Search results

Is there any surprise as to why one would be enticed to advertise bearish propaganda? :p

The work of the thriumphal trio is in order here...a good reading material to answer these questions. Triumph of the Optimists: 101 Years of Global Investment Returns (Hardcover)

Does this really come as a surprise to you? A hedge after all is nothing more than a boundary constraint to your risk exposure and to your returns as well. You can't have it both ways... :eek:

Can this even be considered a strategy? How hard is to go full margin on stocks ready to make a move and then hope it goes your way? ET quality of posts goes lower and lower as far as content almost on a daily basis. Sad...it used to be a much different environment.

Could you explain a bit further on the predictive nature of the VIX at extreme conditions? What do you define as extreme? 20-day highs/lows, 10% above or below a certain MA, etc? A strict definition of the 'extreme' condition can be quikcly tested...and I'll be glad to do so. Regards

CNBC just hit a new low...how pathetic

Indeed you have captured the essence of my statement with this sentence. Something of extreme importance for those that adopt a martingale style. Regards Corelio

A simple study may be in order here. One can think of quantifying price moves after expansions from low volatility regimes in different instruments as a function of the margin structure. Do price moves are invariably larger and more prolonged in futures than in equities, or in equities than in...

This is not correct. Simply refer to a B-S model and take a careful look at the relation between option value and time variable.

Please define 'real free market'...and give us an example of a 'real free market'.

At least that's what the implied probability on fed funds futures options are telling us....a 90% chance that Fed stays put in May, 80% in June and 60% in August. On the other hand, it is interesting to see the 12-month average of the trimmed PCE hovering at the top of its 10-yr range. A...

Tell me this is just a joke...

Several issues to consider... This type of move generates anger within the remaining employees and hurts company morale. Productivity often declines and customer service quality suffers. While you may cut your expenses you have just created 3,400 less customers that will certainly advise...

Get your attorney. Let him handle it. As soon as there is an attorney involved you should hear back from them in short notice.

LMAO oh, boy...here we go... :p :p :p :p

You might want to read the paper titled: "Striking Oil: Another Puzzle." http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=63368

I sign on that. I left Boston a couple of years ago after living there for 7 years. Real estate prices were incredibly insane. We had a cleaning lady that bought a house for $500,000. I could not resist but to ask her how on earth she got a loan. Her answer (with a smile on her face)...

Here's a brief article... If you're not math inclined...then this is going to bore you to death. For other sources look at the references cited in this article. But at least I would try to understand the main concept of the strategy as it provides good insight to market behavior. In fact...

In any case and for future reference you may want to do some research on dynamic hedging.

Outstanding post!! :p :p :p :p :p