Here is a portfolio I mocked up using ETFs only.... Fixed Income Agrerate, includes Mort Backed AGG Short-term SHY Mid-term IEF...
Can anyone explain what exactly in terms of assets is held in the equity portion of a CDO. I get that it is the lowest most likely to default...
I am almost afraid to ask, but what is the equity section of a CDO composed of? and A CDX is a future contract with no expiration correct?...
This may be off topic but why aren't CFD allowed in the US?? :)
NASDAQ is providing general guidance on when transactions may be deemed erroneous under Rule 11890 . This guidance is not a mandate of the rule...
Thanks again... That does make sense. :)
I appreciate the response. Could you show a brief example of what you mean? :)
In order to protect some gains in some small cap mutual funds I was thinking of hedging these with the Russell 2000 or IJT and IJS options....
Excessive government Excessive government jobs (Synthetic Wellfare) Excessive wellfare: Encouraging a wellfare dependant community by...
This sort of thing happens every day at brokerages. Make sure you note the time you called and whom you spoke with every time somone statuses an...
Are there any good firms to work for in the LA area? Buy-side, sell-side, specialist or otherwise? :)
Cheney & Rumsfeld 08!! :)
I think this is the heart of the argument combined with the much higher net Theta. This is a good explainer for the layman. It is just "faux...
I really want to see how fast (forgive me for this) and how furious volatility has to change to make the OTM options with a higher net vega more...
Thanks for the replies... I was wondering if anyone had advice for running options though a Monte Carlo analysis. I now it is an open-ended...
BTW... Thanks for your thoughts.... I always appreciate it when other take the time to help! :)
Yes, you are correct I forgot to think of Theta in "net" terms as well... It occured to me just after I hit post.... But if you didn't care...
The ATM have a Theta of .81 The OTM have a Theta of .146 Which makes sense the closer to the ATM the greater the Theta, right? Lower...
Whenever I wanted to play a change in Vega in the past I have looked at the ATM options with a far off expiration. But if someone wanted to...
There was a suspicious trade in ADRX '07 options. Someone put on the 20/30 call spread (1 x 3), then news came out of a cash buyout at $25 and...
Separate names with a comma.