dest's overwrite journal

Ok,since I'm the dumbest guy in the room,I'll ask ...

What is 2x1 vol???

"stress each tenor at neutrality basis the fwd using prevailing ATM vol at2x1.
3) model ratios and commitment (2x1 or 3x1 and stock allo)."

 

Sorry, I was tired. I'd done a 9-miler.

2x1 ratio, not vol. I go 2x1 (vol/shares) to 3x1.

 

Wait... Salty Nuts is dead?

 

He made the transition.

https://www.elitetrader.com/et/thre...tty-good-day-today.357232/page-3#post-5402403

 

I've always heard from surgeon friends it's easier to dig a hole than build a pole.

 

I will post the first position after the close along with the layman's guide to strike selection and sizing. Had a 5% week. Today's figures.

 

You don’t know how much better this comment makes me (and I assume many others) feel about myself

 

So then now he is saltynuts-less?

 

des is a generous dude..My guess is less than 5 % of posters have a clue to what he's talking about.."PPL" should ask questions,otherwise its all for naught

 

Vols will be up on Monday.