Recent Content by shooter

  1. Any good strategy if I think ES will have a range of X pts

    Off-topic but I think the purest play would be touch/no touch binary options like betonmarkets, if you are non-US based.
    Post by: shooter, Jul 29, 2016 in forum: Options

  2. Former MIT physicist behind Blackheath Volatility Arbitrage Strategy and Risk Management

    I thought it was that LTCM was leveraged to the hilt, not necessarily just because they were short 'diversified' vola.
    Post by: shooter, Mar 26, 2016 in forum: Options

  3. How does forex options expire

    You can also load up your IB Simulated account and put on trades to see what happens with credits/margin/p&l etc. without fear of real money,...
    Post by: shooter, Mar 26, 2016 in forum: Forex

  4. Former MIT physicist behind Blackheath Volatility Arbitrage Strategy and Risk Management

    Pretty sure that fund was shut down last year (the volatility fund, not Blackheath). They would be short vol (presumably) across a variety of...
    Post by: shooter, Mar 26, 2016 in forum: Options

  5. Continous hedging as a rachet device to lock-in profits

    botpro, in your simulation you have to factor in the losses associated with the actual hedging itself. You have to view that as a 'trade' itself,...
    Post by: shooter, Mar 8, 2016 in forum: Options

  6. Continous hedging as a rachet device to lock-in profits

    Yes, there is nothing worse than 3am Monday hedging and your mark-to-market already looks like shit...."is this real life?" In regards to my ES...
    Post by: shooter, Mar 6, 2016 in forum: Options

  7. Continous hedging as a rachet device to lock-in profits

    I'll chime in having some experience with retail dynamic hedging....it sucks. As destriero says, ultimately you are only locking in losses...
    Post by: shooter, Mar 6, 2016 in forum: Options

  8. CL Redux

    Anyone around? Pretty sure CLZ5 goes off tomorrow, CLF6 rounding out around this 42 level, OPEC meeting December 4th (?), dynamics changing in...
    Post by: shooter, Nov 19, 2015 in forum: Journals

  9. Is Bitcoin a better investment than Gold?

    Wow my timing is impeccable :D I did happen to start signing up on Gemini, really nice looking interface, though I stopped short of the...
    Post by: shooter, Nov 10, 2015 in forum: Crypto Assets

  10. *****Official VIX Exchange Traded Products thread******

    Here's my contribution, decent article recently on Zerohedge (yeah, I know): "How The Entire Short Volatility ETF Complex Could Be Wiped Out...
    Post by: shooter, Nov 9, 2015 in forum: ETFs

  11. Is Bitcoin a better investment than Gold?

    Hey Baron any thoughts on the Winklevoss twins new exchange Gemini?
    Post by: shooter, Nov 4, 2015 in forum: Crypto Assets

  12. Is Bitcoin a better investment than Gold?

    I heard Brian Sullivan mention the bitcoin runup on CNBC today, be wary. I was also looking at opening an account at bitstamp or coinbase...
    Post by: shooter, Nov 4, 2015 in forum: Crypto Assets

  13. Trading negative interest rates

    For what it's worth, the lost decade stuff I've been skimming through point out deflationary land price trends along with the Nikkei's decline....
    Post by: shooter, Nov 1, 2015 in forum: Trading

  14. Trading negative interest rates

    Maverick, I'm curious if you have any links to material on Japanese real estate during the lost decade (forgive me for not doing my own research)....
    Post by: shooter, Nov 1, 2015 in forum: Trading

  15. anyone ever just long VIX at sub $15 range for 5-6 years?

    Can't, you can't buy or replicate (well) VIX index. Instead you have to buy VIX futures which are generally in contango which means you'll have...
    Post by: shooter, Sep 5, 2015 in forum: Stocks