Mav or anyone else out there - have y'all heard anything from Jane street or other prop firms? I've heard of a few blow ups so far.. No firm...
What do you think is in store for the future of HFT industry?
Excellent call Maverick.
What do you see that makes you want a long term short on bonds?
Long Vol hedged on X delta (don't have the greeks in front of me)? P.S. Nice natty gas move.
I would agree with you. They probably do. I'm not saying that I can short all levered etfs and make a billion dollars. I was saying that 1)...
Yeah, I figured you understood it. I hope it helps other people reading it. I disagree on the borrow rate being 100% for some of them. You...
DGAZ is the best vehicle to short for a nat gas long play because of the decay(from a stock perspective). I know they don't work in the long run,...
Yeah, I've read through the whole thread.. most people were asking about what the A up values were.. I don't care about your multiplier aspect. I...
Sorry for my naivety. I remember from the book obviously the daily A up is based on the OR for the day (then some multiplier). For your Weekly...
How are you guys thinking about targets for nat gas exit?
Oh and two more that I forgot in my previous post: 1. I commend you guys for being able to keep out the trolls. I think the key is just to...
<panting> I kept up with the thread for the first 400 posts but let it get away from me. I've been putting off coming back to it and finally...
Thanks Albert - I appreciate you following up with that response. In an attempt to hijack this thread a little bit, does anyone have any tests...
Adding an extra 0 to my sharesize. 150,000 shares later I realize my mistake (typed in 50,000 instead of 5,000). Got out of that one for a...
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