Recent content by HLB

if your position is hedged then yes, if your position is risky - then margin will be worse than RegT

Hi, I looking for information and people with experience in designing / trademarking / registering of new commodity indices. Suppose you have new spot market, without any indices and derivatives and you want to provide foundation for market making and risk management. How would you do it...

not sure how it's good for daytrading, except maybe for parking huge amount of cash into EFP or daytrading pairs. The buty of portfolio margin in market-neutral / pair-trading stocks/options/SSF/EFP plays. If you have concentrated position your margin will be worse than RegT. HLB

Every year same thing: end of december - big players at vacation, small highly leveraged players able to move the market. I'm short. Need to survive till Jan 2009 ;)

Hi, anyone trades LSE stocks via IB ? The exchange info say: price increment .005, currency GBP. But I think their stocks are quoted in pennies, not in pounds, so actual price increment is 0.5p ? How do you enter limit price in pennies or pounds? Thanks in advance

OT: re road construction with all trillions being spent on new road construction and auto industry bailout. I think it's better to allocate this money for conversion to flying vehicles: http://blog.wired.com/defense/2008/11/darpas-flying-c.html real progress, no need in new roads and...

They talking about GGP and proposing to gain 500% by taking advantage of domino-effect in the REITs industry. Build short positions on major REITs and buy calls on REIT index ETFs for hedge. Now, anyone can continue the work and give me symbols, %-allocations for shorts and which...

Why is ILS isn't available on IDEAL[PRO] ? Even if IB specify margin requirements for ILS. I think it's only used by Clal Betuha, which is using IB platform in Israel. HLB P.S. I'm pretty sure, if Messiah will come to Israel, our corrupted politicians quickly will find a reason to put...

Can you explain please what is "energy scheduling"? thanks

If I had a means to do this, after locking 34% profit I would put 4% into long calls or bull spreads, thus getting additional upside.

My position is synthetic straddle: 1 QM JAN @ 50.675 1 CL JAN 50 put @ 3.80 now I see a bid for CL $50 put @ 8.00 For example, I wanted to close the position, when CL was < $42 but CL options wasn't quoted then. Anyway it will be good to know, how to offset my straddle outside of RTH...

How do you sell CL $50 PUT, when there is no bid? Market makers only have quotes for strkies lower than $48 RFQ doesn't work. Any suggestion how to close or offset this position? Thanks in advance HLB