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You and your rubbish skalp; how bout you tell everyone how much you swing so we can have a collective laugh. Yeah, blah blah, is that a defense mechanism 'cause your wrong?

From Oanda website; guess skalpz could be a little enlightened: The currency exchange market described above is referred to as the spot market and the transaction described is referred to as a spot deal. A spot deal consists of a bilateral contract between a party delivering a specified...

Come on Skalpz, you're not gonna teach me foreign exchange bud. You're the only one who presumes to know everything. I'm just stating the facts; whether or not Oanda is your broker is not the point... I assumed it was as I did not know of any other broker who did continuous interest payments...

You never actually take delivery of these currencies, they just get rolled over day after day. It's not like you actually have a Euro balance... Spot is just today +1 or +2 days forward. Oanda is pretty good about this interest thing but it boils down to the same daily money market differential...

What you guys don't understand is that when you trade currencies, you're not actually holding euros or holding yens or pounds...you're holding dollars at all times but have a claim or forward claim on these currencies. Forex brokers are not good for longer term investments as your spot gets...

The more you watch it the less it will move. Just let it go, come back in a week. It will print 125 sometime in that period.

65 hits before 35 imo.

BS... the basis now is tiny on a CNY forward, anyone who has had a short USD long CNY position is in the terminal phase of the trade; and it's not a substantial phase. It's just going to be a loss just like any other loss; definitely not a "serious failure" and most HF are not MASSIVELY short...

interest rate risk...I believe but out the door, so will reassess.

It doesn't matter...he will go short the underlyer to remain delta neutral.

yes except your gamma is .02 to get you to .42... besides that minor mistake, you're on your way to understanding option pricing... in reality though, your delta/gamma is constantly changing so you cannot apply a linear relationship like you just did... but it gets you close to home.

In my opinion there is only one kind of war...religious war. Get rid of all religions, you'd get rid of 90% of all wars waged today. Of course, people will take offense at what I just said, so here it is, the disclaimer: I, the undersigned, here attest that all here above is only the...

Now you did it Lefty! You've ruined the kid's confidence; you happy now? ;) Here's one for you Kamdoo, never make apologies on wall street. The game has to be played and won, no mercy, no quarter. Whatever it takes, GET IT DONE! Lefty is just collateral damage. I like the attitude though...

Frankly on wall street, no one has zero hubris / arrogance. That's a wall street trait.

Kamdoo, I guess I'm the only one on your side here. To be honest though, they may ask questions related to the greeks; nothing to the extent that Lefty has put forth, but things like what is gamma/theta; what is the sharpe ratio; what's 49*27 or 7% of 15; you know things like that, easy stuff...

No problem. Apologies accepted. Good trading to you.

For 50 Call Strike on MWD (not even sure why we are discussing this as I never intended to discuss MWD vol at all...) 30day:33.05 Imp Vol: 45.80 60day:28.44 Delta: .7070 90day:25.22 Gamma: .0610

lol; that equation is completely wrong. Derive it and you'll figure out ur way out of left(y) field. dV = a(VL - V)dt +EV dz VL = long run average variance rate. Stop playing lefty.

My estimate of implied volatility is arbitrary. I took 9% as an example. You really are on crack aren't you? I don't need ivolatility I have Reuters and Bloomberg, what are you, a beginner?

How bout you think about this: dV = a(VL - V)dt + EV dz Know what this is ?