Huh?
Sorry, I just realized I was being a numpty... I was thinking about bid/offer, while the OP was asking about bro specifically. I would agree...
IMHO, for must ATM or close to ATM strikes, it's per vega. For OTM, there are no rules and will depend on the dealer's inventory. Generally, I...
You have to behave like a proper emicile...
It depends and there is no single answer...
I understand, but in this particular case it's a stylised experiment... I am just trying to understand the possible evolutionary rationale. I...
From an evolutionary standpoint, what is a state of "chronic stress" for an animal, such as a rodent? If it suggests an ever increasing...
I agree. Also, it's very important to appreciate just how special New Zealand actually is, as far RBNZ is concerned. Firstly, let's not forget...
To be sure, I am not suggesting that, if a bankster wants to get creative, they won't be able to come up with a way to cook up a magical trade...
Actually, pretty much all contracts HAVE to be at current mkt prices, whether bilateral or otherwise. An off-mkt transaction such as you describe...
OKI, I've consulted some knowledgeable peeps... This, IMHO, is gonna be DOA, as it's just a new mkt on the CME for a ratio'd spread between...
Cash balances are rolled daily, as a rule, as the previous poster says, unless there's a specific reason to do something different.
It's distinctly looking not very risk free today... I'd echo the previous poster in response to this: "say what?"
Actually, hold on a sec... @bone are you saying that this will be a new spread contract with its own spec? Or will this just be a new market on...
Yes, the invoice spreads and the like trade, vs LIBOR and OIS both, Mav, but it's not the same spread. Not even close. They're two distinct mkts...
Erm, are you guys forgetting smth? The future of the reference rates for BOTH of the legs of these wondrous spreads is uncertain. If the various...
IMHO, the various noises in NOKSEK are mostly about crude (doesn't make the moves sensible, I'd argue, but still...). The drop yesterday looked...
It's the usual story... Sympathy with Sweden (esp since the housing mkt "correction" might be a common theme between the two), but, more broadly,...
What's the Sharpe? Does the system hit the bid/lift the offer or is it based on placing orders?
I ain't an expert, but I would agree with sle... Interest rates don't really make that much of a difference, while dividends do. Looking where...
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