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Yea, I already have a meeting scheduled with Bloomberg reps. But I really don't speak marketing-speak well, so wanted to get some practitioner feedback. Anyone out there primarily trade volatility? Any other tools I might want to look at? Orc Software?

Let me ask a slightly different question... if I'm looking for good research solutions without necessarily the execution capabilities... what other platforms might I be interested in, other than Bloomberg?

Can you fill me in on how it functions for OTC communications? Say, for example, I'm looking for a quote on (example) variance swap for crude oil. How would I proceed? And how costly? $25k/yr is a correct quote? That's not really out of the question. I'm not sure I'm an individual...

My strategy is engaged in volatility arbitrage across any number of asset classes/commodity types... so being able to look at realized/implied volatility (historical + forward curves) for random futures would be helpful. Actual positions are traded on an automated basis, so I wouldn't need...

Just curious if anyone has any insights on if, or when, a Bloomberg terminal might make sense as a tool. From a research point of view, I'm currently using very generic *retail* tools like OptionVue... and just using whatever trading front-end to keep a view on markets (IB, Rithmic's R|API...

Totally different topic, but how worthwhile is a Bloomberg terminal? Oh hell, I'll put up a thread in the career trader board about that. :)

Okay, let's borrow this thread and talk about GVX then. The spread seems pretty wide.. but at least it's tradeable if you have a view on gold volatility. Let me just talk this out. When I look at the April GVX futures, current market is 18.61/19.61. This contract expires at the end of...

If you have a 86.6% win rate on a 1:4 risk/reward setup... then obviously, you have positive expectancy on every trade you place. And that means, you should trade as frequently possible. Note: the markets are memory-less. No one is tracking the fact that you've won 4 in a row... the...

My comment: not a coincidence the record starts in May 09.

Anyone notice if this thing is actually trading or being quoted?

Scam. He gets two accounts: goes long in one, short in the other. Half of his clients make money, half loses. He always wins. If you want a money manager, find one that's regulated by someone and has a proven/audited track record. In the US, that means starting with the NFA. Note: I...

neke, If nothing else, I'm a big fan of yours for standing up against the know-it-alls with their 3-figure trading accounts. Took balls to log in every week, especially at the lowest point of your draw-down. Best of luck to you on the new year! (And it's AMAZING to me how close you are...

Oil vix futures are available, but no actual market being made last I looked. No options either. HO and RB iv basically identical to CL, so no gains there. You can always think about currency or gold options... In addition to OIL ETF.

I trade literally millions in option premium a month. I really don't know what the statement "straddles are historical volatility" means. You usually have good input bones, but that one really seems out of left field.

Haha, I'm not sure I've had "stellar success" on the fund-raising front so far. The number of outside investors I have are still in the single-digits, and most of them are due to specific professional relationships associated with my broker. I haven't had any "true", unsolicited outside...

I basically agree with you. I think I should be able to reassure investors on the security issue by aggressive use of third-party admins + auditors. Transparency is a slightly different issue... in theory, investors can monitor you for style drift, risk exposure, etc. In practice, that...

Still here, with little more to add... all I can say is that investment terms in my fund continue to not be an issue. It's never really discussed. We probably focus so much on this topic because it's one of the few things that we, as managers, can control. But I think, quite honestly, for...

I've been told a basic rule of thumb: you're doing well if max DD is less than half of annual compound returns. This is probably a somewhat conservative rule... in practice, having a one-time 25% dd doesn't necessarily imply you *must* have 50% annual returns to attract investors. But...

Very happy to say I met my (hopeful) estimates. I told investors into my new commodity pool my target returns were 40% a year... After a 10% December, I ended up with 40.1% (after 0/30 fees).

What are the specifics of your question? The laws are different in just about every country/jurisdiction, depending on your citizenship, residency, legal structure.