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+1 Absolutely everything with a lot of research and backtesting.

True! I am serious this time!

How can we improve our trading skill ? I vote this topic one of the most valuable threads.

Obviously you are way smarter than me. I already visited this thread unlimited times, almost daily if not hourly, trying to find out what it is about. But I still don't get it! Please don't tell me your finding yet. This is the very last thread that keeps me staying on ET. Anyway, I...

Interesting! " http://en.wikipedia.org/wiki/Mark_Spitznagel The Wall Street Journal alleged that a large purchase of put options by Spitznagel in the minutes leading up to the 2010 Flash Crash (when the Dow lost over 9% of its value during the day) was among its primary triggers[24][25]...

That means only 12 investors in total! Why mostly sovereign wealth funds? Any particular reasons?

Spitznagel of Hedger Universa: Market 'Unnatural, Distorted' Sunday, 26 May 2013 10:28 AM " http://www.moneynews.com/StreetTalk/Spitznagel-Universa-Market-Unnatural/2013/05/26/id/506421 Universa buys options that garner large returns when the stock market drops more than 20 percent...

Based on Value (Investment Capital)? How about Peak-To-Valley Drawdown? " http://en.wikipedia.org/wiki/Victor_Niederhoffer On April 6, 2006, the industry group MarHedge awarded [8] Matador Fund Ltd. and Manchester Trading, two funds managed by Niederhoffer, the prize for best performance...

This one is easy! If the nuclear attack very close to you or your computer, you don't need to do anything.

Perhaps also try this thread: best ways to go long/short volatility... http://www.elitetrader.com/vb/showthread.php?s=&threadid=248602&perpage=40&pagenumber=2

Thanks SLE. Seems he was treated very well then. http://www.businessinsider.com/where-are-they-now-the-big-short-edition-2011-11?op=1/?IR=T " He left Morgan in October 2007, and was given "tens of millions of dollars in back pay.” "

Certainly true. Insightful Wisdom! Thanks!

http://en.wikipedia.org/wiki/List_of_trading_losses Source of Loss Year Person(s) associated with incident Credit Default Swaps 2008 Howie Hubler WHERE ARE THEY NOW?: 'The Big Short' Edition http://www.businessinsider.com/where-are-they-now-the-big-short-edition-2011-11?op=1/?IR=T

" http://en.wikipedia.org/wiki/The_Big_Short The book also highlights some people involved in the biggest losses created by the market crash: like Merrill's $300 million mezzanine CDO manager Wing Chau; Howie Hubler, infamously known as the person who lost $9 billion in one trade, the largest...

Seems historically much longer time span for slow volatility crush. http://www.istockanalyst.com/images/articles/vxv500x3632012833311.jpg http://www.istockanalyst.com/finance/story/6003528/s-p-500-3-month-implied-volatility-is-extremely-low

+1

Yes, please. Thanks.

Dual Listing: For some very practical reasons, a thread should be allowed listing into two forums (to be nominated by the OP or Moderators). Therefore the threads below can be seen on the front page with two forums: "Quant-trader career advice" Automated Trading; Career Trader (...

For fat tails, I always think these few things must be doing right: Direction, Timing, Volatility and Stop-loss, otherwise ... .

Interesting point indeed! http://www.investopedia.com/university/optionvolatility/volatility7.asp " As is clear in Figure 17, ... ... Trading this information is difficult because the direction of the price move is not known. While it is possible to try to see what insiders are...