PnL
Fill in the blank: Market Value = position * _____
Closing price
What is the equation for put-call parity
C - P = S - K + r/c
(or any equivalent variation)
What does VBA stand for?
Visual Basic for Applications
What year was SIG founded?
1987
Name every OA and where they went to school.
don't feel like writing this
Explain the difference between a mark and a theo.
Any of:
1) Marks are meant to account for mistakes in PB records, theos are for differences in pricing;
2) Marks count as good equity, theos do not
What are the five greek symbols and what do they measure?
Delta: Chg in opt price per $1 inc. in underlying
Gamma: Chg in opt price per 1-pt increase in delta
Vega: Chg in opt price per 1-pt increase in vol
Theta: Chg in opt price per 1 day passing
Rho: Chg in opt price per 1-pt increase in interest rate
What will this program output?
myList = [1,3,5,7,9]
newList = [e*4 for e in myList]
print(newList[3])
28
Who won the over/under 30 soccer game and what was the final score?
Over 30 won 9-1
What is the name of the SIG squishmallow?
Siggy the (Poker) shark
Find equity:
Cash = $300
Long MV = $500
Short MV = $250 in short positions
$550
How does an increase in interest rate affect a puts + stock position? (increase, decrease, no change)
Decrease
What will this program output if we ran it right now?
Dim x as String
x = Format(Date, "dd mmm yy")
MsgBox x
22 Dec 23
Name 5 SIG entities.
Common examples: SS, CVI, SFG, SALET, SGE, DST, G1X, GEB, SIGLLP
When is Steve's birthday?
November 7, 1999
What is the income accrual based on these transactions:
$30 (earned from commission income)
You estimate stock ABC's 0.50 dividend will go ex on Feb 19. Feb expiration is on Feb 21. A customer comes in looking to sell Feb-Mar rolls (buy Feb combo, sell Mar combo) on several different strikes. What is the customer's bet?
The ex-date will fall after Feb expiration.
Explain the difference between an inner join and a left join.
Inner join takes only matches from both tables. Left join takes all rows from the left table and adds any matches from the right.
Name all the floors that have a Starbucks machine.
2, 5, 8
What is the first breakfast rotation in 2024?
Plain and Flavored Oatmeal with a variety of toppings!
Trader buys 500 shares of BBB for $7.00/sh. BBB closes at $7.10. The next day MLPRO sheets show debit cash ($3,500) and a long BBB position of $3,550. What is the trader's mark?
None - MLPRO records are correct
The Oct 50 Combo is $4.35 bid (calls over). October r/c is $0.30. What does this order imply in stock? Give both price and direction.
$54.05 bid
| a | b |
|---|---|
| 1 | q |
| 6 | s |
| 7 | r |
| 5 | u |
| 3 | e |
| 4 | p |
| 8 | m |
df is shown above. What will this code output?
dfNew = df.loc[df["a"] > 5]
myList = dfNew["b"].to_list()
print(myList[1])
r
The OA program used to be called GOLD. What does this stand for?
Global Operations Leadership & Development program
Name all the OAs from 2022.
Mandy, Hunter, Marissa, Will, Phil, Rachel (acctg)