"Testabol prop" is a fast acting ester manufactured by British Dragon, an underground lab. They're idiots. Where have they been injecting? How...
Woke to a nice surprise in FX so I am doing some online shopping. =) Baby is imminent, but no labor. Steph was late with Griff as well....
Simply refers to long wing strikes. You can be long gamma while short dgamma if short atm/itm strikes.
You're going from -gamma to +gamma. Sure, they look good when the market goes parabolic. Next month when vols decline you'll be cursing the long...
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I don't see why the kid should become a target because of what is essentially a $40k gift. I knew of a few kids in their early 20s who received...
Hey Mo, it's the new millennium. All the "in" ppl are now using "HIQS" files, (head-in-quick-sand). They can only be read by captured Nazi...
Absolutely. I assume that's last-trade data?
Anypackage with a VaR module.
I am still using David Bruce & Co DOS apps.
Cash leads futures. There are exception of course. I can't imagine using SPX as disseminated. Build a synthetic SPX via a fungible synthetic...
Totally, it's like modeling the switch vols in grains when looking at component skews/smiles. Identical in shape on index, but >mag in back...
The durations carry pretty much the same vol-smile. I think it's best practice to model the ramp in vol due to stickly delta [-skew] on the otm...
http://www.cbsnews.com/stories/2003/05/22/health/main555154.shtml
I hear TIMS for all Starting Jan 1, 2007. I still have yet to grasp how they intend to regulate the OTC positions in the >$5mm accounts.
He will be missed. My condolences to his wife and family.
I am running the demo to the full product. Seems pretty impressive at first-glance. I am interested in the equity news, index squawk and FX....
It's obfuscation by economists who are funded by the pharma lobby. Thimerosal is no longer in the shots, but kids are still becoming autistic...
Right, an offspring of riskmetrics VaR. Ib has been offering a portfolio-VaR for some time. Not w/o bugs, however.
My source is an SEC middle-manager. I received a fwd of an email due to a connection with my in-laws. L3 was a joke. The SEC is concerned...
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