Do you trade the skew like you trade the Forex?
110/65 and I row 10K daily on the Concept2, but thanks for your concern.
You should strongly consider your suggestion.
Any app can calculate the 25D risk-reversal. There is no arbitrage available to trade the skew flat -- down and out skew is a condition exhibited...
They are, absent the impact to rates (fwd).
+1 It's about as likely as you producing a winning FX trade.
Mlodinow is wrong. Miller wasn't flipping coins. Miller had an edge for 15y, until he didn't. The mkts changed and so did Miller.
What circonstances are those? Some exomplez please?
Oh, bottom line. wtf didn't you say that in the first place?
Whaley/RGW, pseudo, CRR, MC(Carriere) will all converge. Guy is a moron. You are proposing some tool's opinions as white papers. Why is this guy...
lol to Summa. - Doesn't account for bias to OTM volume on contract basis rather than notional (contract * value). Option at a $25 expires...
Let it die. He was on his own forum and stated he was still holding (after they went OTM). How is this in any way related to this journal?
The curvature isn't the same, but you can structure a narrow OTM vertical (synthetic digital) and cut it when you hit the long strike. You'll have...
In reality it all amounts to a hill of dicks. MAD is still in effect. I think most foreign policy and aggressive moves (non-US) are posturing for...
I see your point, but would the nominal personnel count be higher or lower had we sat through 13 years of peacetime? Would we have any sort of NMD...
I took that platinum card and bought an H1 Hummer on my first big year (solo). I'd paid off the Prime+2 LOC by that time (and put most of it in...
I agree with JJ. Putin would be sitting with his head-down in the corner had our mil not been decimated.
EURUSD going off at 60 on the week. I can't hedge large enough to make a difference (would require 1MM units here), and I didn't take the bet on...
I can honestly state that I have never seen anything like this. Totals his BMW and then his Audi. A month after buying it. Shows us all to prove...
I have to state it... what is sad is that even if the guy pulls his head out of his ass... this thread will live on... in infamy. Can you imagine...
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