Recent Content by marc6001

  1. GNTA high IV

    Riskarb & Mav, Thanks for the clarification.
    Post by: marc6001, May 2, 2004 in forum: Options

  2. GNTA high IV

    riskarb, I agree with you but am not clear on the term "convergence-risk"
    Post by: marc6001, May 1, 2004 in forum: Options

  3. GNTA high IV

    Mav, Would you agree that because we're using front month options (t <= 30 days) where vega and gamma are low especially for ITM and OTM...
    Post by: marc6001, May 1, 2004 in forum: Options

  4. Understanding Greeks

    Learning to apply the greeks will take time and effort. The best books for defining the interrelationships are by Natenberg and Hull. Baird is a...
    Post by: marc6001, Apr 23, 2004 in forum: Options

  5. Using Two WAN Connections

    Yep, I was thinking of the VIP solution myself. This is where the servers/desktop machines are clustered (put into a group), given individual...
    Post by: marc6001, Apr 16, 2004 in forum: Hardware

  6. From novice to riskarb...

    Without a doubt Baird is the book that truly explains the application of the greeks to trading strategies. McMillan and Natenberg defined the...
    Post by: marc6001, Apr 14, 2004 in forum: Options