If you now owe your parents their 48 plus the 3 you lent...then your dad must be Jeff Skilling!
So looking at maturities around 2022, breakevens are currently pricing ~1.7% which seems relatively cheap by historical standards. 10yr CPI...
Yes long tips short treasuries....afaik the right structure is to trade zeroes to minimize any duration/rate mismatch. Could also sell puts for...
How clean are TIPS? They're tied to CPI and according to JPM only have a correlation of ~.36 to CPI from '05-'12. Historical labor compensation...
He doesn't post trades in real-time, doesn't use any stops, and he hasn't shown an audited track record - probably just a stealth vendor for Aviva:p
Lucky for him they never used the playbook...Eli would throw 30 yards into triple coverage with his eyes closed only to have Burress jump over...
Princeton-Newport had 227 positive months out of 230 with the largest monthly loss just under 1%. Given all that Thorp is responsible for and...
Risk parity is nice because it closely approximates the optimal portfolio when the sharpe ratios of the underlying assets are similar. It removes...
...as to your question about when to re-evaluate vol it gets to the question of when to hedge - it's either based on delta bounds or time...
I believe hedging at the prevailing market IV will provide a smoother PL vol however hedging at your expected and presumably correct realized is...
You can see the pending orders screen on the mobile app. I usually put a pending order for any spreads when I'm in the Desktop TWS (usually at a...
So you're trying to systematically trade systematic trading systems? I like this system.
...little does she know that Balance Point was created/funded by Steve as a way of recouping 25% on any payments.:p
SP delta is the amount of directional exposure. If you sell an at the money SP put it has a delta of .5. Thd hedge is to sell half that notional...
If the $1.7B valuation includes debt, then that could account for a large portion of the difference and doesn't really present an effective...
He's also an angel investor.
Experience is definitely key but the CFA is useful knowledge and could certainly help you get your foot in the door somewhere in finance. If you...
Anyone else having trouble with IB today, and if so knows what's going on? I can't place any order (says "transmitted, not yet acknowledged") -...
You're probably right, the VIX will likely move higher, the difficulty is whether it moves higher faster than what the market is pricing. If not...
Yea, I wasn't at all serious about their auto-liq...I was more poking fun at the idea of an algo liquidating with poise under pressure. I used...
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