Yes, I'd imagine it has a >50% hit rate... most short gamma strategies do. I am simply pointing out some structural considerations. I probably...
The gamma risk overwhelms vega. Calc your VaR at 65 at static vols vs. your VaR at current share price at a 500basis increase in strike vols. In...
I haven't read this entire thread, but it's only neutral in the first moment[g-mean]. You cannot neutralize gamma with shares unless you...
Yes, I am trading exotics as 80% of the portfolio. Of primary interest are touch/no touch risk-reversals, synthetic no touch straddles[+/-30-40d]...
Could be; there is a small chance you may have been mistaken for a dude.
Sorry, she only dates men, but you never know...
That pic was from a trip to Keystone and Breck, CO. She had a shiner from Hapkido-sparring[martial arts]. Everyone in the restaurant was giving...
That was a spat with Rubberbird, but Mav and I have had our moments. We're all buds now. riskarb
It's difficult to defend yourself when you've been banned. I have no case to plead; simply would like the opportunity to clear the air via my...
I rolled into the 80 before the close; covering the 85 for a $.20 loss and selling the 80 at 14.50 and 69% vol. I expect vols to print 65 by...
He's trying to, desperately, but it's difficult to type with one hand on your c*ck and the other clutching your chest.
LOL You're as ugly on the inside as you are on the outside. I give you a month before you vapor-lock, more than likely while tick-f*cking the...
Here's a tip genius, you're an ET member. Does this mean you'e going to go f*ck yourself? God knows, you're the only one who would.
No need, you're so good at beating your own meat. Your posts are stamped after the moves took place; so all you've proven is that you're a...
Risk your one-lot profits, Lefty?
Consider jerking off on your own time, preferably after hours. This is masturbation without the payoff.
My problems with the position are a matter of record. I will only add that it underperforms a deferred-backspread at the wing strikes,...
Nitro, I've read your posts with interest; tough to miss them after all. Maverick is a charlatan; a scarecrow in search of a brain. I will...
You really playing at being this ignorant, or legitimately this obtuse?
http://www.elitetrader.com/vb/showthread.php?s=&postid=407258&highlight=maverick+legging#post407258 Maverick wrote, "As for the immediate...
Separate names with a comma.