I'm just gonna leave this here https://www.bloomberg.com/graphics/2018-tesla-burns-cash/
[IMG]
Do you mean from a free cash flow or depreciation perspective?
Topical -- name the sell-side note. Emphasis mine: "In previous issues of Global Money Notes we’ve referred to FX swaps as the outer rim of...
Yeah, pass. One thing is paying for convexity, another is paying for fkkall. Thanks for the look, Renaud
He's also an accredited trader
I know a guy in Nigeria if you're interested
Or she's interfering with the banker
I light my Belicosos with it
Maybe not within listed options but the culprits for CHF negative rates are a number of factors more influential than "crash protection" such as...
The problem with CHF for the last few years has been the negative carry. I'd almost replace it with SGD.
True. I guess in this day and age of ETFs it's better to diversify with one of those.
Ha. Note I said cheap, not free. I think it can be accomplished if I need it to "broadly" work in an already diversified book. I'm not looking for...
Fair. So hedge the deltas with futures, then? Or lean towards a put calendar? (or straddles... or something long correlation)
Thanks. Agree it's tricky, I'm not looking for market-maker precision, just something that is broadly right and doesn't blow up, that affords me...
Thank you. That is correct -- are you saying the delta effect would override the vol effect, though? If so, there has to be an ideal time spread...
Using long OTM call calendars on equity indices to increase diversification in a net long equities portfolio. To clarify: increase...
...unless they do roll-ups
II's editor felt compelled to clarify that he did not, in fact, go to Yale in spite of that outfit
Tinder date on the left
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