Forums - skew shape

HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US

Your Account • Become a Member • Help • Search

	Forums ›› Main ›› Options ›› skew shape

Page 4 of 7: 1 2 3 4 5 6 7

cdcaveman

Registered: Aug 2011
Posts: 3529

07-29-12 08:34 PM

well i was actually thinking about what i've heard about trading big amounts.. but i get what your saying.....

Edit/Delete • Quote • Complain

jtrader33

Registered: Jun 2005
Posts: 288

07-30-12 06:28 PM

Quote from atticus:

It generally gets steeper (in index) as you approach expiration.

No idea if there's enough juice here, but would 2-3 weeks prior to expiry be approximately the right time to look at a corr play?

Edit/Delete • Quote • Complain

atticus

Registered: Mar 2007
Posts: 12701

07-30-12 08:05 PM

Quote from bs2167:

No idea if there's enough juice here, but would 2-3 weeks prior to expiry be approximately the right time to look at a corr play?

Need more info, thanks.

Edit/Delete • Quote • Complain

cdcaveman

Registered: Aug 2011
Posts: 3529

07-30-12 08:32 PM

yeah freaking give example..

Edit/Delete • Quote • Complain

jtrader33

Registered: Jun 2005
Posts: 288

07-30-12 08:37 PM

Quote from atticus:

Need more info, thanks.

Sorry, was referring to this setting up a dispersion trade. Assuming one wanted to have the risk on for the shortest period of time possible but still catch most of the index steepening, is there a sweet spot in terms of when to put it on?

Edit/Delete • Quote • Complain

atticus

Registered: Mar 2007
Posts: 12701

07-30-12 08:41 PM

Quote from bs2167:

Sorry, was referring to this setting up a dispersion trade. Assuming one wanted to have the risk on for the shortest period of time possible but still catch most of the index steepening, is there a sweet spot in terms of when to put it on?

It's essentially a microstructure condition and isn't exploitable in a down&out dispersion.

Edit/Delete • Quote • Complain

Page 4 of 7: 1 2 3 4 5 6 7

Receive an email whenever a new post is added to this thread by subscribing to it.

Rate This Thread:

Forum Jump:

Conduct Rules - Privacy Policy - Day Trader - Day Trader Forum - Best Trading Software - Sitemap

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures Futures Brokerage & Clearing AMP Global Clearing Futures and FX Trading Bright Trading Professional Equities Trading CTS Futures Trading Software DaytradingBias.com Professional Trading Analytics ECHOtrade Professional Trading Firm	eSignal Trading Software Provider FXCM Forex Trading Services Global Futures Futures, Options & FX Trading Interactive Brokers Pro Gateway to World Markets JC Trading Group Direct Access Trading MB Trading Direct Access Trading	MultiCharts Trading Software Provider NinjaTrader Trading Software Provider OANDA Currency Trading optionshouse Option Trading & Education Questrade Canada's #1 Online Broker Rithmic Futures Trade Execution Platform	SpeedTrader Direct Access Trading SpreadProfessor Spread Trading Instruction thinkorswim by TD Ameritrade Direct Access Trading TradersStudio System Building & Backtesting Trading Technologies Trading Software Provider Trend Following Trading Systems Provider