Thanks MG, I thought that might be the case but was confused as these seemingly very well informed macro investors seemed to like the suggestion....
I was wondering if someone could help me. I had a question about using ED’s as a proxy for trading the US yield curve and hope this is the right...
With your background and probable skill in execution and risk management I would look at spreading STIRs/Notes/Bonds. You might not have the same...
I did a similar study back in august which showed the correlation going back 5 years. Still pretty strong. I believe FX rates have a big impact on...
No, when they mention oil rigs they are referring to drilling rigs that are used in exploration and development. They are generally seen as 'not...
Twitter is THE most valuable tool for financial news and views. If you can contribute useful analysis/charts/views then you can quickly become a...
These things are always interesting. I think that is why being connected to other parts of the industry is so important. A casual conversation...
Fascinating story @comagnum and as you say, what you get on the way up you repay on the way down. The film Limitless purveys the message...
Could an ISO be used to hunt for stops without having to sweep the book? Or can you only take limits and stops are left un-touched? If plausible,...
Any updates on this?
Everything on a MM desk is pretty much automated nowadays. The job is mostly risk management, watching/maintaining/tweaking your Algos that make...
Questions like these are pretty retarded as you cannot apply the principles of market making in rates to the population of a country. I would...
Fair point, this may not be their edge. I just thought they were heavily reliant on speed and this could be correlated.
A few additional pointers: The emergence of IEX and talk of other exchanges introducing speed-bumps will probably kill of Virtu's edge. They may...
In my scenario the buyer then places his offer/ask 10 ticks above market (limit) and waits for another buyer to meet it (thus becoming a seller)....
I think I'd take the smaller returns of selling cash secured puts during the good years to cover me during the mini-crashes or bigger events such...
4 years in the industry and still learning every day. You can never stop improving/researching/building your skills and knowledge. Trading is very...
If buyers bought from sellers and we reached an equilibrium then price would reach it's prefect point of 'value'. But then if one buyer placed an...
Takes at least a week to get into the right mind-frame after a break. After even just a week off I come back and feel like so much has changed in...
This is an interesting read; an interview with Taleb in which he discusses his beliefs around option buying. He is compared with Victor...
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