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  1. ogarbitrage

    Fuel Hedging using CL Call Options

    It is still unclear as to what you are hedging? Are you assuming an (/your) equity portfolio and crude have a negative correlation? Are your losses on CL being offset by gains in the equity? In order for your 'hedge' to be effective, it needs to be offset somewhere.
  2. ogarbitrage

    Natural Gas

  3. ogarbitrage

    Fuel Hedging using CL Call Options

    You don't seem to have much edge. Why are you making these trades?
  4. ogarbitrage

    Natural Gas

    Shale gas combined with increasing LNG liquefaction capacity is going to depress NG prices for years to come. Qatar Gas and Gazprom are already flooding US pipes w/ decompressed LNG and this is unlikely to stop as both need to find any markets to sell their gas into. If you're in NG for...
  5. ogarbitrage

    Natural Gas Options

    Globex doesn't close when the floor closes. CME's continued slaughter of floor liquidity.
  6. ogarbitrage

    Natural Gas

    $2.40 by end of Jan would not be surprising.
  7. ogarbitrage

    Natural Gas

    To all you longs, God speed.
  8. ogarbitrage

    Natural Gas

    Where did you get your crystal ball and how can I get one?
  9. ogarbitrage

    Natural Gas

    1-handle means anything w/ a price below $2 Bob. And sorry, no link. A friend at a French utility passed on the word to me this morning.
  10. ogarbitrage

    Natural Gas

    Heard this morning that BoA and ML are calling for $1 handle in NG by Oct.
  11. ogarbitrage

    Corn/Ethanol Crush

    Any contacts at Atlas?
  12. ogarbitrage

    Corn/Ethanol Crush

    No volume in DDG exchange traded futs - does anyone know if they trade OTC? If not, can the corn/eth crush just be calculated w/out the DDG aspect?
  13. ogarbitrage

    Fuel Hedging using CL Call Options

    Zero cost collars should be synonymous w/ "margin calls".
  14. ogarbitrage

    Cramer

    Erroneous on all accounts.
  15. ogarbitrage

    Arbitrage Strategy

    To echo bone, your data is not synchronized and accordingly your backtest is useless. So, no. This also sounds like a basic lead/lag basket strategy, nothing remotely resembling arbitrage.
  16. ogarbitrage

    WARNING!

    No fb for oga and there are many ross, erics. but lol @ screenshot.
  17. ogarbitrage

    WARNING!

    Link to profile?
  18. ogarbitrage

    WARNING!

    Are there any updates regarding FBI / police involvement? Individuals questioned / indicted?
  19. ogarbitrage

    Crack Spread- Dec CL v Dec Product or Dec v Jan Products

    For hedging purposes, most refineries use the one month processing delay.
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