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"look at where technical analysis guys live, and at the kind of cars they drive"

Better to be lucky than smart. Dreams are free. Smile and dial. Check twice, shoot once. Spray big orders around, like a porn star. Trading is the brains. Sales is the phones. Trading will pay for the right phone call. Arbing your internal funding is a strategy. Ask for forgiveness, not...

That's not a creation. That's more a facilitation with a program desk. Blunt instruments. *and what Sig said.

Yep. Get close prices. Back out those legs. Get an implied for the halted. I reckon there's got to be a reasonable trade there from time to time. Trade the halted stock via the etf, minus other legs.

Talking "vs close" cash creates?

I was looking for someone who has done this Not you peewee.

I think it depends on the market. I know some are very efficient - difficult. Can't speak for all tho. I haven't done the work to price them.

Uh I've seen / been involved in situations where we/they would still make block prices and lay it off with futures temporarily, taking on the synthetic delta of the halted leg. Im looking for recent stories / disasters.

Wait. If you have some portfolio of stock With a beta of about 1 And you want to lay off some exposure By selling index futures (while keeping your divideds) And you're coming up to expiry - Then rolling your futures can make sense.

Surely the mis-pricings are big enough. Enquiring minds want to know.

So Presumably we're aware that various old school mutual funds Are muppets when it comes to operations & pricing So .. hands up please Who's arb'd some of the dumber funds vs related index futures.

So Say a large cap goes into a trading halt For some announcement / corporate action And various index futures, and ETFs it's included in are still trading ... Any one who knows what I mean - feel free to share war stories. Fortunes made & lost etc :)

Thinking out loud - If i'm running a dynamic delta hedge against long gamma Then for each hedge, the market is 'coming to me' So if I choose a stock with a wide bid ask, or a low price And stack my hedges in the queue, on various price levels Presumably, I get a more efficiently...

Hey. Index futures spreads are showing you the relationship between interest rates and dividends ONLY. That's the finance part. The trading part is getting filled buying the bid, and selling the ask -- which you wont. There are a -lot- of prop firms with algos setup to beat the queue on the open...

Im not going to correct you.

Clearly less than you.

Mate You're a sell.

plausible probably a nervous junior risk manager and a compliance department full of the usual muppets

Hey I have some magic beans that i pulled out of my aSS -send money-

america needs brothels.