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  1. Short EUR/JPY

    I'll reply now. I don't go into my inbox very often.
    Post by: atticus, Mar 31, 2008 in forum: Forex

  2. Fixed odds betting the S&P 500 cash

    Sorry, I've been up all night and haven't read the entire journal. What dealer are you using? These are intraday binaries?
    Post by: atticus, Mar 31, 2008 in forum: Journals

  3. No-Risk-of-Capital Trading Strategies

    Hi Frank. You can't replicate a vanilla call with touch options.
    Post by: atticus, Mar 31, 2008 in forum: Options

  4. Short EUR/JPY

    ES now underwater by 2. Let's see if this continues. Should have held my original position.
    Post by: atticus, Mar 31, 2008 in forum: Forex

  5. Kospi 200 option to be listed on U.S., German bourses

    20% of listed derivatives volume?!
    Post by: atticus, Mar 31, 2008 in forum: Index Futures

  6. Short EUR/JPY

    ha. I was concerned that 160 may be in sight if we recover this week on SPX as I expect we will.
    Post by: atticus, Mar 30, 2008 in forum: Forex

  7. Short EUR/JPY

    I covered the exotic at 64/100 for 19 basis with spot at 157.85. $14.8k net of the 5-lot loss on the ES futures. I used the proceeds to purchase...
    Post by: atticus, Mar 30, 2008 in forum: Forex

  8. No-Risk-of-Capital Trading Strategies

    Amen to that. Oanda does offer American and European touch bets on FX, but they're the only retail dealer for US residents.
    Post by: atticus, Mar 30, 2008 in forum: Options

  9. Short EUR/JPY

    Covered at 20.50 due to trading near neutrality on EURJPY; -16.75 on the hedge.
    Post by: atticus, Mar 30, 2008 in forum: Forex

  10. Short EUR/JPY

    The Oanda thread provided a scan of the Oanda market and the equivalent on BFT.com. That was close to the end of the arb, but it had traded as...
    Post by: atticus, Mar 29, 2008 in forum: Forex

  11. Short EUR/JPY

    Investopedia for the basic definitions. Taleb's Dynamic Hedging is good as a primer.
    Post by: atticus, Mar 28, 2008 in forum: Forex

  12. Short EUR/JPY

    Yes, the exotic is marked to 65/100 based upon the move towards neutrality and a mark down in vol + decay. Hurting on the ES hedge but it's 20%...
    Post by: atticus, Mar 28, 2008 in forum: Forex

  13. Short EUR/JPY

    Seriously guys -- let's not continue to trash this thread.
    Post by: atticus, Mar 27, 2008 in forum: Forex

  14. Pabst's Blue Ribbon Trades

    I'm fairly confident vols are rolling over in index and fx as well.
    Post by: atticus, Mar 27, 2008 in forum: Journals

  15. Short EUR/JPY

    Sure Barry. I assume you meant "arbitrage" but this trade doesn't qualify. I am long the 152/160 DNT and long ES hedge as a proxy. The hedge is...
    Post by: atticus, Mar 27, 2008 in forum: Forex

  16. Short EUR/JPY

    Mods: this thread needs a cleaning. If anyone wants more info on "allenhobbs" you can simply PM me. I'll even supply password for the doc-search.
    Post by: atticus, Mar 27, 2008 in forum: Forex

  17. Short EUR/JPY

    I still think there is a floor on EURJPY, but we'll have to see if we test 1300 on SPX. Data out of Japan has been strong.
    Post by: atticus, Mar 27, 2008 in forum: Forex

  18. Short EUR/JPY

    I canceled my stop, ES 1329.00 last.
    Post by: atticus, Mar 27, 2008 in forum: Forex

  19. Short EUR/JPY

    I just went long ES at 37.25 as an implicit hedge. Stops at 30.00 and I'll let it ride.
    Post by: atticus, Mar 27, 2008 in forum: Forex

  20. Short EUR/JPY

    Everyone interested should keep a close eye on the XLF and LEH in particular. LEH's action supporting yen.
    Post by: atticus, Mar 27, 2008 in forum: Forex
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