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    Riskarb's combo to fly conversion journal

    riskarb , today for a first time I saw such a drastic dump in vols going into three days weekend, on many , many stocks (while XIX is somehow up 4.5%). Did someone else noticed it too ?
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    IVolatility Egar Service

    I closed my reverse dispersion position for FEB , made 4.8% net including all adjustments...
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    Odd Lots?

    Good luck , I tried it before...talked to IB reps at Vegas show and Def on ET about option to exclude PHLX, nada. Let us know their answer , I do hate them (PHLX) so much...
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    Systematic US Equities Investing

    I see. By taking a quick look at the file , here what I'l point out : drastic slow down in pace of outperforming the Index that started in Oct 02. Since this day , portfolio gained 93% vs. 41 of SPX.
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    Systematic US Equities Investing

    what is your total return on portfolio ( from 1989) ? Long only
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    Systematic US Equities Investing

    how is your portfolio weighted ?
  7. I

    Riskarb's combo to fly conversion journal

    riskarb , sorry if got it off-topic , I'l ask the mods to remove my posts. Back to "reading only" status
  8. I

    Riskarb's combo to fly conversion journal

    vols are now at upper 40th and gain=9$ , as predicted...
  9. I

    Riskarb's combo to fly conversion journal

    got it , thanks
  10. I

    Riskarb's combo to fly conversion journal

    why ???
  11. I

    Riskarb's combo to fly conversion journal

    iv will go to 50th tomorrow
  12. I

    Riskarb's combo to fly conversion journal

    did anyone entered short ERTS as I suggested ? flat AH
  13. I

    Riskarb's combo to fly conversion journal

    sorry about it , lol
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    Riskarb's combo to fly conversion journal

    congrats , couch ! if price stays , you looking at 9$ per combo tomorrow with iv collapsing to upper 40th
  15. I

    Riskarb's combo to fly conversion journal

    new "in play" for pure vols shorting into report (like coach did with ISRG): ERTS ( today , ac) , already had pre-warning in DEC , iv above norm now
  16. I

    Riskarb's combo to fly conversion journal

    Suspiciously , couch closed positions after talking to Mav... Did he depress you so much ( retail can't win , neg exp ...) that you just run back to your pc and clicked "closed all open positions' ? Just kidding
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    Option replication and exotics journal

    I thought if I place 2 diff bets on the same strike , I guarantee to win one of them , like in football : if I palce on both teams I HAVE to win one of the bets.. I must be slow this morning (or I,m not using the right terminology of the bets) Anyway , thanks for the answers , B , sorry about...
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    Option replication and exotics journal

    steps : 1.Placed a No touch (I loss if hits 5760) bet 5760 for 30d , 1.2m to win 2m. 2. Two weeks later placed a One Touch (I win if hits 5760) bet 5760 for 15d , 1.1 to win 2m 3. Two days later : price hit 5760 And I loss both bets ? I thought I will collect 2m (guarantee) on one of...
  19. I

    Option replication and exotics journal

    where is 2m pay out for one of the bets ( given an overnight action , this would be on One Touch) ? One of the bet MUST win , they both on the same strike/day.
  20. I

    Option replication and exotics journal

    right , 1.2m for original premium plus 1.1m for new (one touch) , that's how I got 2.3m total
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