IV> I am actually going to limit myself to the week (Monday-Friday when exotics are traded) so technically I have no "overnights" but a gap will...
Ahh I didn't know that. Way to make a client's life hell though in case you need to quickly close out a position for whatever reason.
Cool. I am not trading any where near 50K boxes (I was still under the impression that they limited boxes to 2K) so I am not going to be worried....
Risk> I saw that you were having some issues with Oanda's pricing and software (box blotter, PnL going missing). Were you able to straighten it...
Thanks for the assessment B. I will take your offer and IM you tonight (I did IM you a few days back but you were on your mobile).
Well decided to take the plunge into boxoptions by Oanda. The strategy is essentially to buy up boxes with high payouts then hedge using spot so...
Buffett isn't above "speculation", he does it actively for his personal accounts. In his biography "Buffett: Making of an American Capitalist" it...
Thanks a lot.
I am trying to upload some datafiles into Neuroshell but having some trouble. I have data in ASCII (*csv) format but for some reason Neuroshell is...
Scholes already is chairman of his 2billion+ fund (there was a piece of him in a recent bloomberg mag). All of them have nice shops set up by now.
Good luck B. If I have any questions (and you know I do :)) I will shoot you up at your email. I shall not be so articulate but Risk is the...
Whats wrong with Steve using a scientific approach to trade the markets? Aren't you the guy who loves Niederhoffer? He is an empiricist as...
Thank you.
Well a market beating June due to some major gains in the portfolio during the last week: Model: -0.28% Since start of journal:...
One hell of a hectic week that one. My intial bias during the start of the week was one with a dollar weakening early on before a strengthening...
IV> Here is a document I found a while back on dispersion trading:...
So you mean dispersion as in vol arbitrage? For example, short options in the index and long the components? Isn't that field too crowded so that...
Starting next month I shall be able to provide a hedged basket. I have basically developed a short strategy which compliments the long-only model....
If he had any sort of contact with the financial industry he shouldn't have had to rely on Fortune to tell him about Griffin's success. Just...
www.riskglossary.com is a nice little resource as well.
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