If you vol weight it you'll have large FI exposure, not good if rates go up.
Imo I wouldn't include uso or uup. I'd also take a look at adding some reits (vnq), some credit exposure (HYG and some inv. grade like AGG), and...
My understanding is this - yes if you are long vega you are sensitive to a change in IV and are looking for a change in implied (to your point...
Nasdaq vix - I think they have a futures contract, but don't think there's much volume. http://www.cboe.com/micro/vxn/
SWEET!!!
Talk about taking things out of context, that marketwatch article really distorts the intent of Gross' piece. Here's a link for those interested...
EDGE. It does a body good.
Very nice job. Curious to hear what your average holding period is for a position given the fundamental nature of your approach? No worries if...
m2c - as far as most are concerned the position can probably be considered flatish. SPY and SPX are two different products, so there are...
In your example you'd short the 146put/long the 146 call and short stock and your risk graph would show a profit of $20 at expiry. On the 15th,...
I think the next SPY dividend is on the 15th.
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Anyone active in the cobra/scorpion venom spread? Some real killer margins there:D
Thought this was an interesting interview with him: http://www.futuresmag.com/2011/03/01/william-eckhardt-the-man-who-launched-1000-systems
That's pretty shitty.
Anyone play these games frequently? Just logged on for the first time and the games seem fun so far. Did three introductory ones and am...
Some things with low/negative spot correlations to the SP might be things like gold (low/none), bonds (slightly negative), and the vix (highly...
Seems like most threads end up in a 'does TA work?' debate, kinda funny. Surf, as of late, you've been pretty adamant about your position on on...
"Always bet on black!"
Ivolatility has historical option data here: http://www.ivolatility.com/data_download.j You could also use Thinkorswim's thinkback feature for...
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