Option replication and exotics journal

Discussion in 'Journals' started by riskarb, Jul 14, 2005.

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  1. highfreq

    highfreq

    Yes, I am trading exotics as 80% of the portfolio. Of primary interest are touch/no touch risk-reversals, synthetic no touch straddles[+/-30-40d] weak and strong, and hybrid replication -- long[short] vanillas + short[long] exotics.

    riskarb
     
    #771     Mar 26, 2006
  2. riskfreq

    riskfreq

    Magna has banned riskarb and highfreq -- please close this journal. The fly journal has some relevance so I'd appreciate if it would be left open.

    riskarb
     
    #772     Mar 27, 2006
  3. Magna

    Magna Administrator

    No, Magna did not ban your highfreq alias. And, yes, it was banned this morning. I don't know the exact reasons as I didn't do the banning, but it might have something to do with the violation of ET policy against multiple aliases, the flaunting of the recent riskarb ban (by signing riskarb at the bottom of many highfreq posts), the fact that it makes little sense to ban a user and immediately allow him to post under another alias, etc.
     
    #773     Mar 27, 2006
  4. Hello, anyone home....?
     
    #774     Oct 4, 2007
  5. the question always has been... are you home? lol
     
    #775     Oct 4, 2007
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