Yes, I took that trade based on your post. Thanks!
Nils, I am astounded that someone as knowledgeable and sophisticated as you are even looked twice at a Netpicks scam! What were you thinking?
Essentially all of the real ones do, just do the synthetic yourself, simultaneously taking the prices in the appropriate amounts. This will...
Martingale betting methods can be useful, can overcome a small negative expectation or expand a positive expectation, when the return series...
1) Natenberg 2) Baird Re-read these two a few times before you read anything else. Read the Natenberg at least three times.
Forex618 is James de Wet: http://www.cftc.gov/opa/enf06/opa5218-06.htm Con man and pathological liar.
That would be the FSA. And no, not registered. Check it yourself: http://www.fsa.gov.uk/Pages/register/ The fastest way to a stellar track...
And a chain smoker. He doesn't look too healthy. For his high return strategies, he is at capacity now. Why do you think there is no public...
Thanks for pointing that out. I just picked some up at 24.56, maybe make up for the loss I took on the IPO.
Believers not in EMH, but rather in misspecified SV Jump- Diffusion models. I agree with Rosy, tradable mispricings show up more often in far...
Flush with profits from his recent Black Swan bestseller, N. Taleb is getting back in the managed money game. http://www.universa.net/ Yes,...
You've only been on here six months and already, with the help of members and "a ton of work" you are beating the market with an automated...
Advise using none of the above. Using backtested results to determine any quasi-Kelly fraction is a recipe for disaster. Ralph Vince has neither...
Looks like he sold the book for $161! Which, considering that the informational content of the book is zero, and even to a collector it...
((0.5*(ATMCall+ATMPut))/ATMStrike) * 1/(0.4*strt(T)) Since, for any expiry, the second tern is a constant (for the Jun expiry, for example,...
Over what period. Assuming 40 years, from 25 to 65, that is a compounded rate of return of only 12.5%
Or a CAGR of about 12%. Not much of a gain for your "cost average." As another poster pointed out, what you have here is a variation of...
Samuelson, Paul Rational Theory of Warrant Pricing Industrial Management Review 1965 Among others. Nornal approximation models all.
Yes, with a small share of the profits thrown in as a kicker. A fairly common arrangement.
Your math is way off. The 5/44 is fairly recnet, Medallion started off at 2/20. The 33% net number does not include returns on failed Rentec...
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