Recent Content by ErnstAugust

  1. Ag trade ideas

    Wheat is pretty hard to follow nowadays.
    Post by: ErnstAugust, May 21, 2019 in forum: Commodity Futures

  2. SK10 vs 25D RRN

    There are several ways to be purely exposed to skew. Some of them can be approximated using particular option books that need to be dynamically...
    Post by: ErnstAugust, Feb 1, 2019 in forum: Options

  3. My energy trades

    Awesome...
    Post by: ErnstAugust, Nov 22, 2018 in forum: Commodity Futures

  4. Ag trade ideas

    Ok. Thanks. It may be worth to take a look at the options market. Don't know how high IV can be for that underlying.
    Post by: ErnstAugust, Sep 19, 2018 in forum: Commodity Futures

  5. Ag trade ideas

    Coffee seems to be quite low, which kind of trade would you put on to take advantage of that situation. Outright / spread ?
    Post by: ErnstAugust, Sep 16, 2018 in forum: Commodity Futures

  6. Ag trade ideas

    Again, thank you TraDaTor. Great insight. Thank you George
    Post by: ErnstAugust, Sep 13, 2018 in forum: Commodity Futures

  7. Ag trade ideas

    Thank you TraDaTor for the details. I'm a very beginner, so sorry if the question sounds quite dumb, but if the full carry is hit does it make the...
    Post by: ErnstAugust, Sep 12, 2018 in forum: Commodity Futures

  8. Ag trade ideas

    Dont' know if it's worth to keep the trade on, but what makes you feel there's to much risk to stay in ?
    Post by: ErnstAugust, Sep 11, 2018 in forum: Commodity Futures

  9. Ag trade ideas

    Sorry, I wasn't specific enough, Short Jun19/Long Jul 19
    Post by: ErnstAugust, Sep 5, 2018 in forum: Commodity Futures

  10. Ag trade ideas

    Long HE LHN19/LHM19 @ -0.10
    Post by: ErnstAugust, Sep 5, 2018 in forum: Commodity Futures

  11. Ag trade ideas

    Short ZM Mar19/Dec19 @ 2
    Post by: ErnstAugust, Sep 5, 2018 in forum: Commodity Futures

  12. Ag trade ideas

    Did the same trade @ - 12 :cool:
    Post by: ErnstAugust, Sep 4, 2018 in forum: Commodity Futures

  13. Extrapolating dividends

    To be honest that's those cases I would have got some insight ;).
    Post by: ErnstAugust, Aug 4, 2018 in forum: Options

  14. Extrapolating dividends

    As I said, things have changed since I've been involved in that kind of stuff. Maybe, American style made the whole things look different.
    Post by: ErnstAugust, Aug 4, 2018 in forum: Options

  15. Extrapolating dividends

    Thank you Secret Santa. Just two more points. - You discount the whole premium using OIS (?), and which carry cost would you use ? (what would you...
    Post by: ErnstAugust, Aug 4, 2018 in forum: Options