For CME contracts, you can get the deltas of each strike free by clicking the Daily Bulletin link on www.cme.com then selecting latest date, then...
Yet, a cursory glance at Globex volumes on randomly selected dates recently shows the first Red as the most active, also with the highest ratio of...
A no-frills free site model is at www.britefutures.com www.barchart.com - the Advanced Commodities product - offers more functionality and...
Yes, kudos for a good site, sheridan. I'd agree with the prior posters' suggestions, and (abusing your generosity) I'd love to see ED pack...
The DXY has depreciated in all but one of the eight mid-term congressional election Q4s in period '74-'02 by an average 3%. '94 the...
Saw a comment from JPM (head of currency overlay team, I think) earlier this year which talked about a similar (long vol/short vol) switching...
Riskarb, much appreciated, I'll read up on that structure before asking any supp Q's. Thanks also, Sam, for reminding me re. Wilmott. I've...
Thanks alexandre, but I'm not really seeking opinions on yen. Whilst there may be similarities to the archetypal hedge fund carry trade, the loan...
I'd welcome advice and suggestions from the options gurus here who have hands-on experience with exotics (I'm assuming exotics but if a...
http://quote.barchart.com/techrept.asp?sym=TYH6
I stayed with Refco throughout and, aside from the Man logo, there's no discernable difference (in the experience) so far. I use the Xpress...
Serious quant reading is Wilmott Magazine. Forums are also a useful source of guidance and occasionally inspiration on many levels -...
There are a few more reviews on Amazon's UK site, and a fuller description. The review dated 17 Apr '02 captures the essence. Jordan writes...
Lenny Jordan's "Options plain and simple" http://www.amazon.com/gp/product/0273638785/102-2702359-3643328?v=glance&n=283155&s=books&v=glance...
Actually, 105bps vs 65bps, each bp or tick being $25, and neatly demonstrating KJ's warning. It's a contract with a lot of nuances involved, most...
Apparently, beyond the weighted plays for a pure curve trade, some choose to put on a bear NOB in a rally (works where belly gets richer), and...
Barchart's historical custom spread charts are Line, Close Only.. though I recall the chart updates every 10-20 minutes during trading day using...
Sorry, see my reply to AcidJazz Z05H06 sector is not the same point on the ED curve now as it was back in Jun '04, though?
I wish....unfortunately I've yet to find a kind insider or client who can provide GCM's research. On a couple of occasions I have picked up a...
Greenwich's Jim Lee appears to hold a similar view: http://www.gcm.com/frontpage.asp?stay=1
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