Recent content by agy690

I doubt that your EOD is flawed; however Mark is partially right. As an ex CBOE MM i can tell you that is all about open intrest and the bets that the MM's want to make. It is just that simple. They pay for the right to make markets as wide or as narrow as the pit agrees and the CBOE allows...

I heard that Dyson (the vaccumm guys) are still their only investors. They put up about 100MM a few years ago and have gotten a very nice RIO since!

true, but they are still an ETF and the correlation ebs due to the constant reconfiguring to compensate for the erosion factor. They try to readjust the ratio every quarter, but its a great arb inbetween the adjustment. not actually the 40:1 correlation to NDX futures, usually a little higher...

No, not anymore. I was there as the head of Options Floor trading for over 6 yrs before semi-retiring and taking 1/2 of my NDX position with me. I was trading on my own and helping a few close friends find traders when they needed them. Also helped a few other firms find talent in front...

thanks for your reply, sorry that I was a little unclear. I was speaking about Bond basis trading. I am looking for a couple of sr traders (5+ yrs) to expand my trading group. We have 85 traders (on and off floor) with coverage in options across several options asset classes and we are...

I am interested in getting into or finding a few sr swaptions traders / basis traders in Chicago for my large prop trading company. We have 85 traders with experience across most asset classes. Does anyone know what or who the major competition is in this space? Is it mostly dominated by...

I am a 10+yr options (SP & NDX) trader and am considering trying to bring on a few senior Swaptions traders in Chicago. Does anyone know any banks or props that are trading Swaptions?