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I think I need to see the context in which this quote is from...but in anycase A bear spread is part of a collar/fence.... your long the inventory/stock, you will buy the bear spread... long a put, and short a different higher strike call is a bear spread called a short risk reversal... In...

http://forexmagnates.com/cme-group-breaks-new-ground-launching-oil-storage-futures-contracts/

I'll get this book used on amazon and posts some quotes and questions thereof

ok .. here it says " In sum, we found that the net interest, storage and convenience yield (NISC) of WTI futures are primarily driven by two uncorrelated drivers. The first driver exhibits a term structure similar to the yield curve and the second driver was hypothesized as a proxy to the...

we will compute the net of the interest rate, storage and convenience yield rates (i.e. ), which can be expressed as follows: soooo... are we trading the convenience yield rate... meaning we are trading the market desire to hold oil in the now in a backward environment.. such that we are...

"Historically, the oil futures curve is often found in backwardation, which means higher prices for short-term contracts than for long term contracts. This is often explained by a theoretical term called “convenience yield.” Convenience yield is conceptually similar to dividends in equity, where...

Great to see you still here Martinhoul... I've read a little about PCA ... Ill read more and report back... I'm wondering how one describes the changing risks in volatility of calendars as they migrate forward in time toward expiration and into more liquidity...

you have a 3-6 month time frame... I would always look at what the cost and riskassociated with the leverage i am taking is... I would look at three simple strategies for this directional trade... a in the money call option... A debit spread, which is a combination of buying a and selling a...

There is no edge in shorting options....... and Premium being fat in buying options is just a generalization... and to say "locals" which has very little meaning anymore... There really are no trading floors.. then next thing i would expect to hear is.. "dark pools" are taking my money or...

Good man! Good to see your still at it!

I was wondering if anyone was familiar with ways or terms associated with futures terms structure.. For example.. Delta 1 = front month futures contract.. and the corrleation of preceding contracts measured from there, the Samuelson Effect, and various such ideas.. Are there greeks like in...

I haven't been on ET in a while.. but this is exactly how i remember it! haha

An Option implies a certain dispersion of prices over a time... implied volatility... This is just the markets view of how much the stock will move.. If you buy outright direction with a call or a put you can literally buy the right direction and still lose money.. the call cost more then the...

..... I'm confused.. how are you going to predict a option price with just the percentage otm? vols change....

touche... :) Depends on what your doing for sure..

it really has more to do with the capacity of the video card.. Memory can computational power... specs here.. http://www.geforce.com/hardware/desktop-gpus/geforce-gtx-760/specifications it has the capcity to run 4 monitors.. I like more memory.. I have 20gigs on my pc and its not new.. I'd...

All time low vix..

Oculus is money.. This is gonna be the hottest thing.. Who knows if that's to much money..

Not exactly sure... But I know it the case of vix cals they do there own thing....I would lean towards no... IB auto liquidates and creates margin squeezes that arent exchange induced

I trade with Interactive brokers.. They support exchange quoted calender spreads.. Current front flys...