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This is my last post on this thread. Bye for now! :)

http://www.elitetrader.com/vb/showthread.php?threadid=233773 "To be effective, the overlay system will use an options-based model. The most simple approach is to buy long puts and constantly keep a long put position all the time, 24 hours/7 days/ 12 months. "...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=140849&highlight=money+management I found the above options thread on ET is about money management of long options.

imo, for good returns, technical timing is important for QT, as you may have 10 targets (all near earnings season and with good fundamental reasons) to pick the best ones for QT. Your risk capital still can be used for other style of trades when it is not employed for doing QT.

I am not going to say whether my signals are based on IV measurement or not. Integrating two (or more) sets of signals can be a fairly complex issue. imo the yearly total returns on average would be (more) important (than the decision making approach/criteria for individual trades). I...

Weekly live calls: Bought today 2x Feb CL (Exp17Jan) 100.5 Call @$3.78 (Price filled on IB Similation; Recorded as UCO @4.10 on C2: at 1/3/12 12:20 ET).

Bought a Jan21 SPY 125 Put @$1.19 (Filled on C2: at 1/3/12 12:27 ET).

Closed (today 1/3/12 11:21) @$3.55 for profit +$109 (as recorded on C2).

Zero-cost Collars? Q http://www.adaderana.lk/opinion.php?nid=2228 Beyond Crude Oil Hedging October 18, 2011 For most Sri Lankans the 3 part article on “CPC Crude Oil Hedging” on this column became interesting and important when a British Supreme Court ordered Sri Lankan...

Q IASB has change of heart on hedge accounting Author: Duncan Wood Source: Risk magazine | 09 Dec 2010 http://www.risk.net/risk-magazine/news/1931087/iasb-change-heart-hedge-accounting Proposed new rules on hedge accounting - published by the IASB this morning - are intended to...

Q Asia readies for new hedge accounting rules Original headline: Brought to account Author: Viren Vaghela Source: Asia Risk | 05 Jul 2011 http://www.risk.net/asia-risk/feature/2083769/asia-readies-hedge-accounting-rules A major change in international accounting rules due to...

http://collective2.com/forum?when-will-my-system-appear-in-search " You must have 7 closed trades to appear in the Grid." Propably it would take a very long time starting to see our systems and their performance on C2! LOL.

" Ryanair boss keeps losing by hedging his bets on oil price Robert Lea 5 Feb 2009 http://www.thisislondon.co.uk/standard-business/article-23634924-ryanair-boss-keeps-losing-by-hedging-his-bets-on-oil-price.do Hedging by airlines essentially takes one of two forms: contracting to...

I just did a simple search on Google for: fuel hedge with crude oil. Here are some of the results on the first page: "Fuel hedging http://en.wikipedia.org/wiki/Fuel_hedging The cost of fuel hedging depends on the predicted future price of fuel. Airlines may place hedges either based...

Page 55/56 of the following NYME document "A Guide to Energy Hedging" has an example (#15) for: Setting a "Cap" on Gasoline Prices by Buying Calls. http://www.opvest.com/OpVest/uploads/documents/education/energyhedge.pdf

Read the topic very very carefully (with a positive and constructive mindset). It's about Fuel Hedging. It's about trading of CL futures options! This topic is one of the 42 (as at today) threads discussing about fuel (whether you're interested in it or not)...

" - continued - Seven Blind Spots ... 3) Diversification effects – If properly diversified, the market risk of a large commodity trading portfolio can be reduced by as much as 70 percent. However, many trading organizations lack the structural prerequisite for realizing such...

There is a year 1999 book (my copy edition has total 326 pges) by Culp and Miller: "Corporate Hedging in Theory and Practice - Lessons from Metallgesellschaft" talking about Hedging and the singnificant case of Metallgesellschaft...

Prop trading under the guise of hedging: The forgotten lesson of Metallgesellschaft and the Volcker Rule http://bettingthebusiness.com/2011/11/29/prop-trading-under-the-guise-of-hedging-the-forgotten-lesson-of-metallgesellschaft-and-the-volcker-rule-2/ " In the world of finance, the name...

Currently we are still thinking about a proper name of this overlay system. For our 1st system on C2, we changed 4 times before officially activating it. But C2 recorded all the names in the history. It's funny. The 4 old names before officially activating the system should be totally eliminated...