Search Results

Search Again

  1. Options and Greeks

    No, the vol-strip isn't easy to model. However, the smile is "model friendly"
    Post by: riskarb, Oct 21, 2006 in forum: Options

  2. Poor Man's Hedge Fund

    I am using an off the shelf dispersion app and lmt-expo. I won't be discussing the notionals, hedge ratios or weightings... This will be a pure...
    Post by: riskarb, Oct 21, 2006 in forum: Journals

  3. The Wealth Effect from this Rally?

    Dumbest econ thread in the history of ET.
    Post by: riskarb, Oct 21, 2006 in forum: Economics

  4. Forex: Indicative vs "real" quote data

    Someone sent me a white paper touting the merits of ECN data... specifically, hotspot was mentioned for their quality feed. esignal offer...
    Post by: riskarb, Oct 21, 2006 in forum: Data Sets and Feeds

  5. Poor Man's Hedge Fund

    They're definitely worse than BOM, and far worse than interbank. I still use Oanda due to deal size [$20k per account], tight spot spreads, and...
    Post by: riskarb, Oct 21, 2006 in forum: Journals

  6. Poor Man's Hedge Fund

    :eek: You'll like ABN. I have hopes that they'll extend durations and increase the max on barriers, currently 10k euro. Thanks guys.
    Post by: riskarb, Oct 21, 2006 in forum: Journals

  7. Stepping Stones to Forex Profits

    Genetic algorithms. Triangular arbitrage involves three pairs which nets to zero-exposure: long usdjpy short eurjpy long eurusd
    Post by: riskarb, Oct 21, 2006 in forum: Forex

  8. Options and Greeks

    Correct, but you only need to model the strikes traded as the dataset and interpolate. The output is linear, but good enough for what we're...
    Post by: riskarb, Oct 21, 2006 in forum: Options

  9. Stepping Stones to Forex Profits

    -- Follow trendlines until they're broken. -- 1440m, 240m and 60m are all you need. -- FX is the best market for trading GAs and pattern...
    Post by: riskarb, Oct 21, 2006 in forum: Forex

  10. Poor Man's Hedge Fund

    lol Coach -- it's pulled verbatim from your book!
    Post by: riskarb, Oct 21, 2006 in forum: Journals

  11. Options and Greeks

    Google Derman's sticky delta
    Post by: riskarb, Oct 21, 2006 in forum: Options

  12. Testosterone drugs for trading?

    Yeah, that's for certain. No T3 in your regimen?
    Post by: riskarb, Oct 20, 2006 in forum: Chit Chat

  13. Poor Man's Hedge Fund

    I've experienced no vol-shading during the last qtr. I booked a 70% return on the account before wiring out the gains. The fills were...
    Post by: riskarb, Oct 20, 2006 in forum: Journals

  14. PMHF -- Journal positions and PnL

    I wanted to document my performance as a retail schlub before retaining prime brokerage services in the first quarter of 2007. As the title...
    Thread by: riskarb, Oct 20, 2006, 0 replies, in forum: Journals

  15. Poor Man's Hedge Fund

    Thanks. I wouldn't consider going on my own with less than $20mm. I'm not concerned with margin treatment. I've got commitments exceeding $10mm.
    Post by: riskarb, Oct 20, 2006 in forum: Journals

  16. Poor Man's Hedge Fund

    I wanted to document my performance as a retail schlub before retaining prime brokerage services in the first quarter of 2007. As the title...
    Thread by: riskarb, Oct 20, 2006, 36 replies, in forum: Journals

  17. SPX Credit Spread Trader

    I like you Phil. Don't take it so personally. It simply seems like "spread of the month". I had some cramps when you started talking about skew...
    Post by: riskarb, Oct 20, 2006 in forum: Journals

  18. SPX Credit Spread Trader

    I have in no way criticized buying gamma. I am referring to the jump from verticals to diagonals to long gamma. We've been at 10 on vix for a...
    Post by: riskarb, Oct 20, 2006 in forum: Journals

  19. SPX Credit Spread Trader

    I assume that the credit was 17 for the combined call and put calendar. Now trading at 9.
    Post by: riskarb, Oct 20, 2006 in forum: Journals

  20. SPX Credit Spread Trader

    Sure, but a loss at the mean of the implied distro, which can become significant with a drop in vols. I don't understand the shift in methodology...
    Post by: riskarb, Oct 20, 2006 in forum: Journals
Showing results 21 to 40 of 4,437 Next >
Search Again