She said she was profitable and her strategy was low risk all while hemorrhaging money out of her fund account with her trading. Also she took...
Looks like we've found the next person on the chopping block.
When I heard that the Fed said they'd be on the look out for "Brexit" risk even before NFP, I knew there was no hope of rate hikes this year.
He's talking about discount rates not growth.
Of course everyone is too "above it all" to read ZH :rolleyes:
Why bother shorting? Literally nothing matters anymore. NQ green by EOD tomorrow would not surprise me. This is ridiculous. It's not even that I'm...
Really just need to take out Chiraq.
Isn't that just saying your Sharpe < 1? SPX has a Sharpe < 1. Would you buy and hold SPX?
Outside of the US cash USD would probably be good.
I'd say any standard info you can find on trader psychology/biases is fine. The real benefit (at least in my experience) is in actively...
You don't. That's why you size the position such that it won't blow you out if you are wrong.
Fair enough. Well that was a fun argument(at least I think so :)).
Valuing an asset along the lines of benefits becomes highly context dependent. You'd have to look at how that product performs on its own and...
Yes, I was thinking this earlier. One way to start in valuing a variance swap would be to ask why do people buy them? What benefit do they...
I'm not being purposely ambiguous. I'm just allowing for my argument to be used both on the long and short side despite this thread being about...
I never said raise. I said more favorable. Which assuming you are long the asset would mean a lower one. Which are you asking here? That the...
So a more favorable discount rate doesn't increase NPV? News to me. Thanks oh-wise-one.
You don't seem to understand what you said. The lowering of the risk premium can only be a one-off event. It's in effect an increase in the say,...
No, you just said short vol produces a one time capital gain in an equity as its future cash flows get discounted at a more favorable rate.
Maverick, you seem to be grasping at 100 different straws in defense of your claim that short vol isn't an asset class.
Separate names with a comma.