Instruments: Futures Options/Futures and launching Equity Options/Equities later this year Assets: Proprietary Account and IA Structure: LLC...
In the macro context, applying a "buy and hold" methodology to option purchases will in all likelihood have a negative expectation. You can...
Dave, Firstly, there is an excellent masters program at the Stuart Graduate School of Business IIT. The program works directly with the...
Hello again, Lasner. Have they asked you directly if you have ever filed for bankruptcy? If so, you should answer the question honestly. -segv
http://www.chicagotrade.com http://www.chicagotrade.com/c5eduinst.html -segv
Shelly? As in Shelly Natenberg? Brian, you are getting some very sound advice indeed. I also live in San Francisco, have an engineering...
Uh oh, two segvs on the same thread. I didnt think that was possible. :) -segv
JSwift, Is having the limit order resting in the book a critical part of your strategy? In reading your description, it seems as though you...
That scenario depends on the size of the event in question, the correlation/cointegration of the markets in question, et cetera. It is well worth...
Lasner, I will try to highlight the risk: You assumption here is that you will be able to exit the position if the price of the option...
Lasner, You were not asking for trading advice in this thread, but I wanted to chime in with the others to say that a blowup is inevitable...
I am not sure that we are in disagreement here, Nitro. If we view trading as a voluntary action, of which the feedback event is the consequence...
I see, it is known and accepted risk, then. I am also coming from a futures perspective, where the risk is much more imperative when the...
Coming from you, that really surprises me, Don. Wasn't there still a healthy edge in boxes and other vanilla "single-minded" strategies when you...
I have been trying to follow the calendar/diagonal spread side of this thread, but forgive me if someone brought this up earlier. Does this...
Actually, market-making is not as complicated as a lot of people think. It can also have a much longer time horizon than is often assumed,...
This is way off the topic of the original post, but Sharpe's definition and your definition are not equivalent. I think Sharpe's definition is...
As a comparision against someone punting stocks or futures intraday? No, not really. I replied because I thought that the posters universe of...
That assertion is ridiculous. The moment a trade happens it is "in the past". Under your definition, noone would know the price of the market...
I make markets in options on futures and the underlying futures. I use proprietary algorithms and software that estimate volatility and fair...
Separate names with a comma.