You might find the attached worth a read.
Yes I think GAT answered that one. It's certainly got great carry on the short side but that carry can only be earned safely with low leverage...
5 Vix contracts is $5000 per VIX point and about $55000 in initial margin currently. If VIX futures had a small crash to say 23 you would be...
Well maybe, but coming from the man who wrote the book on this stuff I think you could make exceptions for deserving cases and people would...
Imho you're being too gentle there GAT. N@D has taken a serious risk with his/her trading account and managed to get away with a minor injury by...
You can't be looking at backtests very far back at all. If you really think this is at all sane, please immediately stop trading now for the sake...
This one is issued by bnp paribas markets. if you go to their dutch site and use google translate you should get the info you want....
You are correct. For all instruments including futures there is always two sides: you give up something to get something else. So for CFDs you...
Even during the second world war the London Stock Exchange appears to have been closed only briefly...
Right, making him net short 262k calls, requiring ~25k futs to hedge when VIX much higher.
He's long 262k calls strike 15. So my estimate of about 25k futs is about right. :p
Vix futures multiplier is 1000. Vix options multiplier is 100.
With VIX sitting at 25 he'd need to buy roughly 12,000 VIX futures to hedge right? And up to 25k roughly in total eventually if it keeps going....
OK so he doesn't wake up screaming and bouncing off the walls, just a little spooked by a nightmare...;) It's not THAT unreasonable to bet any...
probably just some guy who still wakes up after nightmares set on a certain day 30 years ago.
In the results conference call last week they talked about how software development was a big bottleneck for them and that the closure of the...
Yeah I meant exited his newly minted futs position but indeed, maybe it was wanted and held.
I don't know how the straddle buyer exited in the end but I think it would have been in keeping to just put a 65k lot order at one ask. Just for...
Same as it ever was: traders only sing when they're winning.
think about how hedge funds do it. managed in mayfair so why do they not pay tax on their gains (you never see performance gains shown net of tax...
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