It's called the stupid. You're carrying two lot naked risk in the back which brings the req to $200K under RegT.
You do if you live in Caracas.
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Why isn't your algo ranked there?
Nine trillion dollars.
He's been transformative (in a good way).
Mor0n, the utility of the inside strangle (more costly!) is as the long combo of the long box arb. The reason you're taking so much sht here is bc...
I referred to RegT as a PM-account would not require a larger debit to manage the inside strangle vs the outside. This fcking idiot quanto is why...
This thread is worse than a quanto thread.
Anyone could have bot 10-delta calls. The caveat is conviction.
Earns 11% below 18,500. Loses 1% above 18,600, net. The real value gigi is the roll down vs. market beta.
Stating the obvious that the guts of the box-arbitrage is inefficient is pointless. RegT will require the strike width in addition to the strangle...
Passive? Put $85K in 1Y Bills -> short the Jan25 50/100 digital in calls on the NDX struck 500 over the Jan-synthetic (18500/600 cs). The bear...
It's only an 8 Sharpe. ;)
What's that on your lip?
https://www.dailymail.co.uk/news/article-12974087/trump-e-jean-carroll-defamation-trial-updates.html
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I'm going into guest mode but the 12.5/15 call spread is 1.25 here. Ppl are ppl. Bob, GL dealing with these idiots.
2023 was a great year for me in terms of PNL but personally the worst year of my life. Upheaval in my personal life and I don't see the upside of...
Nays: Kuatu, smalldik, markbrown, toli and maxinger. All but one blocks me and all replied to this thread.
Separate names with a comma.