riskarb's trading journal

Discussion in 'Journals' started by riskarb, May 13, 2006.

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  1. None, but I routinely cashed-out when hitting $20k. They required notarized IDs as a big ticket account.
     
    #741     Jul 26, 2006
  2. They can't after the trade... they increase the vig by raising the premium on the cash-strike in the bull intraday digital[discount for bear-bet]. SPX at 1266... BOM intraday double requires a beat of $1267.xx

    You know this before placing the action. I've never made one of these intraday wagers.
     
    #742     Jul 26, 2006
  3. Based on the futures this am I'll take that bet:p actually I'm 100% positive this run will take us to 1295 on the cash...why? My short call:eek: Now where did I put that hedge....hummmm

    btw thanks Mo....
     
    #743     Jul 27, 2006
  4. still want that action? =)
     
    #744     Jul 27, 2006
  5. Mo , twice within 2 point , you are my hero. Can I subscribe to your news letter ?
    :):):)
     
    #745     Jul 27, 2006
  6. uhmmmm....no Thats why I don't bet:p and oh Mr James Dean drinks are on you and make mine a double:eek:
     
    #746     Jul 27, 2006
  7. Looks like a good time to play a large double [NT] barrier in NDX. =)
     
    #747     Aug 4, 2006
  8. why? You could be right. There does seems to be very tight barriers both on the upside as well as downside.
     
    #748     Aug 4, 2006
  9. Riskarb,

    Perhaps you can help. We are talking about touching probability in SPX credit spread journal.

    I wonder if you can offer the formula or provide insights for us. I think you use it when trading barrier. We just trade vanilla, but I think it is still useful.
     
    #749     Aug 4, 2006
  10. Barrier probabilities can be roughly solved by the implied payout. A no touch priced at 30/100 implies a 70% probability, assuming that the 30 is fairval model output. Modeling exotic barriers can be useful in deriving strike probabilities.
     
    #750     Aug 6, 2006
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