Hello, Interesting idea but why do it with straddles and strangles? Why not buy jan 50 call, sell june 55 call and june 60 call. That way if...
At 1255, what you are doing is buying back two at the money puts (short future+long call=long synthetic put), and making a loss on these 2...
Yawn...good night...
I agree that as a European, it is easier to have that kind of opinion-last time I checked there were no signs of crashing Katiouchas in my garden....
You're right, maybe they don't give a damn. But I suspect they do. They're isolated enough geographically. Being isolated on the international...
It's called guerrilla warfare and it is equivalent to what the Vietcong were doing a few decades ago. It worked then, why wouldn't it work now?...
You might want to check this one out, which is already available : http://www.venturi.fr/langues.php3 Bit more expensive, mind you.
Nuclear warheads don't make sense anymore, as the ennemy cannot be identified as being a state : if a terrorist organisation like Al Q. attacks,...
Yeah, too much acid apparently; he got completely paranoid as a result; although I've always wondered to what extent drug abuse was a cause of his...
lol...:D
Yes, the up or down should in fact be called a double touch (as opposed to double no touch). I didn't mean to say it was exactly equivalent to a...
Guys, if you want to get an idea of the price of exotics, you can use betonmarkets.com; I use it for paper trades. Barrier ranges is the...
Collars : sell OTM call, buy OTM put. That'll reduce volatility.
OK I'm lost now. :D When you are hedging the barrier with short R-Rs, fine. But now you're long the futures as well...are you hedging the...
OK I see. One of the major differences though is that with risk-reversals you're paying the spread+commissions whereas with futures you only pay...
Let me give it a go. I think the idea is that riskarb needs to hedge a binary whose gamma will increase faster and faster as we approach the...
Pucon is ok, but once you've climbed the volcano and done the few other things there are to do there, I reckon it would get a bit boring. It's a...
Good material you got there, segv, thanks. Are there any elitetrader members who have sheep, as a matter of urgency? Thanks.
You're betting on the correlation by doing that. What happens if there is specific (bad) news about the company, which does not affect the rest of...
Hi risk, Glad to see the exotic journal is back, I missed it. :) I wanted to react to what you were saying about barriers being defended....
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