DP's exotics journal

Discussion in 'Journals' started by drownpruf, May 7, 2014.

  1. I took $10K to $300K in 18 months in one of these in 2003-5. I have BOM threads under "riskarb" as well. I took Trinitas Capital out of the business back in 2008 with SN exotics (DNTs on WMT, JNJ, etc). Yeah, DNTs are the meth of the vola-World. My "mentor" in exotics took less than $20K to $100MM organically in under 15y.

    Oanda was offering pricing on touches as digital pricing. That was a pure-arb (netted elsewhere) where they would offer this touch at 17/30. They no longer offer them as a result. I am stating that the distribution is understated.

    I know it's aggressive, but it's not the same as going long an ES overnight with $15K. The guy(s) holding the account(s) are worth 8-figs.
     
    #21     May 9, 2014
  2. ha, I use bog-standard vanna-volga on bloomberg pro fixed pages. GK pricing on vanillas (and VV) simply uses the fwd net of carry. IOW, watch the carry if you're modeling longer-term stuff on AUD, JPY, etc. You can stress (single touches) these statically by using touch prob or exp prob*2 under BSM/GK.

    Most traders are better off trading the unimodal positions (touch vs, DNT). It's a lot less complex to buy/sell a touch and convert to a synthetic straddle (to use vanilla analogy). Again, I know guys making millions based on nothing more than buying the 70/100 no touch upside and risking half of the debit in long spot. Or simply treat the touch/NT as a short put/long call.

    usd/xyz 1.10 NT bought at 70/100. Solve for spot hedge that results in a credit of 35 (half initial debit) at a barrier touch. I have mentioned this a number of times. There is no direct analogy to a vanilla, but an asymmetric (strike) short backspread/weak fly is a similar payoff in the vanilla World.
     
    #22     May 9, 2014

  3. There are a ton of bucket shops trading atm digitals. It's analogous to opening a site betting on a coin-flip. An ATM digital fairval will be 50/100 tied to the forward rate. It's = spot if it's an intraday trade.

    The edge is tremendous. Say you've got a couple thousand accounts betting on EURUSD. A market of 45/55 for the ATM digital. Sure, you're not netting directly client for client, but each trade produces a 10% edge to the house.

    It's a coin flip in which you hit 55/100 when you win ($55 pays $100).
     
    #23     May 9, 2014
  4. interesting.. some of its past my head at this point but im gonna look into it.

    whats your mathematical background? any higher education?
     
    #24     May 9, 2014
  5. Obviously you have to choose some point on the curve (gamma) to hedge the thing. I normally let these go (unhedged), but had a significant debit at risk. The $gamma/VV got too big to ignore and I had a "stop" at 3825. I run matrices in r/t which runs touch pricing. I wasn't willing to pay more than I did for that touch hedge. I don't solve for the moment-risk; I solve for the debit needed to effect the hedge. Specifically, it scrapes the pricing from BOM and they do offer a matrix, if I recall.

    I was willing to risk half the DNT debit on the hedge. I had some room to recover (20 pips between touch and DNT barrier). It's moot as we're going to take out the DNT. There is a recurring theme of 1/2 hedges in spot and vola on this and my previous threads.

    Yeah, the numbers look big in terms of %. The DNT hedge was well-timed and robust. I should've hedged the full DNT debit, but was ok with the risk. Sure, I should've gone with a 30K touch-hedge.
     
    #25     May 9, 2014
  6. Undergrad in physics and did some lin-algebra and topology. I am solid with maths but I always assume I know less than the guys writing the stuff. Options are a tool.
     
    #26     May 9, 2014

  7. I've got a 14-day touch 1.381. I assign the prob to exceed what I paid. I will begin to short spot on rallies and update the position when I do so.
     
    #27     May 9, 2014
  8. Touch options (singles) are a pure play on touch probability -- hence the reduction of the figure to x/100.
     
    #28     May 9, 2014
  9. not surprising... seems like a lot of physicists get into derivative markets and do very well..

    to a young person coming up would you recommend a math or physics degree if they wanted to get into derivatives and understand them better? and also for job prospects in the industry.
     
    #29     May 9, 2014
  10. Cosmology. Chandrasekhar limit, dark matter (quark stars, hadronic, IMO); bubble-models. I did/do have an interest in astronomy, less so the maths. I know virtually nothing about QM. I have had Dobs and Schmidt-Cassegrain scopes since my teens.
     
    #30     May 9, 2014