Recent content by mktmkr

Well put. Thank you. I know it does not add content but I found the need to show support for the argument.

just like algebra...calls and puts should trade at parity and when they do not there is either oportunity, to make money or get hosed, or to learn something new about the situation...bottom line, if you understand pricing mechanism, you can price a put of a call and vice versa, more importantly...

Uptik. Do trade thru vtrader. Do you know if they take customer accts, not licensed

Theoretically yes, but var swaps are not standardized nor listed, it would be nice to take advatage of a pure vol play w/o the hedges, maintanance, margin and the rest of the crap that comes with tradind listed options for a pure vol play. As Far as mean reverssion, looks missleadind and is...

To answer the original question If the product is listed and standardized. There are people willing to pay for the privilege of being able to make a mkt, some on the floor in the pits and now some electronically, rmm(remote market makers). Liquidity is a function of multiple mm creating...

Looking for same in ny/nj/pa area That's a lot of contracts, do you do a lot of in and out or do you put up size and mantain positions?

anybody have experience with hard to borrow equities how dificult to short, fees, buy-ins, best broker for hard to borrow?

volume is low because banks use variance swaps, a pure vol bet, over the counter, available only to big customers and obviously sell side banks. i dont know of any listed product that isolates vol. if someone has an answer, please!!!! post it

t-bills short term i believe upto two years t-notes upto ten years t-bonds ten years and longer sometimes used interchangeably

open an acct. with a good online broker, ToS IB, read the hell out of everything you can get your hands on General market structure, capital-credit-futures/financial & commodity day trading trend following/tech analysis then start day trading in a paper money acct. thru your broker...

makes for a good airplane spread :D sorry, couldn't help it

you sure it's tower, do you mean timber hill

comex in NYC trades copper, futures and options

also, because pricing models use lognormal dist. you have the skew in the price, otm puts...ect. at least i think that is one of the important reasons