User talk:Ulner

Thank you for welcoming me to Wikipedia —Preceding unsigned comment added by Anorexic Salad Fresser (talk • contribs) 20:52, 30 August 2009 (UTC)

Welcome!

Hello,, and welcome to Wikipedia! Thank you for your contributions. I hope you like the place and decide to stay. Here are a few good links for newcomers: I hope you enjoy editing here and being a Wikipedian! Please sign your name on talk pages using four tildes (~&#126;); this will automatically produce your name and the date. If you have any questions, check out Where to ask a question or ask me on my talk page. Again, welcome! Melchoir 23:20, 10 January 2006 (UTC)
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De Sitter space
I finally dug up my reference notes on de Sitter space and put it on the WP de Sitter page.

Sorry, I have no other info on translations. Perhaps you could google the title and author to find it on the net. Mytg8 03:31, 8 June 2007 (UTC)

Liouville's Theorem
Hi, I noticed you added an entry to the disambiguation on Liouville's theorem. I was wondering if you knew roughly where you came across this theorem, or what it said. It sounds as if it's related to the theorem in complex analysis, either as a generalisation or a corollary, and knowing which, if either, would make looking for a source easier. All the best, James pic 13:11, 25 July 2007 (UTC)

Little context in Piece of me
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Heya, I've noticed you've been contributing to articles similar to mine, i.e. related to activist/anarchist people. My article on Bruno Masse is threatened of deletion, could you please vote to keep it? You can vote [| here]. In solidarity! Lkeryl (talk) 18:33, 22 October 2008 (UTC)

sv:Användardiskussion:Ulner

Hi
I go to random talk pages and look for friends. will u be my friend? PLZ? respond on my talkpage.

Binary option
Hello, why did you remove all the external links from the article? I'm sorry, but I fail to see how is Binary Option different from video sharing or file sharing services, that do include external links to the various companies? Cheers. --NetHunter (talk) 11:54, 31 May 2009 (UTC)

ANI
Hello,. This message is being sent to inform you that there currently is a discussion at Administrators' noticeboard/Incidents regarding an issue with which you may have been involved. Thank you.--  Darth Mike (talk) 23:06, 8 June 2009 (UTC)

Hammer Time
Have a look at the last couple of seconds of this.... 

Due to the song it became a very well known phrase leading to all sorts of uses like these... 

Futures contract
Hello Ulner. Ran across the 30 May 2009 entry "Formal_definition_of_futures_contract" in the article Futures contract and wanted to give you some friendly feedback to possibly collaborate to improve the entry. Here are some priliminary points:
 * ”s”, the current present time is not well difined
 * “T” is not properly labeled as expiration date
 * missing that “t”≠“T”
 * the statement “at time “T”, the holder pays” is incorrect…at time “T” the holder pays nothing, holder has already paid for the contract…the holder receives 100 shares
 * the definition is not formal but general (formal involves mathematics, such as interest rates, index(cash or spot price), dividends, and days to expiration)
 * the line citation should be linkable
 * definitions should lead the article…it should be moved up to the top
 * ...etc

I would be glad to help out with a new entry, but i've got no plans for an edit by myself at the moment. With all due respect to you and speaking without meaning to offend you, but directing my statement to the author of this definition as cited, this entry is the biggest piece of crap i have come across in Wikipedia to date. Suggest a complete rewrite using better researched references that make sense, again, be glad to help out. PS- thanks for posting "Tool for adding..." on you user page...i was not aware of this tool. Henry Delforn (talk) 21:23, 7 July 2009 (UTC)
 * Thanks for your comment. I will have a look at this tomorrow, and give a longer reply! Ulner (talk) 23:21, 7 July 2009 (UTC)
 * Some short comments:
 * s is not the current time.
 * I changed the formulation about payment at T.
 * T is indirectly defined as the expiration time.
 * I think now this definition is not good enough to be moved to the top.
 * What does line citation linkable means? link to a website?
 * Here by formal I meant a precise formulation which is 100% clear. We can delete the word formal I guess. Ulner (talk) 13:02, 8 July 2009 (UTC)
 * I guess t can be equal to T. Ulner (talk) 13:02, 8 July 2009 (UTC)
 * Here are my two-cents.
 * The easy point first ("What does line citation linkable means? link to a website?") I mean a citation which takes one directly to the source, like this (but best to use your wikified tool):
 * The easy point first ("What does line citation linkable means? link to a website?") I mean a citation which takes one directly to the source, like this (but best to use your wikified tool):


 * Next ("Here by formal I meant a precise formulation which is 100% clear. We can delete the word formal I guess."), a precise formulation for a fututres contract involves the equation for the theoretical value F = (s * ert) - D where F = Theoretical Futures Price s = Spot Index Price e = 2.7183 which is the Natural Exponential Function r = short-term interest rate t = number of days to futures expiration/360 D = dividends, expressed in index points, for stocks going ex-dividend prior to futures expiration. But note that this equation can be stated in several other equivalent forms. The "definition" provided in the article is extremely general, it's handwaiving at best, i would get rid of it and replace it with an equation (formal definition) mixed in with some text.
 * Comment. Using single stock futures as an example would not be my advice because these things (instruments) are relatively new and relatively low liquidity. My advice is to use popular futures like eurodollar (currencies) or better yet, S&P500 futures (stock index).
 * General comment. A futures contract is much simpler than an option, where there are two "contracts" involved (a call and a put). There's only one contract involved in futures, the buyer at expiration is obligated to receive delivery of the underlying, while the seller is obligated to provide the underlying. It is rare in liquid markets that a speculator buyer actually keeps the contract to expiration and takes delivery. The following fake example illustrates: You write a contract to provide 30 gallons of gasoline for $5.00 per gallons on October 15, 2009. Today i buy, go long, your contract at market value ($3.00per gallon). If in August gasoline goes up to $4.00, i'm happy because i could sell before expiration in August and make a buck per gallon, but no, i am greedy and keep the contract. In October gasoline drops to $2.00 per gallon and i have to take delivery (there's no option here, i have to take delivery) at $5.00 per gallon per your contract. So i have to dish out extra cash from what i paid originally to cover the $5.00 pergallon contract, a big loss. You on the other hand, can buy at the market ($2.00pergallon) and deliver it to me for $5.00per gallon, a big profit. That's the mechanics.
 * Lastly (the variables s,t,T, etc). I think in bullet #3 “t”≠“T”, but the "definition" is confusing to me and you may be right. Henry Delforn (talk) 22:17, 8 July 2009 (UTC)
 * Good idea to link to the book, although the page where futures contract are defined are not available on Google Books at the moment. By definition I mean a clear presentation of the legal duties of the buyer and seller of the futures contract. The formula you explained gave, what I know, dependent on certain assumptions such as constant interest rates.


 * For options you have a buyer and an issuer - I don't really follow your discussion about that two contract should be involved at the same time (call option & put option). Ulner (talk) 10:47, 9 July 2009 (UTC)


 * You say "legal duties" but your article entry ("definition") says nothing about legal duties. The equation describes (defines) the behavior of a futures contract more fully than related legal issues. There are relatively no assumptions in the equation, there's no need to keep interest rates constant, when the interest rate change, the equation changes. Although it is a fair question to ask which short-term interest rate to use? I don't want to change the topic, so i'll be quick on this, a call option is a legal contract, just like a futures contract is a legal contract, just like a put option is another legal contract...only their legal obligations are different. The difference in legal duties between these three different contracts is NOT very interesting at all. What IS interesting is the equations that define these three contracts. Like i said above, futures are much simpler than options because there is only one contract involved and futures do not depend on implied volatility. To get a feel for the simplicity, try analyzing these strategies: buying a futures contract versus a diagonal butterfly options spread. Bottom line is that a formal definition of a futures contract rest with its equation. Cheers. Henry Delforn (talk) 22:14, 9 July 2009 (UTC)
 * But your equation is the equation for the forward price. For futures it is known that under certain interest rate assumptions, the futures price is the same as the forward price - see e.g. Hull. I mean that the definition of the futures contract should not (and need not) include any mention of interest rate. Compare for example with the definition of a option contract which does not refer to interest rates or volatility. Regards Ulner (talk) 23:32, 9 July 2009 (UTC)


 * Forget options for now. Forget Hull. Forget forward price (hell, everything is forward pricing, even the cash is forward looking in the market). I don't know how else to get you to focus on the bottom line. The futures equation posted above is how fair value is calculated, again, that is the bottom line. "Forward pricing" is a hogwash concept in the bottom line. Do you know what i mean by bottom line? And again, a good question to ask is which short interest rate to use. If you do not see why interest rate would enter into the equation for a futures contract, you need to think about exactly what a futures contract is...specifically an index futures contract. In such a contract, when the implied cost-of-carry interest rate is near zero or sometimes negative, a clearly absurd condition, arbs rush in to feed on the bottom line. You got to take the time to drill down into what a futures contract really is, start with the S&P, Naz, & Dow futures and cash. I've just given you a wealth of information, don't blow it. Henry Delforn (talk) 17:56, 31 July 2009 (UTC)
 * Thanks for the reply. To try to focus on the bottom line: By definition of a financial contract I mean the contractual obligations of the different parties. For an call option the writer of the option is legally "forced" to give a stock to the buyer of the option if the buyer pays the premium. Nowhere in this definition of the option contact does Black-Scholes formula appear. In a similar way, nowhere in the definiton of e.g. a forward contract do the equation you specified above appear. I mean that it is possible to give a definition of a futures contract without refeering to the equation above. Ulner (talk) 18:17, 31 July 2009 (UTC)

Talk:Donald Boström
It appears that you're asking more for something that would be handled by one of the "oversight group" - they are the ones that would deal with something like this. Find the instructions at Requests for oversight for removal. Skier Dude ( talk ) 00:16, 31 August 2009 (UTC)

Från BjörnBergman
Hej, jag såg din varning på min diskussionssida. OK, jag slutar redigera här på era diskussionssidor, men du ska bara begripa en sak, att jag är mycket missnöjd på erat korkade uppträdande mot mig! Gör aldrig om detta! BjörnBergman 20 december 2009 kl. 13:30 (UTC) —Preceding unsigned comment added by BjörnBergman (talk • contribs)

Jag vet att du har varnat mig om att sluta skriva inlägg och därför ska jag skriva en sista sak, jag kommer att sluta här om jag inte får en avblockering. Kom ihåg det! Jag tycker inte att det är ett dugg roligt att jobba med såna här idiotiska administratörer som går och trakasserar användare som inte gjort nånting! —Preceding unsigned comment added by BjörnBergman (talk • contribs) 15:10, 20 December 2009 (UTC)

En sak till måste jag skriva till dig, du vet varför jag reagerade så kraftigt och därför vill jag att du och nån annan går och blockerar användarna 83.250.33.239 och sv:Användare:Mr Bullitt. Det är de som ställt till det för mig och förstört mina editeringar, så att jag blev ilsken och gjorde det som osrsakade min blockering och därför vill jag be dig att du (eller någon annan) går och blockerar dem för det som de gjort mot mig. Mr Bullitt polckade bort flaggmallar som jag satte in. De andra användaren ogjorde mina ändringar när jag försvenskade omdirigeringar och därför ska de blockeras av dig eller nån annan och samtidigt som ji gör det, ska ni avblockera mig för ert misstag. Det kräver jag och det borde jag ha rätt att kräva. Nu förstår du varför jag reagerade så kraftigt och om ni inte avblockerar mig nu med det samma, slutar jag här på Wikipedia! Tror du att jag tycker det är roligt att det är kul att jobba med er om ni behandlöar mig på ett sånt här sätt? Det är inte ett dugg kul! Jag gjorde ju inget, men ni påstår bara något annat för att ni ska kunna blockera mig genom att göra falska bevis! Förstår du nu hur förbannad jag är på er?! Jag är förbannad på dig också för att du inte litar på mig! Du fortsätter ju bara att säga att jag har gjort fel, det var ju inte jag, det var ju de här två användarna! Vad gör ni då?! Ni gör falska bevis som bevisar att det var mitt fel, när det var tvärtom! Hur kan ni ljuga så till mig?! Begriper ni inte vad ni gör för fel eller va?! Ni tror att ni förstår er på mig och varför jag gör såhär. Ni förstår ju inte någonting!! Nu har jag motiverat mig riktigt noga och ska därför avblockeras, oavsett vad ni tycker om mitt uppträdande! Ni vet exakt vad jag tycker om ert uppträdande! Det är riktigt ovanligt idiotiskt, framförallt med tanke på att ni blockerade fel person och gör falska bevis genom att ljuga åt mig som bevisar att jag var skyldig! Hur kan ni behandla mig såhär?! Dessutom är det bara OK att jag diskuterar här på engelska Wikipedia. Det är ju inte mitt fel att ni inte vill ha era disk.sidor fyllda av mina inlägg, det är ju erat egna problem, eftersom ni inte behandlar andra rätt, och ni begriper ju inte det!! Ni begriper inte NÅGONTING! Och vet ni varför? Det är för att ni bara anklagar fel person och gör falska bevis mot mig genom att ljuga mot mig! Om jag tycker att min blockering är felaktig (som den faktiskt är nu) så har jag rätt att diskutera det om och om igen om ni vägrar att avblockera mig. Om ni inte hade blockerat mig från början hade inte jag gjort någonting. Dessutom är det inte jag som gör fel, det är ni själva som gör fel, begriper ni inte det, eller begriper ni kanske ingenting?! Det är ju inte mitt fel att andra kommer och plockar bort flaggor som den där Mr Bullitt gjorde. Tror ni kanske att han har rätt att göra så?! Ja, det tror ni och det har jag ett bevis på; Ni uppmanar inte honom att sluta och blockerar bara fel person, den som försöker åtgärda det. Ni tror också att det är mitt fel att jag skapar krig genom försvenskningar och det gör jag inte, eftersom det är korkade idioter som sabbar för mig och ni tror att det är jag som är den idioten och det har jag också bevis på; Ni blockerar mig och bara ljuger åt mig genom att säga: "Det var Björns fel, inte ditt fel" till den som gjorde fel. Ni ljuger så bara för att ni ska kunna göra falska bevis och då kunna blockera fel person! Där ser man ju på! Det var alltså inte mitt fel och dessutom hade jag inte svurit någonting till er om ni inte hade blockerat mig! Nu ska ni gå och avblockera mig och det GENAST innan jag blir riktigt förbannad!!!! Har ni en förklaring till varför ni gjorde såhär mot mig så gå och skriv ner den här nu!


 * Björn, Your harassments and stalkings have now gone way too far. Your record is monstrous and your reluctance to follow the simple rules of behaviour is outstanding. Your block on Swedish Wikipedia is will be released in 24 hours and there is a request pending for a permanent block. I strongly advise you to show some submissiveness if you have any intension to future contributions to Wikipedia.  Rex Sueciæ ✎ 19:12, 21 December 2009 (UTC)

Speedy deletion nomination of Sheen T. Kassouf
A tag has been placed on Sheen T. Kassouf requesting that it be speedily deleted from Wikipedia. This has been done under section A1 of the criteria for speedy deletion, because it is a very short article providing little or no context to the reader. Please see Wikipedia:Stub for our minimum information standards for short articles. Also please note that articles must be on notable subjects and should provide references to reliable sources that verify their content. You may wish to consider using a Wizard to help you create articles - see the Article Wizard.

If you think that this notice was placed here in error, you may contest the deletion by adding  to the top of the page that has been nominated for deletion (just below the existing speedy deletion or "db" tag), coupled with adding a note on the talk page explaining your position, but be aware that once tagged for speedy deletion, if the page meets the criterion, it may be deleted without delay. Please do not remove the speedy deletion tag yourself, but don't hesitate to add information to the page that would render it more in conformance with Wikipedia's policies and guidelines. Lastly, please note that if the page does get deleted, you can contact one of these admins to request that they userfy the page or have a copy emailed to you.  General  Cheese  16:55, 1 January 2010 (UTC)

Fixing double redirects
Concerning this edit: When you move a page, you should check to see if you've created any double redirects, and fix them. (In this case, I've done that now.) Michael Hardy (talk) 17:54, 2 January 2010 (UTC)

/* Changes to Kreuger */
I am so fed up with this challenging task that I wish I had never started it. There is no end in sight and I don't see why I should spend the time to comment on what everybody can see. Ever once in a while I check the discussion page for any comments from others and I'll be perfectly happy to answer questions or criticism there, if there are any.

Is this the protocol at Wikipedia? (I was told otherwise by an administrator, or something like that. He/she wrote to just go ahead and make changes and deal with challenges - if any - on the discussion page) If so please send me a link.

This is part of the message I am referring to:

'' To answer your questions, per WP:BOLD you are welcome to make bold changes to any article at any time. If someone disagrees, then you did to work out a solution via talk, but if you edits you want to make are unlikely to cause objection than you should just make them. You don't need anyone's permission to act here. --ThaddeusB (talk) 00:07, 11 December 2009 (UTC)''

Believe me I wish I had never started this and if I have to explain all the changes I make I am just going to call it quits. I have done this in an on/off manner partly because I was discouraged, partly because I am very busy during the week with stressful activities that do not allow me to do anything at the end of the day but watch TV.

Some of the changes are just in the order of sections, I left untouched (for the time being?) even though I question the relevance. The article is also way too bulky but then again how do you deal with a man like Kreuger in a short manner?

There is so much more to do: What would be the advantage of commenting on my own changes?

If there are changes you do not like tell me on the discussion page, please. But keep in mind, if I have to spend a lot of time DURING the editing work on defending what I am doing I will not make any headway in the tasks ahead.

Btw, I have been working on more changes for the last few hours and lost all further motivation for today because of your request.

Regards, Gatorinvancouver (talk) 22:38, 18 July 2010 (UTC)

Please stop deleting my work without valid explanation on the talk page
What does it mean the section is arranged in an incorrect way? Use the talk page please. Gatorinvancouver (talk) 22:43, 18 July 2010 (UTC)

I am fuming! You destroyed several hours of my work
I don't know how to revert to my last edit. Please put the section back as it was: I spent hours and hours working on it. Gatorinvancouver (talk) 22:50, 18 July 2010 (UTC)

Congratulations! You are a fine bureaucrat. And you are still lecturing me.
Thanks for demobilizing me. I've had it with this article. I wasted way too many weeks, even months on it and now you keep me busy teaching me about etiquette. As a matter of fact, I've had it with editing Wikipedia. (A robot once destroyed a whole page on my own talking page I was working on for an edit for this very article.) Ciao, Gatorinvancouver (talk) 00:20, 19 July 2010 (UTC)
 * This is a collaboration and you should respect other users - they are also trying to improve the encyclopedia. I hope you can understand that I don't get very happy when I read "I'm disguted at what you have done". This is an extreme exaggeration of my edit- it is easy to put your old edit back exactly the way it was before my revert. Anyone who want to contribute to Wikipedia have to be kind to other editors and assume good faith.

It seems strange that some robot could destroy a page - it should always be possible to get the old version back. I suggest you ask someone for help if that happens in the future. Anyhow, I wish you the best and hope you continue contributing to Wikipedia. Best regards Ulner (talk)

www.PiDolphin.com
May i ask the reason why you blocking web sites (www.pidolphin.com) which provides free advanced financial calculator in many asset classes ? There are many external links in many wiki pages which is not blocked or verified. PiDolhin is purely an educational web site based on many financial text books. It is unfair to be blocked. I am sure many financial engineering students will use www.pidoplhin.com when they study financial (derivatives) theorems. regards —Preceding unsigned comment added by 80.254.146.36 (talk) 11:57, 26 August 2010 (UTC)

to ulner...
I wouldn't mind not putting a website as long as there aren't any other website being promoted here, you are finding it ok to promote a website that sells information about trading, and not even targeted to binary options... so as long as you do that i find no reason why not to put a website that provide FREE information, targeted on binary options, it's a good source to continue the study people begin doing here. explain to me where i am wrong and i might stop posting the links. i've seen the guide lines, and they state that no link should be targeting a website that promotes sales and other profitable items, and binaryoptionsexplained.com doesn't do any off the things stated in those guide lines. so do me a favor, i don't know how much Financial-edu.com pay you to keep that link up but you're passing your own guide lines! — Preceding unsigned comment added by Yohiarr (talk • contribs) 23:16, 14 March 2011 (UTC)

to ulner...
Thank you very much for your help, appreciate it,do you know any good way to transform eqations for microsoft equation editor so i can insert them into wiki? — Preceding unsigned comment added by WillliamG (talk • contribs) 22:01, 22 April 2011 (UTC)

to ulner...
Thanks, I have a sound equation for pricing Pair Options and other exotic options, so I guess I will study it. — Preceding unsigned comment added by WillliamG (talk • contribs) 22:07, 22 April 2011 (UTC)

to ulner...
Oh, appologize for deleting, will not be done again, still learning and a bit overwhelmed... enjoy our discussion and your comment --WillliamG (talk) 12:50, 23 April 2011 (UTC)

to ulner...
Hi, why are you so fixated on discussing the web site ? why not discuss this very interesting derivative ? did you see what NASDAQ has came out with ? why cant we discuss the message and not the messenger? — Preceding unsigned comment added by WillliamG (talk • contribs) 06:29, 24 April 2011 (UTC)
 * That web page is the only webpage which mentions "pair options", in principle the only known source. Ulner (talk) 12:31, 24 April 2011 (UTC)

to ulner...
Hi, that is not the case. Alpha Index Options(which I believe I directed you too) are a new NASDAQ product. NASDAQ are a private compnay. Do you support one compnay over the other? I do not know the other company, but every financial instrument that has interest to the public should be here. If you think relative performance options are interesting, than your actions does not make sense.I am putting a lot of efforts to contribute, seems that you put a lot trying to block them. Can we be productive? I think we should work together to the benefit of the readers. — Preceding unsigned comment added by WilliamG (talk • contribs)


 * Let me butt in here with a quick comment. If you can't provide reliable sources for a "pair option", then your article will be deleted.  That's how Wikipedia works.  You don't get to put anything on Wikipedia; you don't get to write about your dog, your spouse (unless they are famous...of course).  You certainly don't get to write about a company you're involved in without others supervising/advising you (see WP:COI).  In the end, in order for other people to write and verify about this topic of pair option, they need these reliable sources -- they can't just be expected to ask you, an anonymous person on the Internet, for verification....which brings up the question Ulner's been repeatedly asking you:  where did you learn about this stuff?  If you can't answer adequately, it's reasonable to assume there is a COI problem here.


 * By the way the sources you've included thus far do not seem to be about "pair options" per se, but related topics like NASDAQ's Alpha Index. Now, I find it hard to believe you are comparing stockpair.org to NASDAQ....however, note there are independent sources for Alpha Index.  In fact, they have received much fanfare....the topic being worthy of a mention in The Financial Times, and the Wall Street Journal .  Do you really believe this is a fair comparison?  What NASDAQ does is of interest to a great many people.  Stockpair...not so many, to put it kindly.  --DudeOnTheStreet (talk) 07:25, 26 April 2011 (UTC)
 * WilliamG - I am grateful you have taken time to create the new pair option article! Wikipedia depends on people helping out to create new content. However, I disagree whether this article is important enough to be kept. The reason is that there are no available reliable sources for pair options. Pair options does not seem to be a special case of the alpha index options from NASDAQ, and for that reason I urge you to continue looking for some reliable source. If no reliable sources can be found, the article should be deleted in my opinion. I hope this does not discourage you from continuing working on Wikipedia. Ulner (talk) 18:08, 26 April 2011 (UTC

to ulner...
Pair Options are not a special case of AlphaIndex - on the contrary, Alpha Index are a special case of Pair Options!! can you explain why do you think Pair Options are not.... and please, refer to the subject itself, if possible. (not sources..

to DudeOnTheStreet
You can "butt " and condescend as much as you want,however,I would more appreciate an open discussion on the topic. First of all, I did not write the topic !I just edited it, becuase I was curious about the function of Pair Options, as a matter of fact, I first heard about them in Wikipedia!! so your insinuations are problematic and I don't have any COI. The issue is NOT Stockpair (who cares about them..), but Pair Options, and you consistently avoid this discussion. Wikipedia is meant to democratize information, and the fact you support only big coprporations and media is exactly counter productive to this goal. Again,Pair Options,are a type of relative performance options, and as such, are very interesting for the public. — Preceding unsigned comment added by WillliamG (talk • contribs) 15:19, 26 April 2011 (UTC)


 * You have ideas about what Wikipedia is, but the pages I cited above in links are official policies of Wikipedia. If you don't agree with them because they "support only big corporations and media", then you shouldn't edit Wikipedia at all.  If you can't be bothered to even sincerely try and understand helpful links provided by me, for example, then I can't be bothered to hold you patiently by the hand while you repeat the same irrelevancies.  If you don't provide any reliable sources (per WP:RS) in several days, I will put an Articles for Deletion tag on the article.  Unlike Ulner's tags, which you removed without making any attempt to fix the issues pointed out, you won't find it simple to remove that tag.  --DudeOnTheStreet (talk) 16:03, 26 April 2011 (UTC)

to DudeOnTheStreet
Claiming I did not make any attemt to fix is totally wrong, you can even ask Ulner. I think your intentions here are to prove something, and not constructive at all — Preceding unsigned comment added by WillliamG (talk • contribs) 16:15, 27 April 2011 (UTC)

Thank for your comment
Hi Ulner. I noticed your name before while scanning the histories of some finance pages...clearly you have done substantive work here thus far! I hope to reach your level in the future :-) --DudeOnTheStreet (talk) 16:01, 25 April 2011 (UTC)
 * Thanks for your comment! ��Ulner (talk) 18:08, 26 April 2011 (UTC)

AFD for pair options
If you're interested, here is the link: Articles for deletion/Pair options. I'll notify WilliamG also. --DudeOnTheStreet (talk) 18:20, 30 April 2011 (UTC)

Answer to your question
Answer to your question (of 2009!): User_talk:Pol098. Best wishes, Pol098 (talk) 14:51, 17 May 2013 (UTC)

ArbCom elections are now open!
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Financial risk management
Hi Ulner. Could I ask you to please review Financial risk management (especially #Banking) ? I've just "finished" with a major expansion. Thank you. Fintor (talk) 15:10, 11 April 2022 (UTC)