Recent Content by swampy

  1. CLOL/WTI premium

    Does anyone have a historical % of where we are right now with brent being a $3.2 premium for June. Seems like it is really on the high end of...
    Thread by: swampy, Apr 27, 2010, 2 replies, in forum: Commodity Futures

  2. Bid/Ask size data for large value stocks?

    Does anyone know at what price point bid/ask size reverts to actual shares vise 100's of shares. Example BRk A 90K +- size in single shares...
    Thread by: swampy, May 28, 2009, 0 replies, in forum: Data Sets and Feeds

  3. Warning: Don't trust IB's TWS Portfolio page or Trades Report for positions

    Just my 2 cents. I have had trades not post in the trades page but show in the portfolio. They were on the web page confirms. I have also had...
    Post by: swampy, Apr 17, 2009 in forum: Interactive Brokers

  4. Registered Investment Advisor

    I have been an independent trader for the last 10+years and am considering the RIA route. I have been doing a fair amount of research. Let me...
    Post by: swampy, Jan 4, 2009 in forum: Professional Trading

  5. Long term risk free rate data

    Does anyone have a tabulated list of the risk free rate from the 1920's on or any part there of. Or any links? Thanks Swampy
    Thread by: swampy, Dec 14, 2007, 1 replies, in forum: Data Sets and Feeds

  6. Corporate Bond Hedges

    I was wondering if anyone could reference any research on hedging corps with OTM PUT/ OTM Verts on the underlying for default risk? I was also...
    Thread by: swampy, Oct 5, 2007, 0 replies, in forum: Trading

  7. Convertable Bonds

    Does anyone have a good site to find a list of available convertibles out there for a specific industry group or individual stock? Thanks Swampy
    Thread by: swampy, Jun 16, 2006, 1 replies, in forum: Trading

  8. Option replication and exotics journal

    What is the parity equation for exotic barriers. assuming same barrier numbers K/O +K/I =??? Thanks Swampy
    Post by: swampy, Aug 22, 2005 in forum: Journals

  9. Option replication and exotics journal

    Risk Arb, Nice journal. If you can get a moment, can you swing by REFCO Spot page and see how their exotics compare in price to what your...
    Post by: swampy, Aug 15, 2005 in forum: Journals

  10. IB Peg to Stock Order

    Is anyone out there using this? I am trying to find out some info but no luck with the IB customer rep. 1. Do the orders sit on the IB server...
    Thread by: swampy, Jul 7, 2005, 0 replies, in forum: Order Execution