Recent content by swampy

Does anyone have a historical % of where we are right now with brent being a $3.2 premium for June. Seems like it is really on the high end of the band. Something is going to give IMO.

Does anyone know at what price point bid/ask size reverts to actual shares vise 100's of shares. Example BRk A 90K +- size in single shares available Does NYSE have a min lot size quote for the specialist? Trivial but I was just curious? Swampy

Just my 2 cents. I have had trades not post in the trades page but show in the portfolio. They were on the web page confirms. I have also had a few orders that were hung as transmitted and not acknoledge that were locked in TWS but actually working. Had to call and have them cancelled...

I have been an independent trader for the last 10+years and am considering the RIA route. I have been doing a fair amount of research. Let me post of a few statements of my understanding of what an RIA can do. Please feel free to comment or correct me. 1.RIA registered with state <$25M...

Does anyone have a tabulated list of the risk free rate from the 1920's on or any part there of. Or any links? Thanks Swampy

I was wondering if anyone could reference any research on hedging corps with OTM PUT/ OTM Verts on the underlying for default risk? I was also looking for a study on the average yield vs Bond Rating vs Capitalization. I know a pretty dry subject. Fell free to PM as needed. Thanks Swampy

Does anyone have a good site to find a list of available convertibles out there for a specific industry group or individual stock? Thanks Swampy

What is the parity equation for exotic barriers. assuming same barrier numbers K/O +K/I =??? Thanks Swampy

Risk Arb, Nice journal. If you can get a moment, can you swing by REFCO Spot page and see how their exotics compare in price to what your seeing by going overseas. They make it easy for small size to play. I am just wondering what kind of edge I am giving up. If you had to pick one...

Is anyone out there using this? I am trying to find out some info but no luck with the IB customer rep. 1. Do the orders sit on the IB server or are they updated on the BOX book? 2. What do the different PIP auction types mean? 3. If your order exceeds the stock range bounds and is...