And how much premium had he received when he short sold it? How to compute it using BlackScholes model? What expiration time can one take in this...
Do you, or anybody else, know how big Nick Leeson's position was in that night where on the next morning the black-swan event happened, ie. the...
Hi, thanks, really interressting indeed, an additional strategic vehicle for the arsenal.
Will it not continue staying delta neutral if the underlying is moving? (as opposed to "stay the same"?) How is this supposed to work in...
Is this disinformation? I don't see any relevance of your link to the original question.
"Options traders can use a neutral position delta strategy to make money when implied volatility declines."...
Hi, does it mean that the offer of a client doesn't get forwarded to the order book of the exchange, instead gets filled (or not) from IB's...
Hi All, I wonder how much commission, if any, do the member firms of the US exchanges (NASD/NYSE) pay? Yes, sounds funny, because I was under the...
the data covers only the second case (ie. quotes, since the type "2" is for quotes). So, no condition record (type "1") is present in the data set...
I've a long term tiny stock called ASTC and it unfortunately doesn't skyrocket as I was maybe naivly expecting a year ago. When will its time come...
just crunch them!... :-)
Have you never seen this movie (The Fly) made in 1958 and again in 1986? I've got the idea from exactly that movie.
don't know if that is possible in Java, but In C/C++ you can split it into a main program, and the rest into a dynamic link library (DLL). The...
In every professional trading platform there is a button labeled "reverse the position". If a trader thinks the trend of the position is ending...
A product that will change the world: a set of "telepods" that allows instantaneous teleportation of an object from one pod to another, also...
Me too thinks there could be an "edge" :-) You can limit the risk, and of course also the profit, by using a strangle...:...
You sure mean this by Gretchen: ..." For SAC, this figure, known as total regulatory assets, stood at $50.9 billion, according to an S.E.C....
I don't own any of the mentioned stocks SAC is invested in, but now I seriously think I should buy some puts of SPY, CLNY, CLDX, LOGM ... I...
"The government says SAC sought analysts who had "an edge." CEO of Baker Avenue Asset Management, Simon Baker wonders what that means. On that...
conspiracy theory: Maybe Mr. Cohen has made donations to WikiLeaks or other Robin-Hood like Anti-Govt-Secrecy organizations. Now, after Mr....
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