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Here's one of mine (a trade that worked that I have recently taken off)

I agree... Most of my "analytics" are in Excel. If you want technical stuff (not my cup of tea), they're very easy to write in Excel (most of them are trivial arithmetic). You can also do more sophisticated things in Excel.

IMHO, there are very few RV strategies like that. To me, such characteristics of RV strats follow from the fundamental premise behind them. I could wax lyrical about this, 'cause I have thought about it quite a bit. However, it might be a digression.

I've put in a cheeky $1mil bid for Yellowstone...

Yep, exactly... Inherently short gamma, high leverage, short liquidity strategies that also make it very tempting to be short tail risks. It's a pretty toxic combination if you do it wrong. And I am not referring to Meriwether in the context of LTCM. He blew up twice on RV since LTCM...

Hahaha, yeah, as I said on another thread, you can call me Lord Helmet. In general, I just want to make sure that people don't get lulled into a false sense of security. The dangers of RV are different, but no smaller for that. Just remember John Meriwether.

I don't think it's quite that much of a no-brainer... One has to be aware of the inherent dangers of RV.

T-bills are zero-coupon, so what sort of interest exactly are you expecting?

Yep... In fact, he explicitly said as much in the Q&A.

I am in it. Hasn't done me any favors.

Gee, thanks, but I think I will respond one last time... You're not following some very basic logic. If you stop being political and blinkered about it and attempt to think about things without bias, you'll see what I mean. If not, so be it.

Well, that's precisely what the banking industry wants you to believe. It wasn't their fault and it was "largely" the other bad things that bad people made them do. What populist mantra? We have not held a single banking executive responsible for anything... No serious aspect of the...

Listen, did you actually read what I said? Did I say that I am blaming the banks in the original article for anything? Moreover, I am not going to argue with you about whether this is some monstrous government conspiracy, as it's a waste of time.

Yeah, but Italy wasn't 300bps over bunds a few weeks ago... I don't see anything wrong with saying that, in the current environment, all options are open. At any rate, it doesn't matter, I have seen a variety of responses in the mkt, but the majority seem to agree with you. I am in the wrong...

You must be joking, surely? I'm short CHFNOK and CHFSEK. Rough ride.

Of course it's on the table. So is no QE and so is an exit. I know the mkt is very sensitive to this, but, again, to me the idea is that everything is on the table. Moreover, if Europe does explode, all bets are totally off.

Huh? Forcing of which banks to blow up? When did I ever say anything about printing, gun rights or anarchy in your cities? My point was not about the original article. I was responding to the suggestion that it was the CRA and the government forcing banks to make loans that has led to the...

What are you on about, mate? When did I say anything about freedom? When did I say anything about "big government"? You're totally missing the point.

Huh? You OK there, my man?

Thank you... The Force is not with me at the moment.