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unreal

can you copy and paste the whole article please for those w/out FT access

after looking at the demo, it seems like an improved version of super derivatives https://www.superderivatives.com/ cots around 30k + per year

what do the costs look like?

ok bc of this you are not able to answer my question and understand what the strategy is....thats like saying, i am an option trader but i dont understand what gamma is nevermind. didnt think i was going to get an answer here but took a punt.

I want to calculate 5, 10, 20 year futures (FV, TY, US) and compare them on fair value basis to the treasury yield curve. I guess full cost of carry would be some fuctionality basis cash market along with understanding the bond duration of the US treasury yield curve. So the idea is to...

I dont expect to get any answers here but does anyone know how to calculate fair value on the bond futures FIVE YEAR - TEN YEAR - 20 YEAR any feed back will be greatly appreciated.

AG, SP are american style options. Therefore, if your higher strike goes in the money before expiration, technically speaking the long put holder can expire early against you. However, this is not something that i would fear bc it does not happen often. If a long option holder...

So basically, we need to help the thread starter understand that he is selling Tail Risk and that he has pin risk on his upper strike. how can he manage his pin risk. Well if he sees the market coming off he might have to buy some shorter dated puts ATM or something. Or if the market comes...

fark man, why is everyone beefing on howard. Whether or not Howard has a flawed approach on options trading, he has a better understanding of options than most people on this forum, including the thread starter Maverick 74. The thread starter sold an options put spread with 10 point...

the snp dropped 16 points today, net change on this put spread was about 1.25, very lil gamma on this spread. still trying to understand why his nerves are shot?

i dont get what the problem is? you sold a put spread and the market came off? So what? your option spread is very conservative considering the strikes are so close that you have very little convexity. why are you nerves shot?

fyi, when I made the comment that bloomberg is the most widely used software, perhaps that was inaccurate statement. But to clarify, i meant that nearly every trader on the street at every major institution across the board uses bloomberg on the buy and sell side. Moreso than any featured...

the reason why it would deserve attention is because bloomberg is known to be the best most widely used software in the financial space - but i forgot this is a retail forum. A company of bloomberg's size and resources can still not produce a back testing mechanism that can effectively...

http://www.alphathesis.com/blog/?p=244 Interesting that the author says it wont replace his proprietary system. I will try it out and provide some feedback.

i was just wondering how have some of the traders on here who have automated traded strategies through retail outlets been performing with all the recent volatility, have your systems been getting chopped up?

that is just a quote, dumping dollars can mean anything such as investing in hard assets to or sell dollar index to get negative exposure. Add this man to the list of successful managers who don't have a CFA. Patrick McMahon http://www.pionline.com/article/20090112/FACETOFACE/301129996

of the 600 trillion in expsoure, i will do more research on whether or not exchange traded products is part of that, it was my understanding that 600 trn was all OTC. i undersand your points, let me do more research and come back with hard facts.

no disrespect taken, its an intellectual discussion: i can agree on your many of your comments. you are right many of these derivatives have such thing such as ISDA agreements that govern liquidation down to NPV. I understand your comments. while the articles are written by journalist...

ok i read the other posts. i undestand that the absolute value of total outstanding derivatives market might be less bc of the fact that you net out positions and what have you. but this fact itself means two things. No one truly knows the expsoure of the current banking system. While...