The $3M does not refer to an amortized loan. The math is tricky and it depends of how much of a hedge you want. 1 pt move in the future = $2.5k....
I've searched but I can't find where this has been discussed before. ARM rates are often tied to the LIBOR rate. There is a CME future for...
I believe it was Tim Sykes.
Ol' Larry Mac called it good: http://webreprints.djreprints.com/1747130359645.html
Midnight crew still at the lockers shooting the shit and puffing on that last cig. Wait till they get rolling on their shift...
You mean with Algore?
He's looking for a Black Swan.
Assume this is a mechanical backtested system. In plan #1, a regression strategy, as System A approaches x% of max historical drawdown, you...
No, same instruments, different strategies. E.g. trend system and anti-trend strategies on index futures. Since same instrument and opposite...
So you divulge or, better yet, sell your system of 8 and 34 MA crossover when, in fact, your system is a 7 and 33 MA crossover. Nice.
Say you want to trade two systems that anti-correlate with each other, such as a trend system, "system A", and a counter-trend system, "system B"....
By Chuckie Kirk, a trading, legal and golfing wizard! [img]
Timmay aliases include: 1) TudorJones 2) marketsurfer 3) ghostzapper 4) ElPrado If you're going to go conspiratorial, you might as well...
Separate names with a comma.