Recent content by mastah

The point is that equivalent strategies are using 3.5 risk-free rate but we are using more aggressive rates (up to 7-8%) with moderate decrease in debt rating. Also with decreasing strategy timeframe we'll have nice increment in total return value because of excluding negative periods. For...

Exactly! And by the way instead of 3.5% risk free bond rate I can use for example mutual fund or closed-end fund (like FRB) with floating rate bank loans - it is about 7% yield. So it will double options amount and help me to acquire about 150-200% of index value return. It seems to me...

Yes, to protect your capital you should invest most part in income securities instead of index to cover 100% of losses if the option becomes worthless.

It's quite different: index hedged by put is not a 100% risk free - you loose time price of put when index declines. I've counted that historical returns based on 1 year risk free index investments were about 16% per annum with 12% standart deviation. Also I've counted that historical...

I've bought DAL put options to implement my risk-free strategy with falling airlines.

oh! I've found very interesting link http://finance.yahoo.com/unusualvolume/falling WTNY fall 3.5% at 1,671% volume change PXT fall 6.48% at 561% volume change May be it is possible to use these information?

Hello all! Please tell me if you know any exchange traded companies based in New Orleans.

Actually existing exchange traded structured products offer extremly low return rate. Self made structures can bring you several times more income by decreasing time periods and choosing optimal calls and bonds\income sources. Let's make together the most profitable structured product :cool:

Dear traders! Let's discuss investing in self-made structured products that replicate index returns with 100% capital protection. For example DIA Call Jan 2008 @104 ñosts $12-$12.3 http://finance.yahoo.com/q?s=YCKAZ.X DIA current price is 104.60. Time cost of this option is 4.68% a...

Are there any companies destroyed by huricane? Let's short them!