rofl no you dont, there is a strict risk-neutral relationship between cash and future, any deviation is due to transaction costs (or there is...
Yes, I haven't been to this site in a while, I actually came to check and see if people still are profitable rebate trading stocks and noticed...
I don't do index arb, my costs are low but not that low. If you're wondering whether you should start doing index arb, the answer is no way :)
Fair value should almost never be under 0. It's possible if dividend yields are greater than the discount rate. Also there are arbitrage bounds,...
The post before that. I would contend that risk and cost adjusted you will always do better buying equities for long term. I have done quite...
Please scroll up and read my post before last more carefully. I've done my best to help you guys out, bye
You're right, it's not an edge, and I sure do know what is but it's not accessible on the retail level. I can give you your pick of a thousand...
lol, ok. If you're really that interested my knowledge of options is right up on the level of riskarb's (and I don't use it for trading tiny...
I'm not trying to be condescending, it's the sad truth. Try is the key word in your last sentence. Retail investors have no edge in derivatives,...
Retail traders shouldn't be trading options in the first place; I somehow doubt the majority are using them for their real purpose (hedging)
Nothing wrong with what Vic was doing, he justhad no risk controls. Historically OTM (and ITM but to a lesser extent) put options on indices have...
Market just expecting higher vol in the nov forward (I dont remember perfectly, but I think these are 30 day forwards?) than dec, whats the problem?
Because the rate on the bank deposits will change (and can easily fall over a 6 month period to below the CD rate)
sounds good in theory but most people would get bored out of their minds after a few weeks
Are you sure these are trading and it's not just a block being printed?
Separate names with a comma.