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    first decline in household debt ever recorded

    Flow of Funds Accounts of the United States http://www.federalreserve.gov/releases/z1/Current/z1.pdf As of Sept. 30, households’ total outstanding debt shrank at an annualized rate of 0.8% from $13.94 trillion to $13.91 trillion, the Fed said in its quarterly flow of funds report...
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    Quant/Quant-Discretionary Trading Dilemma

    Define "severe drwadowns" for your strategy...or in other words - not your Q/Q dilemma but your R/R ( risk / reward ) dilemma.
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    back to the future -Tudor Investment Corp.

    I am a big proponent of "back to the roots". :)
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    Madoff says losses of 50 Billion!

    Everybody hurrying up to confirm that they are not affected by Madoff : Dear Investors and Friends, The purpose of this email is to confirm that no funds managed by Liongate Capital Management have any investment in vehicles managed or advised by Bernard L. Madoff Investment...
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    Madoff says losses of 50 Billion!

    History repeats : Bernie Cornfeld was the Founder of Investors Overseas Services mutual fund. He ran the fund out of Geneva, Switzerland beyond regulators' reach, and raised over $2.5 billion before it imploded in 1970. He spent 11 months in a Swiss jail before fraud charges were dropped...
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    Madoff says losses of 50 Billion!

    Quote from Madoff : "The worst market to operate in using the strategy, he adds, would be a protracted bear market or “a flat, dull market.” In a stock market environment similar to what was experienced in the 1970s, for instance, the strategy would be lucky to return “T-bill like...
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    Short DAX at 7740

    Some profit taking. Looking for higher prices for next opportunity.
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    Madoff says losses of 50 Billion!

    "Market neutral statistical arbitrage" :D :D :D
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    Madoff says losses of 50 Billion!

    The biggest loser may be Walter Noel’s Fairfield Greenwich Group, whose $7.3 billion Fairfield Sentry Ltd. invested with Madoff’s eponymous firm, three people familiar with the matter said. Another client was Kingate Management Ltd., whose $2.8 billion Kingate Global Fund Ltd. invested with...
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    Morgan Stanley dissolves 15 managed futures funds

    NEW YORK (Reuters) - Morgan Stanley disclosed on Thursday it is dissolving more than a dozen managed futures funds as its Demeter Management Corp unit withdrew as controlling partner of these funds, effective November 30. Fund investors who have not already redeemed their interests in the 15...
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    Short DAX at 7740

    Somebody observed scale bid orders in FDAX at 4719, 4718, 4717, 4716 each 150 lots ? Seems some big stops out there...
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    whatever happens with autos it triggers a credit event

    As Deutsche Bank research stated : automakers are " worthless".
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    initial claims 574 k--wow !!!

    Thats bullish. Santa Claus bullish.
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    Short DAX at 7740

    I use DTB. One of the advantages of dynamic hedging "should" be a more performance oriented technique, but it takes a lot of experience to choose the "right" levels. When Jerome Kerviel abused his "trading limits", I had pretty ineffective hedging costs...:mad:
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    Germany to Face Worst Recession in Its History: Research Group

    Ha, ha, ha..."Zee Autobaan" ! :D :D :D
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    Germany to Face Worst Recession in Its History: Research Group

    Germany could be set to face the worst recession in its history, an economic research group forecast Wednesday, Dec. 10. The announcement comes after the World Bank predicted a sharper global downturn. The Rhineland-Westphalia Institute for Economic Research (RWI), a leading German economic...
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    Short DAX at 7740

    I bought some 5300 Calls, when we breached 4300 in FDAX and I bought some 3750 puts some weeks ago. And I have some other hedges at different other strike prices in place. Of course, it does not make sense to be delta-hedged otherwise your protection costs would diminish your profitability...
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    Short DAX at 7740

    I think, I need to buy some Jan 4600 puts. I see some 100 % return possibility or so. :)
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    AIG faces $10bn losses on trades

    AIG owes Wall Street’s biggest firms about $10bn for speculative trades that have soured, reports the WSJ, underscoring the challenges facing the troubled insurer as it seeks to recover under a US government rescue plan. The details of the trades go beyond what AIG has explained to investors...
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    Ken Griffin on his near blowup experience "Citadel under siege"

    Risk is what it makes of YOU ! :D
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