Whether to buy or sell the correlation is driven by the dynamics of the spread. What is needed is an estimate of the fair value, or relative...
The dispersion of the full index is need not necessarily be a factor in your decision for the basket trade. I understand that you want it, but...
Well at least we are on the same page now. The money is these days is being made in proxy selection. I do not know anyone who is actually...
We can. Your statement is not true unless the basket contains all of the constituents of the index. If the basket contains fewer than all of the...
The synthetic asset is the sum of the weighted asset prices. What do you mean the weights are given? Are you referring to the constituent...
I suggest you move on to more productive areas of research. In the end, after you have wasted hundreds of hours in smokey casino play, you will...
24:1 -segv
Seriously. Do not try to trade silly chart patterns, you would be better served by darts. Hell, maybe even lawn darts. -segv
More like a "wedgie". -segv
Why not just sell puts naked now, buy them back after the move, then sell calls? -segv
For the interested reader, there is a nice tutorial on PCA here:...
You are all working too hard. Making $4,000 a day is extremely easy. Sell 75 SPX 1295 C and sell 75 SPX 1295 P. There you go, about $4000.00 a day...
Yeah I thought of that after I clicked, but you cannot edit polls. :) -segv
I decided it would be worth a poll to see who would play in an Elitetrader online NL Hold'em tournament. Cast your vote over here...
Would you participate in an online NL Texas Hold'em tournament for Elitetrader members only? Details: An online tournament through a...
We should have an Elitetrader tournament. -segv
I would also be very interested to know how this was structured, Don. -segv
No you are not. But, it does make the name "Elitetrader" kind of amusing. -segv
What an astonishing prediction "up" is. If we define "up" as a one-cent price increase from the closing price Friday, you have a ~98.35% chance...
All good points, Cache. I guess I should have qualified and said "Get an attorney experienced in proprietary trading, hedge funds, and securities...
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