Recent content by rmb623

if these stats are true and you work at a trading firm or a bank and can get access to pnl and positions.....why not select the absolute worst traders and just keep betting against their positions until they improve their trading results or exit trading. if you dont have access just make...

can you have a delta position trading swaps? if someone says their delta position in a swaps market are they just describing their position. the delta is not like it is in the options market?

Sounds wise.

Thanks for the response. Why would you want to "buy some multiple of the other"? Could you elaborate?

Is this a proper way to think of cointegration? If two stocks, bonds, whatever are cointegrated, then their prices cannot diverge away from each other for too long without returning to some mean distance between the two. If that is the case then when you test for this what says you have...

Does anyone know where to get previous OPEC OIL MARKET REPORTS? Specificially for 2008?

China sucks. This type of risk is bad for any developing country. They only hurt themselves in the long run when they pull shit like this. Not to mention it plays into every stereotype about doing business with Asians.

Then why was it accounting and not the illegality of EOL that brought down Enron?

are there any books or good sites on info on what drives spreads in the oil markets and/or nat gas markets.

Couple of question. Just trying to learn the theory here. 1) why would a build in inventories cause Jan to fall at a quicker rate than feb.? 2) What if you thought a build in inventories caused Feb to fall at a quicker rate then January. How would you trade that then? 3) If you thought a...

Where is this from? They seemed ahead of their time.

Im sure he is a smart guy and is good at math but there are a lot of people like that out there. His life seems to more be a long string of really lucky circumstances and opportunities that have landed him where he is. I mean, say he happened to be born a few years later. He wouldn't have been...