Search results

  1. M

    Definintion of Bund, Bobl and Schatz

    Definitions here: http://www.eurexchange.com/trading/products/INT/FIX/products_en.html Answer to second question is both... Interest rates (however you define that) are one of the major factors that determine bond prices (the other being credit).
  2. M

    Global Macro Trading Journal

    Indeed... For you readin' pleasure, naturally.
  3. M

    Any true bond trader here? Or ex-bond trader?

    There's a few book recommendations in the other forum. Just search and you will find. And I am not ex-.
  4. M

    Global Macro Trading Journal

    I shirley hope so, but, so far, no luv... Besides, with BTPS blowing none of this stuff matters.
  5. M

    It's official: Multiculturalism to blame for Oslo slaughter

    Sure, dude, whatever... You're a real piece of work, you know? I pride myself on being extremely tolerant and willing to discuss things with anyone. I have not placed a single person on ET on "Ignore". But I will make an exception for you, my friend, and you will have the honor of being...
  6. M

    It's official: Multiculturalism to blame for Oslo slaughter

    Erm, yes, those are facts, but the non-Jewish population was obviously a LOT larger. For example, between 85% and 95% of Polish Jews were exterminated as part of the implementation of the Final Solution. Can you pls suggest an example of another ethnic group that suffered such heavy casualties?
  7. M

    Global Macro Trading Journal

    Bernanke has actually explicitly stated that he's not going to do anything to assist in the resolution of this, hasn't he?
  8. M

    coin seigniorage is this a real option?

    What do you want to know? Yes, in theory it could be an option...
  9. M

    It's official: Multiculturalism to blame for Oslo slaughter

    Hmmm, so what was the whole "Final Solution" about? I don't recall similar programmes for the other large ethnic groups in Europe, but that may be just my ignorance.
  10. M

    Great time to sell straddles on the 2Year

    Someone seems to like what you're cooking, MGJ... 20 bags of Sep 10y note 124 straddles sold last night, quite aggressively.
  11. M

    Markowitz portfolio theory to balance option portfolio?

    You have too many degrees of freedom to optimize over... That is, unless you introduce additional constraiints.
  12. M

    Iceland refuses to honour international agreements

    DUH! You're right, I should be more observant... But then I'll have to wait for zdreg to tell me what the significance of this news for Iceland is.
  13. M

    Iceland refuses to honour international agreements

    Are you sure that this is the same story zdreg was referring to? This one's about Greece mostly, as far as I can tell, and I am not sure what its relevance to Iceland is.
  14. M

    Iceland refuses to honour international agreements

    The link doesn't work. What's it about?
  15. M

    Markowitz portfolio theory to balance option portfolio?

    Well, how you're going to pick your options is the real question.
  16. M

    Global Macro Trading Journal

    I am going to have to disagree with some, if not all, of what you say.
  17. M

    Markowitz portfolio theory to balance option portfolio?

    I don't think you'll be able to apply what you're doing to a portfolio of convex products very easily.
  18. M

    Great time to sell straddles on the 2Year

    I am very relaxed, my friend... I just don't quite understand what you wanna do? Can you be more specific about what particular fly/condor you wanna do? What expiry, what strikes, etc? Personally, I don't see why 2y vol as all that special arnd here, so don't see anything special to do.
Back
Top