Yes that is the objective but to do so I would think you need to isolate the volatility exposure. Continuing with the 2 stock example. Lets say...
I must admit that this caused me to think a bit. Maybe I am wrong but I say this is kind of like being short gamma, you need to hedge your delta...
agreed. 4 years is some form of slave contract. makes no sense
I have never heard of a 4 year non-compete unless you are the founder of a firm that you just sold for $100 Million. Are you really sure about...
I am the biggest fan of Jesse L but I don't think I would want to hire him if he was alive today. when you run a trading business, i.e. trade with...
Most hedge funds, trading firms, investment banks and mutual funds will only consider well educated people that have experience from trading in a...
Its a delta play with a capped upside and crash protection on the downside. Should be great if we continue to rally.
The whole point of a dispersion trade is to capture the difference in vols between the components and the index. If you go short the component...
Yes I see that you are long the index option but this means that you have exposure to correlation between your basket of stocks and the index. I...
I would think you need to at least hedge the individual deltas if you looking to be short the dispersion. But maybe I am missing your intention here?
GHCO is a very good firm, so I say you are on the right track. I assume you are in Chicago so there are a large number of good reputable trading...
Great stuff for equity options, does not really work for futures and futures options.
sure you can trade it, but dont you want volatility? look at todays stats for example:...
Euros is the price (or rather the interest rate) of a 3 month deposit at the time of expiration. with short time left that interest rate is...
Try these guys, they like trading customers and have good direct market access solutions for smallish pros http://www.fip.se/default.asp?lid=1
If your system is using CME symbols then ED is the floor traded stuff. The futures on Globex are called GE
To send a ping to your server is an easy way of measuring the time it takes for one data package to travel to your server. That time is...
Its not possible to guess latency without information about 2 things: 1. Ping times to your trading system server (the TT server that sits, I...
Study math or computer science. Get really good grades and then apply to UBS, GS or Bear Sterns, alternative to Citadel or Timber Hill. Forget...
esmjb is correct. Eurex is one of very few exchanges who do this very complicated process to make sure that regardless of distance to the central...
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