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Yeah, Bro. It's the futures contango you dumb fuck lol. The only think worse than ^this^ was your calling out "intoya" and stating that the inside strangle is better than the outside. You spent like three hours responding to every new thread last night and you are yet to be right. Just STFU if...

I love shaved ice. Good for him.

If would somehow matter if the dude had ever posted a blotter/time stamp. He disappears for months at a time, with "positions" on, and you think his shit actually hit the tape?

I don't know volente but pekelo is a part time Uber driver in Hawaii. So what does that say about you? For one thing, you're down $40K/contract in ES on your journal.

Would have been funny if the guy had been charged on Easter Sunday. The dude won't get too much time unless he spent the cash. We applaud incompetence more than theft.

LOL.

lol 100% right? It's the futures roll? fface, they don't own futures. The swaps are not quarterly. The swap receiver receives the total return on the perf of spot and the payer receives LIBOR. They MTM the thing and cash is held at the PB to cover the PNL. The leverage is built into the...

Greensill was easy to game, but 200K cattle and in a decade they never did a physical inspection?

I thought "Mike Tyson recovered to the tune of $200MM?"

No, you were wrong. It has nothing to do with futures. That is not how the swaps work. The overwhelming sensitivity is the decay/"beta slippage." You're as right as you were on the strangle/box-arbitrage posts. @blocked

Ima gonna block you now, bc your taint is infectious. Not content with your inside/outside strangle embarrassment; you double down. Proshares explains it in r***** terms for you. Due to the compounding of daily returns, holding periods of greater than one day can result in returns that are...

β-slippage for you ghetto-types. Dude, take your meds.

Not content with just one bday spanking: https://www.elitetrader.com/et/threads/whats-the-least-risky-options-writing-strategy.356446/page-3#post-5333569 Wait, WAT? If you sell at 25 call on a 20 stock, you are going to collect a VERY SMALL premium. Same thing if you sell at 15 put on a 20...

bc you're wrong, Bro! You've been posting to every thread with horrific results.

Let's not forget @Saltynuts contribution to option theory. He may receive the Nobel and Fields prize for this seminal thesis... https://www.elitetrader.com/et/threads/whats-the-least-risky-options-writing-strategy.356446/page-2#post-5333493 "So, an out of the money call has a strike...

Dude, WTF are you posting smegma on every thread? lol futures roll? Ya think?

For the orangutard and Pence? Didn't Obama get a $60MM book deal? Pence is sleeping on friend's couches.

lol!

Essentially no. You can replicate a binary with a discrete strip of verticals, but there is a reason that OTC exotics were developed. KO/KIs cannot be (static) arbitraged with vanillas.

https://dspace.mit.edu/bitstream/handle/1721.1/42649/37623382-MIT.pdf;sequence=2