Recent content by gmal

Prices will hit one of those lines for sure

Then you miss out all the fun of spending time, commissions and monthly subscription fee for Ron Bertino

So you did this on middle of Saturday night without consulting Legal, Risk, Compliance dept. Do you even have those professionals in your company or is it one man army enterprise?

"It's a recession when your neighbor loses his job; it's a depression when you lose yours." Harry Truman https://www.forbes.com/quotes/10624/

https://www.ft.com/content/de3f4400-6970-11ea-800d-da70cff6e4d3?emailId=5e749e7652270d000482fda6&segmentId=13b7e341-ed02-2b53-e8c0-d9cb59be8b3b Instead, he is pushing for a $50bn bailout for US airlines, which have spent almost every cent of their free cash flow in the past decade on share...

If there are no bid for SPY puts, can't you sell where ever it is available like MSFT, AMZN or AAPL puts. Since the markets will be closed for the day, those puts should also expire worthless right?

Capitalism they say when they are earning profits, but they want socialize losses

Good article regarding same theme https://www.ft.com/content/4d5cac08-69f1-11ea-800d-da70cff6e4d3?desktop=true&segmentId=7c8f09b9-9b61-4fbb-9430-9208a9e233c8#myft:notification:daily-email:content However, the golden era of risk parity — when both bonds and equities rallied — may be over...

Can you elaborate your implied carry calculation? Usually carry is quoted in rate terms no?

I am up over YTD so far. Mostly passive holdings with buying OTM index bfly and some trading at the edges. Nothing systematic as you.

https://www.reuters.com/article/us-health-coronavirus-testing-specialrep-idUSKBN2153BW Though there were only four known cases in South Korea at that point, “we were very nervous. We believed that it could develop into a pandemic,” one attendee, Lee Sang-won, an infectious diseases expert at...

Now DJIA is below the day he took office

Thieves. Send them to Guilotone. All of them are crony capitalists. https://slate.com/business/2020/03/airlines-bailout-coronavirus.html The first question—where’s the money?—is also not so complicated. Over the past decade, according to Bloomberg, U.S. airlines spent 96 percent of their cash...

Isn't too late for this type of trade? Spreads have already widened considerably. As I type this Treasuries getting smoked. Looks like end of risk parity as we know it.