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Yirk - What a spammer. I used to kinda like this place - hope admin comes soon..

I think the only true hedge in your mind is Cash. This is OK, and also what I have done this christmas, as I write in the first post. However the other methods has their merits for certain occasions. For instance a pension fund would not liquidate their total portfolio and go cash, simply...

And last.. A screenshot with a graph with Delta as a function of changes in the spotprice.. This gives you an indication of how sensitive the hedge is to changes in the market.. Another type of hedge is called gammahedge, here you look at the quality of the delta to choose the correct...

And a shot with the portfolio after we sold 34 ATM QQQQ options. You have now a perfect hedge.. as of now.. However Delta changes every day- so the hedge needs to be monitored. You can see that your adjusted delta is now -.0,29 as oppose to 31 before the hedge - the hedge set you back USD 6.500

Then the option listning, where I choose the ATM option March as the hedge instrument. As you can see in the previous screenshot you are long 31.07 QQQQ contracts. You can choose other series as the hedge, this can be cheaper Upps.. I put the errors in the call side.. this is wrong, on the...

OK... had some time, so let me illustrate the principles.. First your unhedged portfolio as a screenshot..

Hi semper I have the same feeling as you - but I am cash only so I can enjoy christmas without the computer. To make a perfect hedge you need a piece of portfolio/risk management software, in lieu of this some good excel knowledge. I am sure you can find an excel sheet that can calculate the...

You should use B-76 for pricing of the OMX futures. http://www.riskglossary.com/link/black_1976.htm

Hi it would be nice, if you wrote which expirations you bought or sold.

Hello all Does anyone have the Esignal standard API, for me to have a look at before commiting and signing all kinds of contracts. I am not talking about the Desktop API, but the standard API which does not need a application but connects directly to the stream servers. Cheers, Peter

AFAIK, Oanda does not offer any other software than their own webbased java.app, which works OK, but is very simple. This is a shame since their reputation is a lot better than the other FX shops /Deltadelta

Steve & Jlm Which of the products are you talking about, Actant or Torque ?

No, Torque is a stand-alone product and it is actually made by the Swedish Orc Software on behalf of ISE. (my info is approx. 1 year old, maybe ISE has bought this.) With regards to calculation speed - ie. getting a lot of correct calculated quotes to the market fast I do not think there is...

Jerry Apart from the time it would take to develop this, I think that Trading technologies will come after you, since they have the patent on this, and actively chases anyone that develops this. /DeltaDelta

Which markets will you quote? if for instance ISE then you have their in-house product "Torque" which is extremely fast. (note: this is a stand alone product. /DeltaDelta

Should add that a lot of software packets has the logic in the client, for instance wealth-lab or Tradestation, meaning the orders are only known to you untill they trigger /DeltaDelta

Have you been looking at Wealth-lab ?

Have you noticed whether there is a correlation with the options expire times ? /DD

Hello I installed Skype on my Qtek-2020 with a Sandisk Wifi card. hmm It worked but the quality wasn´t good enough. I think yet another year will pass before this will work in real-life

Looks like the general concensus is optimism here. Good :-)