While you are at it, read the book by the same author "Expected Returns"...
5 to 10%? I thought entire 2006 profit came from your crackspread per your website. Regarding any spreads, one should have fundamental knowledge...
He is probably sincere, but he is not certified as FRM http://www.garp.org/frm/frm-program.aspx He is not listed in NFA...
Let me tell you about getting caught in a lie. Before.. [ATTACH] After, suddenly getting epiphany after 8 years mind you. Net becomes gross,...
Or you can send in daily and weekly chart. He will tell you when you should have entered or exited with a perfect hindsight for meager sum of...
Spreads are very smooth is another lie. [ATTACH]
Only guy that was humiliated was so called risk manager thinking that $486k removed was profit. If you are able to achieve $486k with one spread,...
Well. Trolls atleast won't do outright fraud like spreadfraudster.com
How do you account for time in this? If the price reaches strike in two days the trade will be looser, albeit considerably lesser than delta1
God bless that trading firm, if that risk manager can think that debit is a profit.
Ridiculous. If I deposit $100,000 at the beginning of the year or along the year and debits $100,000 I can claim 100% profit rt? There is no...
Agree with most of your post. Only thing i would add is people who sell at the bottom are investors with aggressive allocation. I would use this...
From atticus thread, if i remember right. Take ATM straddle value, currently $40 for spx for october expiry. Then subtract from current value of...
I am with you. It is tough position for seniors and i am glad i do not have to make that decision. That being said bonds still have place in...
One idea to monetize steep skew is Convexx's Pitchfork. I think steep skew is caused by lot of buying puts by big boys. In most cases when they...
Ya, probably closer to 4.5% for 50/50 portfolio, with expected inflation around 2.2% real returns of 2.3% not great, but not bad either
Same portfolio since 1987[ATTACH]
The link i posted in previous page can answer that. Anyway this is for 60% total stock market, 30% Total bond market, 10% T-bill portfolio since...
60-40 is classic portfolio, there is nothing wrong with that. Eventhough slightly conservative for 30 year old. I personally don't like to keep...
High yields are almost proxy for stocks, their correlation is pretty high. In case of downturn both of them will go down at the same time. If...
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