OSAMA BIn LaDEN OBAMA BIDEN hmmmm......! Coincidence or karma? Just kidding!
Got your point Mav but perhaps I should rephrase my question. Do you avoid travelling by plane as much as possible if u could alternatively...
Mav, agree! BUt what about flying? Low probability of crash but when it happens........
I believe the results are still mixed. Doyne Farmer has written a lot of interesting articles on chaos, complex adaptive systems, econophysics...
Anybody know which model commonly used by the market to value bond options: vasicek, CIR, Ho-lee, etc etc etc? Just bought a C++ book on bond...
MTE, Good. Thanks. I'm still not sure about the option market micro structure. But are you sure IV is 100% function of the market B/S...
Say Iron Condor, DN Straddle - Stat vol, Calendar, Diagonals - IV
Based on ur experience,Which one is better?. I tend to favour stat vol play. Relying on IV to go up or down in the long run probably is a...
Pit Bull - Martin Schwartz maybe?
Ok. Maybe what u mean is that u r reversing the ratio instead of reversing the calendar. If this is the case, i guess this is a simple ratio...
Isn't reverse calendar = long front, short back, long gamma, short vega?
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