http://money.excite.com/jsp/nw/nwdt_ge.jsp?news_id=pzn-104844&feed=pzn&date=2006 0907
Riskarb told me that they want to satisfy SPX spread's traders, maybe the spread will narrow then, IMO
true , always a possibility to become a nothing week. Anyway , if current vols stays the same , I will take a large long combos position on next Friday for gamma scalps.
forming to be a very dangerous week for short gamma ; 9/11 anniversary , start of confession season , CPI , PPI ... definetly don't want to be a -gamma here , especially for such a lousy premium.
Time will tell
definetly no need for personal shots...
xt , you are wasting your own time , man. Your business plan shows a monthly return of 15% in the low risk environment. Ask yourself if this suppose to be so easy ? What about all those hedge funds that specializing on derivatives than ? Why they having...
mostly short this year (except for reporting month). Trying to go for full replication , but usually ending up with 80+ % of the weight.
ATM index puts vs. ATM basket puts when short and
Index straddles vs. basket straddles/strangles when long.