Not so super anymore. I guess this could explain how we were all clueless how she didn't blow up 4 years ago....
Where do you work? Bluefin? Optiver? Or your living room? I didn't miss anything, because you haven't provided any evidence to back up your...
Regardless of whether it was insider trading or not, you can't defend your loss because you are perfectly content running a leptokurtic operation....
what kind of shady stuff did he do?
This is great. I wonder when it starts.
got another reply from IB: The following explanation is to clarify the logic behind the additional charge assessed to the VIX spread in...
ok so i got a reply from IB. vix options are span margined. "There is a calculated margin requirement for long VIX vertical option spreads. You...
euan sinclair, "option trading".
There is no other exposure. Just a long call spread.
I called them today. Their response was "we have special margin requirements for commodities". I said are you telling me I should have 5k in...
nice suggestion
trust me what i'm saying is true. same maturity. they are charging me margin on a pure long call spread.
can anyone explain the logic behind this? it's a debit spread, on the same underlying, yet they still charge margin.
Since earnings was early in the week, the straddle still had time value, which makes it less reliable as an estimator of earnings volatility. You...
Try Robert Green.
In Haug's pricing book, bleed-offset vol is simply one day theta divided by vega. He says you can have a negative offset-vol (in the case of...
i read about them in scott patterson's "the quants". something about speculating whether a company will default on its debt seems like a trade...
Has anyone traded these? Are they accessible to retail?
u guys know about puerto rico right? http://www.greencompany.com/blog/index.php?postid=215
didn't go through this whole threadâ¦â¦â¦but anyone who's willing to move to puerto rico can trade tax-free while maintaining their US citizenship.
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