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nevermind.. you got mixed up on which threads you were posting hte interview on.. found it! haa

Don't see a Kevin Bass interview on there

Don't tease! haha

ahh.. i meant Fooled by Randomness.. I really liked Dynamic hedging though.. Everyone said.. "its old" .. To me the older the book sometimes the better.. alot of goodness in that book.. but yeah.. what did you think of his books..

Did you like Taleb's first book?

I just hate a bunch of racket talk about some discretionary view.. its annoying.. There is tons of it on ET.. I would hate to read a book about it..

you endorse this?

phyiscal is a sure fire thing, is a very bad argument.

Then sell April futures against August... Wait for it to converge... It will be a proxy for exactly what your talking about...

Sell the front and buy that back...

Have you done historical quantative studies... Or are you just firing out bullsnit.. Crude has been backwards for a while.. News flash to you

There's nothing quantitative about that either.. a "chance" ... You buy or sell an option based on a model of what it should be priced at.. That model is derived from some quantitative study.. ATM is no different then OTM .. They are all priced on a future distribution of prices in which most...

start quantitative trading.. give this up...

Vix dropped like a rock...

] It was way way more backwards during the Syria thing.. Do some historical studies.. The market is supply and demand.. Simple as that.

Pure Spam

I actually installed that script for Tos that was posted here.. its oriented towards days.. i'm not sure how to make it work for monthly lines..

ahh i see, its a term structure trade on the dollar in a very small way as well.. but right along with what your saying, the volatility in oil is way higher in a relative sense..

If as you say your in a spread when buying a single crude contract... +CL/-USD. Then if you go long one spread -CLZ/+USD, +CLM/-USD. Then your USD cancels out and all you have is term structure and directional risk relative to CL only....that must isolate the dollar risk at least some

Nice.. it is true that if you trade like futures spreads in crude oil, you hedge out the dollar risk ...