The $3M does not refer to an amortized loan. The math is tricky and it depends of how much of a hedge you want. 1 pt move in the future = $2.5k....
I've searched but I can't find where this has been discussed before. ARM rates are often tied to the LIBOR rate. There is a CME future for...
I believe it was Tim Sykes.
Ol' Larry Mac called it good: http://webreprints.djreprints.com/1747130359645.html
Midnight crew still at the lockers shooting the shit and puffing on that last cig. Wait till they get rolling on their shift...
You mean with Algore?
He's looking for a Black Swan.
Assume this is a mechanical backtested system. In plan #1, a regression strategy, as System A approaches x% of max historical drawdown, you...
No, same instruments, different strategies. E.g. trend system and anti-trend strategies on index futures. Since same instrument and opposite...
So you divulge or, better yet, sell your system of 8 and 34 MA crossover when, in fact, your system is a 7 and 33 MA crossover. Nice.
Say you want to trade two systems that anti-correlate with each other, such as a trend system, "system A", and a counter-trend system, "system B"....
By Chuckie Kirk, a trading, legal and golfing wizard! [img]
Timmay aliases include: 1) TudorJones 2) marketsurfer 3) ghostzapper 4) ElPrado If you're going to go conspiratorial, you might as well...
Heated thread on an age-old argument. Regarding the assumption that Taleb buys way OTM options as his strategy, much less his sole strategy,...
http://www.amazon.com/Trade-Like-Bookie-David-Caplan/dp/B000JQ38Y0
Daily range for SPX '64-'06. Has been down before, then came back up. Is it different this time?
Forgot the :p after my post. And for your response you miss out on the one time half price for Infallible Strategy<sup>TM</sup> :D :D :D...
pm me for price quote of infallible strategy that accomplishes what you ask.
No specific strategy in mind. But might look at ctm, calendars, DDs. Vols were very high in 02 esp July+. June/July were rough months. But if...
There were other premium strategies with better R/R than wtfotm that worked pretty good:)
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