You and your rubbish skalp; how bout you tell everyone how much you swing so we can have a collective laugh. Yeah, blah blah, is that a defense...
From Oanda website; guess skalpz could be a little enlightened: The currency exchange market described above is referred to as the spot market...
Come on Skalpz, you're not gonna teach me foreign exchange bud. You're the only one who presumes to know everything. I'm just stating the facts;...
You never actually take delivery of these currencies, they just get rolled over day after day. It's not like you actually have a Euro balance......
What you guys don't understand is that when you trade currencies, you're not actually holding euros or holding yens or pounds...you're holding...
The more you watch it the less it will move. Just let it go, come back in a week. It will print 125 sometime in that period.
65 hits before 35 imo.
BS... the basis now is tiny on a CNY forward, anyone who has had a short USD long CNY position is in the terminal phase of the trade; and it's not...
interest rate risk...I believe but out the door, so will reassess.
It doesn't matter...he will go short the underlyer to remain delta neutral.
yes except your gamma is .02 to get you to .42... besides that minor mistake, you're on your way to understanding option pricing... in reality...
In my opinion there is only one kind of war...religious war. Get rid of all religions, you'd get rid of 90% of all wars waged today. Of course,...
Now you did it Lefty! You've ruined the kid's confidence; you happy now? ;) Here's one for you Kamdoo, never make apologies on wall street....
Frankly on wall street, no one has zero hubris / arrogance. That's a wall street trait.
Kamdoo, I guess I'm the only one on your side here. To be honest though, they may ask questions related to the greeks; nothing to the extent that...
No problem. Apologies accepted. Good trading to you.
For 50 Call Strike on MWD (not even sure why we are discussing this as I never intended to discuss MWD vol at all...) 30day:33.05 Imp Vol:...
lol; that equation is completely wrong. Derive it and you'll figure out ur way out of left(y) field. dV = a(VL - V)dt +EV dz VL = long run...
My estimate of implied volatility is arbitrary. I took 9% as an example. You really are on crack aren't you? I don't need ivolatility I have...
How bout you think about this: dV = a(VL - V)dt + EV dz Know what this is ?
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