Im by no means well versed in any of these tools, so please correct me if I am way off track here, but from my limited knowledge VAR would be...
This might be old news to some, but what the hell is going on with this country??...
Im starting some research into risk management tools and was wondering if there was any alternative/complimentary tools to VAR as a portfolio...
I cant believe this hasnt been moved to Chit chat, or better yet, just deleted.
is there any specific reason one would trade them over the regular monthlies?
I did a quick check on them and the info I got says they are designed for hedging needs of institutions. Are they viable as active trading...
Žâ¬âñâà âµâÃâ¦âÃÂIÂI
you forgot a choice. daipers!!!!!
ok, but surely you would need some kind of screen for at least getting a list of possible candidates, right?
Thanks Xflat. So comparing current 'volatility skews' (as Ive reffered to them) with average skews would be a better indicator then?
WEll I guess thats logical. I know that RE vertical skews Positive skew refers to getting higher IV as you move away from ATM , just wanted to...
I came across a few different sources and they all pretty much suggested a similar range of +6% to -2% skew for selecting potential calendar...
yeah, I understand that, but when front month IV is above back month IV, is that positive or negative skew? Thanks
so when you are looking at the yield curve 'On the Run' is being used to calculate the curve, not 'CTD'?
Ive been looking into calendar options and found a few articles that talk about looking at skewness. The concensus seems to be between a +5/6%...
sorry, on the run and the brackets, being the cheapest to deliver?
I have a question in regards to the comments about using seperate data for developing and testing. How do you choose what data to use for which...
ah, ok. As they reffered to the treasuries right? Thanks for that.
Just read the following quote on Bloomberg RE the yield curve. The U.S. Treasury yield curve has widened to 2.22 percentage points from 1.25...
No, no way!!! up up up it goes. I thought youd be all in there by now bondtrad3r
Separate names with a comma.