Recent Content by Durian

  1. Black Box

    We want to do some day trading purely on futures, we are using soc gen right now but I think they have nothing for us. Just not sure where to...
    Post by: Durian, Oct 10, 2008 in forum: Automated Trading

  2. Black Box

    Hi all, Boss asked me to find out about black box trading, I guess he and the company wants to develop something for trading futures. Any...
    Thread by: Durian, Oct 10, 2008, 9 replies, in forum: Automated Trading

  3. Cross hedging

    Nazz, can you tell me how to do teh delta to dollar value thing if for example, HSBC stock options and hedging with HSI index futures? The...
    Post by: Durian, Jan 31, 2008 in forum: Risk Management

  4. Cross hedging

    Hi all, Would be most grateful if someone here can enlighten me on this. I have long several stock options from the same underlying index,...
    Thread by: Durian, Jan 31, 2008, 3 replies, in forum: Risk Management

  5. Index Arbitrage

    Oh and I am a little baffled on the Greeks too, since the stocks selected for the replication accounts for about 50% of the index, not sure what...
    Post by: Durian, Dec 20, 2007 in forum: Options

  6. Index Arbitrage

    Yes, I realize that, thanks for the tip
    Post by: Durian, Dec 20, 2007 in forum: Options

  7. Index Arbitrage

    He wants me to identify some of the larger and more liquid constituent stock options for the purpose of replicating the stock index's volatility...
    Post by: Durian, Dec 19, 2007 in forum: Options

  8. Index Arbitrage

    Hi All, Could someone recommend some resources to me, website or books, for my current task at work. My boss had asked me to figure out a way...
    Thread by: Durian, Dec 19, 2007, 14 replies, in forum: Options