True, I guess the point I was trying to make is the price of the ETN is based on a measurable formula based on VIX whereas that's not necessarily...
It is related to VIX prices and is not a subjectively priced asset as would be the price of Pepsi or other equities. There's more information in...
Interesting, will look into that history a little more. Thanks for the info.
Have the Eurex or 10yr curves been priced fairly when this is the case or do the spreads widen beyond what's implied by current interest rates?...
Nothing different than what you had planned?
Sounds like they are trying to anticipate the roll. You could look at OI to see when participants are most likely to roll their contracts and...
That's the right idea. Assuming for a minute this is possible (I fully appreciate your point that mispricings are very rare), am I correct to...
Let's say I have one asset and two different return distributions. One is more volatile. The other is less volatile. Let's also assume I can...
...your negativity and bitterness knows no bounds. It's almost impressive. KOS - keep posting the casino trades, it's good stuff, thanks.
Interesting, thanks for listing a few platforms and I agree it'd be good to see something in the mid range.
Long SUVs / Short construction
Some do, some don't, and they are if the merger is deemed monopolistic. ...not sure that was the root cause of the crisis.
...who then ends up becoming CEO of said bank and paying himself $1 in salary for the next 3 years as he navigates the credit crisis and financial...
...NM, posting difficulties I guess.
If you run multiple strategies do you run them in the same account or do you use separate accounts for separate strategies? For example, if one...
PropMTL - Yea, some parts are good entertainment, I was pleasantly surprised. I'd also say it's pretty well put together and left me with a more...
Has anyone read "One Good Trade"?
In all seriousness though, the book looks good, though in some of the reviews they mention a rather large amount of errors in the formulas....
Thanks, that makes sense.:)
Can you elaborate a bit on what you mean by 'financial' and 'agricultural' and what those implications are? Thanks.
Separate names with a comma.