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I just read the barton biggs one, which is great hedgeboggers What did u read recently which is interesting ?

Right now I am long vol in US (spx, sox, ndx , goog, ) and short vol in euro stoxx and smi. But last year I used to do what u suggest (ie long vol europe and short vix) Reasons for my new positions are linked to European specific flows. In europe, unlike US, there are big structured...

high volatility of the 1997-2003 is certainly extreme, and I don't think u would return to it very soon However out the money call IV is too low for NDX on all metrics. too low against historic volatility, true range vol, past implied volatility in quiet period U are right we could still...

hello This discussion is becoming a bit strange, as is sometimes the case in forum when we don't know each other. well, I gave some honest conclusions of my experience. Just to go back to the ndx call strategy, take a look at it, it is certainly a very rare opportunity to make a lot...

- In my opinion: trading based on your feelings is a recipe for disaster. More: the odds of getting wiped out get very high when you don't observe money management - Ok, that is a good subject. to be extremely sincere, I think that traders making money with their feelings are the best, but...

Eight tip I'm back for the last 3 tips. This one is the most important to make a difference with others When u feel u have a strong edge in a trade, strong risk reward , don't diversify, put all your money in it, I personnally use a maximum leverage of something like 15 to 1 to my...

I bid the june 60 at 5.8 better value at 36%

march 60 is great vol ard 38 could go down to 35% may be before I'd wait 1 more week

Seventh tip When trading futures , arbitrage between european, nikkei et us futures during globex. For instance during european time, if a trend is being underway u very often have time to enter in the us future (allways a lag). However at a certain point every zone/country has its own...

Sixth tip Buy high volatility and sell low volatility At first step junior option traders aim to sell very high volatility (this high volatility is there for a reason which early or late you will unfortunately learn) Inversely low volatily are allways the highest risk reward for sale...

fifth tip Make spreads (calendar and vertical) with options to benefit from special events (results, announcement etc...) For instance, if a very volatile stock is expected to report earning after market , if its implied vol on the front month is twice the next month vol, you should watch...

FOURTH HINT If you really want to make some money, I know one real way to do it: ie ride a strong trend based on a fundamental vision. Let me explain. Everything is about confidence. You need to be confident in your concept , construct your position and keep it intact until you don't...

only read those 3 books Memoires d'un spéculateur (livermore) Fooled by randomness (nassim Taleb) Alchemy of finance (Soros)

Hello everybody, I am a French trader and even if French must not be regarded very well recently :p , I enjoy reading threads at elitetrader. As I learnt a lot from others, I 'd like to give a few hints to starters or also making contact with good traders. I am a proprietary trader in a...

What is happening between these 2 guys DO so know which one was responsible for the letter ?

This indicator is one of my favourites to time the market

I strongly agree that dax , like the cac40 are great markets for scalping, intraday trading. I use some correlation models between dax and US which are the locimotive. I also use a dozen models to create my signals. Returns have been 72% since sept 2002

Hello Scientist, What are your results, net of commissions, * are your correlations with es, ndx based on mean reverting intraday models or just feeling

Does anyone has the mathematical equation ?

Hello, I am looking for TRIN for 5/21/1999 5/20/1999 5/27/1999 6/23/1999 11/17/1999 12/23/1999 12/22/1999 1/21/2000 1/20/2000 1/19/2000 1/18/2000 1/7/2000 2/7/2000 2/4/2000