Yup, you do that... or perhaps give up less-edge and simply trade the vertical. If I may ask; what fool told you to trade an inferior strategy?
Mums the word. Sent you a PM, flat.
I have another arb.
FL should secede. ;)
Realized vol is critical for anyone who trades gamma.
The thread-starter stated that the otm req is above overnight futures. I don't see how SPAN is going to help him. IB has been raising FOs margins.
The 12/31/08 1600 touch-exotic is trading 15/100 offered at DB, UBS and SocGen. Bet the fool a mil and buy the 1600 touch at $200k/$1,333k. A...
You're defining a stat-vol contract.
Wow, you should really consider losing your ET login. It's a weighting of the SPX strips. Look at the vol-change on any strike. You're...
Incredible story of heroism and sacrifice. RIP Mike.
I assume it would be traded the same as a long put vertical, no?
http://www.dynamism.com/wibrain-b1/main.shtml [img]
Right. You could sell vol in CL and buy it in EURUSD while maintaining a long CL/EURUSD futures spread. Selling CL calls and buying EURUSD...
Both stat and implied in EURUSD. Crude oil is priced in dollars. The relationship is analogous to bond Px/rates. As the dollar falls, crude...
CL is the ticker for NYMEX crude oil. Vols have dropped ~30bp. Trade has been very tight, but vols rise with EURUSD spot.
Oanda is really the only option if you're looking for accurate data with volume. One month pricing per pair: [img]
What are you buying? A 25D upside touch?
American, of course. I need a nap.
[/b] A concurrent touch is a digital equivalent -- the fwd start would not be due to the 10-pip minimum.
Kevin is right, but as he states, there is no practical equivalent/synthetic. There is no digital-equivalent on Oanda, as the box must be =/> 10...
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