read
Bradlee Speice

For a final project, my group was tasked with understanding three exotic derivatives: The Athena, Phoenix without memory, and Phoenix with memory autocallable products.

Welcome, and an algorithm

· 5 min read
Bradlee Speice

Hello! Glad to meet you. I'm currently a student at Columbia University studying Financial Engineering, and want to give an overview of the projects I'm working on!