They should be as they likely need to be. Insane how many shares of the ETNs have been created. That recent XIV pullback was an awesome entry...
atticus> That makes sense. Wouldn't mind a move up to 8.25...would be nice for the 1/2 position. However, just not comfortable being short VIX...
Another indicator I have been keeping an eye out on is the VIN/VIF ratio vs the VIX. Near term IV spiked today vs OTM IV today which definitely...
Ya I definitely think its time to get out for the short term. Made an absolute rookie mistake today, put my limit sell for the position at 7.69...
Lets get a thread going discussing VIX/VIX-related product space. Vol of vol seems to be the best instrument to trade in this climate because...
Good to see you going strong RA.
No. Those guys are too drugged up to realize that there were no women in the room....just a bunch of drugged out kids playing video games.
To get a job in S&T at a bulge bracket bank or get one of those coveted PE/HF jobs, you will almost definitely need an MBA from a top tier school....
GS has it all wrong having quants work on structured products, modeling credit risks, and finding anomalies. They need to get a few 3.0 high...
Do you mean a prop firm as in the ones touted here (you provide capital, they give execution, "arcades")? (Bright etc) Or do you mean prop firms...
Hehhhh... 88%+ standard dev of returns Lets just say this guy isn't any jim simmons.
seems to be like a leveraged trend following fund. don't see anything impressive here. That is IF they are even legit.
I wouldn't say econometrics or even finance knowledge is necessary. There are plenty of physics/math etc PhDs who entered as quants who have next...
What you need to realize is that not all quants work in the same areas. There are quants in trading (building systems and models to make trading...
Olsen's primary business always has been data. Their tick database is one of the most comprehensive in the world because they were the first guys...
Grant> It depends on the senario. In the position you outlined your gamma is not very high as its ITM (as majorursa noted). Gamma is a very...
It tells you how much the delta of the option changes once the underlying changes as well. A portfolio that is delta neutral doesn't really tell...
Good luck B. Not that you need it but hey its better to be lucky than to be good :).
Jfic> And who will build the "robots"? Who will design them? You see nothing will ever be free. The reason you should read Wealth of Nations...
Oanda is actually by far the best broker in the retail FX arena. If you said FXCM I would agree with you though ;).
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