I wonder if Robert Spencer has actually ever been to France. What does he know about the values of these people? I think these people have the...
The French authorities are trying to kick their asses and have been humiliating them over the past few years (Sarkozy-the worst thing that ever...
Hello Riskarb Good to see the journal is still going on, great stuff. A thought I'd like to share : you are mentioning trading the...
What if AUD/JPY falls to 82.55 (which is I guess the other breakeven level of the strategy)? Close spot position or short another 7d no touch at...
Of course you can keep a naked option, as long as you have enough money in your account. You just have to keep an eye on the margin requirements.
What you are describing is dynamic hedging. As with any other strategy, you can earn or lose money by doing that. BTW what is your question? If...
The other problem is of course that by covering your call, you are buying it back at a price that won't be zero-except at expiration. So you will...
As I mentioned, it all depends on what you're looking for/interested in... Ranking artists is difficult and IMO doesn't really make sense....
OK fair enough. Yes Parisians aren't very nice, even to fellow Frenchmen (especially to southern Frenchmen, who are betrayed by their accent)....
Yep I'm afraid most frenchmen are not that kind to foreigners-especially parisians. But Belgians tend to be much nicer actually. The most...
Hmm interesting thread, but I'd like to respond to some of Alexandre's comments. Absolutely : getting a job in finance in Paris if you're not...
Sounds interesting. Looking forward to that. Is the binary wing barrier going to be a double touch option or two separate touch options?...
Hey what's wrong with french brokers? :mad: They have the reputation of having the best financial engineers... Exotics are also available...
I've seen you hedging your positions on DAX and forex and quite successfully so. I know your main concern is to hedge the delta of your option...
Oh, well how about those options that have a fixed payoff that is paid only at expiry if the underlying trades above/below a certain level. Very...
Yes, I guess the closest way to replicate that would be a short dax future position with a stop loss 15 points above; but even that would not have...
OK 1) & 2) OK. But when you buy a k/i put and a k/o call, you have long gamma/vega with the put and short gamma/vega with the call-correct me...
Hello Riskarb. Can I ask you why you prefer trading exotics rather than vanilla options? I understand the differences between exotics and...
What makes you think that ATM vol is overpriced? Do you "feel" this or have you got some kind of statistical evidence? In that case, are you...
And there are those who know that theoretically no strategy is a winning one on the long run but who would like to know why, so that they have all...
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