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this is absolutely categorically absurd: "From 1995 on the government installed close to 10 million surveillance cameras all over the place in the UK." even if there are 10m CCTV cameras in the UK almost all of them are privately owned and operated for watching shop-lifters and burglars...

straddle_me, gamma is just a short-cut way of describing the fact that by being long-gamma you are effectively doing the same thing as buying the market as it rises and selling it as it falls. thus when long gamma and say the market rises your option effectively buys for you and you would...

not to mention the futures are exactly that "futures" or forward contracts on spot. In other words futures have the interest-rate differential to the expiry date BUILT-IN. This has interesting implications I think: 1) enter into a spot trade with a broker: long-EUR/USD and exit on the day the...

not a guru on this but here's a stab: Long $2m gamma means that for a small move in the underlying your delta will change by $2m. Typically this will be a 1% move in spot but you can scale to a different basis if you want - just make sure you know which your model uses! Vega is easier: if...

no the ftse's been going vertical mainly beacause the market has built in 2 interest rate cuts by yearend and the pound has fallen bigtime...both v positive for market... olympics in london is great - finally the greatest city in the world gets the games! :D Q1

Bid =INDEX(A2:A13,COUNTIF(A2:A13,">"&A15)+1,1) Ask =INDEX(A2:A13,COUNTIF(A2:A13,">"&A15),1) :confused:

=countif(range of levels,">"&index level cell) will give you the number of levels higher than last and so give you an offset to play with... think that works if i understand the question... :) Q1

Just a warning...my IB statement for Friday was incorrect (by 11k EUR) so you may find you too have some issues today. NB My actual live account balance in TWS has always been and is currently correct. I have spoken to IB on the phone and they are aware of the problem from several other...

Is it just me or does it appear that IB lets you enter combination orders for the DAX or the ESTX50 but not GBL (Bund). Before I start the process of discussing this with IB does anyone already know why this is the case? Thanks, Q1

dollar appreciation makes imports cheaper (to the US) and US exports more expensive (to the rest of the world). Both are anti-inflationary.

update 1 - tentative upside break on above average volume

www.cqg.com

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your resume looks better with a blue chip organisation on it. even in back office you will get a feel for what the business is about and whether front, back or middle office is somewhere you'd want to be in any case. Q1

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I came across this chart and have since gone long gamma. I have not been able to find a good "fundamental" reason why this stock should behave in this way now. I may have missed something obvious... Anyone have any ideas? Q1

talking of straight up no pull back trends how about the Bund since late March? this should keep the managed futures index from a dismal may.

prop trading is "extra" for them to fill in when normal flow and structured business are struggling. does every PC dell makes add profit? probably not but they are there waiting, ready and equiped for all the potential profitable opportunities they can think of. Q1

In the end Investment Banks are like any other business. What's Dell's repeatable edge? Looks an eminently copyable strategy doesn't it? In the end large organisations with large financial capacity are tough beasts to manage. In order to support the market presence they do over all the...

what's new about this? last time i saw this study would have been at least 3 years ago and i think a lot longer than that since I first knew it. still amazing though when you think about it. Q1