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Here: http://research.stlouisfed.org/fred2/

Erm, this is a rather funny statement, methinks... Unless I am getting all dazed (it's late) and confused, isn't what you describe precisely an iron condor? In general, the simplest fire-'n-forget structure would be a fly where you try to pin the strike. Iron condors and other variations on...

That's just silly...

Makes a lot of sense especially in the bond example you've given. No idea if it's as appropriate to stocks and other stuff, but I guess it should be, to a degree.

Agreed... Although from the article I don't really quite get how they come up with the secret sauce, which is to say how they pick the strike. Moreover, I am not at all sure about the VIX, but in the world of rates when all these price-insensitive real money types start getting into these...

This insurance (selling 1x2 call spreads) ain't free at all...

Yep, they go out to the islands with their iPads...

Not if Mr Papandreou has anything to say about it...

I am referring to his earlier efforts, actually. In general, like pretty much anything in life, buying lottery tickets, if done to excess and indiscriminately, can kill you. Compared to short vol strats, probably not as effortlessly and certainly not as spectacularly, but the end result would...

Oh no, not this again...

Actually, you can and Taleb did... Maybe not blow up in a dramatic sense, but you can sure underperform the mkt and your peers to the point where you have to close down shop.

Fair enough, point taken. So this means that I am somehow special to you? What is it that makes you feel this way about me? [B] It's not about the academic papers telling me so. It's about the accepted methodologies being subjected to academic scrutiny and peer review. And yes...

I know that because I have actually looked at the academic literature on the subject. Do you want references to papers that discuss these issues? [B] I am not saying the BPP numbers aren't real. I am asking why I should weigh them more than the official CPI measures produced by the BLS. I...

It's a valid question and I find that I am, willy-nilly, asking this question of myself a lot, esp recently. However, I am not the one making a categorical statement that it all would have been fine. Maybe, maybe not. My point is all about risk management. It's like a hypothetical situation...

Why is it that hedonic adjustments and OER dubious and worthless? Who says you take out food and energy? Both core and headline numbers are published, aren't they? The reason the Fed cares more about the core is simply because experience shows that, most of the time, there's not much a CB can...

Yes, agree... Given this as a starting point and the inability/unwillingness of the American public (as expressed by their elected officials) to agree on any meaningful measures that would curb this dynamic, shouldn't one conclude that the Fed's doing the only right thing? Why is a...

This is incorrect...

Define "private".

Do you want the answer or do you want to read a book that can make you understand all this, so that you can figure all this stuff out on your own? Also, why do you talk about margin in the thread's title? Your question doesn't appear to have anything to do with margins.

Hahaha, fair 'nuff... I am $21 bid.