The Weighted Average Cost Of Capital

Discussion in 'Economics' started by Banjo, Oct 22, 2018.

  1. Banjo

    Banjo

  2. tommcginnis

    tommcginnis

    Yep yep yep!
    A year ago, I started to ponder inserting rho factors into my off-IB_TWS-platform option market analyses. Which made me look at TWS. Which effort was in vain.

    I'd wager that before calendar 2019 is out, TWS sports rho and portfolio rho. Sure, it's longer-horizon than that to which many are accustomed, but it's poising to be center-stage. A 6-month option book with a lot of interest rate exposure? I'd want to know explicitly what's going on. Holding a deep book of interest-rate sensitive equities? Bond etfs? Yep. Would want to know.

    That nice little article describes much of the past year, IMO.