Search results

  1. ogarbitrage

    West-East Fuel Oil Arb Continues

    I have most Platts product/crude prices and I check the liquid tanker routes daily to gauge any excess demand over the available tonnage. The smoke I usually look for is any curve in backwardation. Cheap international storage data is hard to come by unfortunately, but I hope to add that...
  2. ogarbitrage

    CFTC on CME incentives

    I think it's a fair system. Liquidity does not develop overnight and the firms around at the beginning of a contract should be rewarded for their support of the product.
  3. ogarbitrage

    West-East Fuel Oil Arb Continues

    Bitcoins Reserve flatters me. It appears they enjoyed my graphs.
  4. ogarbitrage

    How does Eurodollar (GE) volume shift?

    Are there any comparable curves to GE (outside Euribor) in terms of liquidity into the future and linearity?
  5. ogarbitrage

    Options market making advice

    Was him, but I'm curious about you too. I thought you were equities.
  6. ogarbitrage

    Options market making advice

    What market are you covering? Energies? Rates?
  7. ogarbitrage

    Check fb price pinning to between large option open interest after doubling earnings

    I thought it was the ghost in the machine? How long have you been on a professional option market making desk, since you seem to enjoy speaking from personal experience?
  8. ogarbitrage

    CL spread questions

    I think OP is confusing spot physical with the spot future and I agree with Mav: there is no economic reason for month 1 and month 2 futures to converge. There is a ~30 day difference between their respective delivery windows. There is an economic reason for the physical market and the...
  9. ogarbitrage

    Dr. Brett

    He goes into detail in "Enhancing Trader Performance".
  10. ogarbitrage

    Philosophy in Trading

    The Soros Lectures
  11. ogarbitrage

    Pairs traders get in here

    Thanks for posting, I was unaware of the EOY discount pricing.
  12. ogarbitrage

    Pairs traders get in here

    The spread has rallied well beyond flat since the split.
  13. ogarbitrage

    Jay Carney decorates his kitchen with Soviet propaganda posters

    I think you underestimate the shifting demographics of this country.
  14. ogarbitrage

    Looks like Victor Niederhoffer blew up again

    Empirica might be dead but there should exist a professional courtesy not to post private information. Regardless of your personal feelings, I doubt T or Mrk would appreciate you posting that only to gloat about knowing them. Extremely bad taste.
  15. ogarbitrage

    Looks like Victor Niederhoffer blew up again

    Poor guy. He has seen the highest highs and the lowest lows and seems to have learned the speculator's edge without learning the risk manager's edge. All that said, certainly a worthy study.
  16. ogarbitrage

    Pairs traders get in here

    Let's discuss the potential GOOGL/GOOG spread, currently trading around flat. Is there any inherent premium to the voting shares (GOOGL)? Or is that 1-vote vs. 10-vote shares so negligible that the 1 vs. 0 doesn't even matter? The spread is very tempting at these levels from a buying...
  17. ogarbitrage

    Need a mentor for power trading.

    I have taken EMI courses and can speak to their quality. The 2-day courses are indeed intensive with very little time not spent deeply immersed in subject matter. The speakers are career professionals with rich experiences and insights into what they are teaching. OP, just read a book...
Back
Top