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Where could I find the forward rate structure for US government debt (bonds/notes/etc)?

The real hurdle between Germany and the cup is Spain. I would not be surprised if the spaniards pull a win. Netherlands have not been really tested so far, but among the four remaining teams I think they have the highest chance to be the final match. Among the remaining teams, I like Holland...

Some questions that non-palestinians and non-israelies ask: 1. If Israel really wanted peace, why they did not take the arab peace initiative which has been on the table for many years now and which is still on the table? 1967 borders for complete peace. 2. Pals seem to be the closet to...

You have an edge when you have a mathematical proof that it is an edge, prior to even trading it. I would also ask the question of how do I know that my probability of blowing up is less than or equal to a number X? Ideally X should be zero. Edge has nothing to do with profitability and of...

Do you agree or disagree with the hedged bets comparison to the vanilla option? jcapital gave an interesting insight, by noting that hedged positions may lower premium compared to what they might request under no hedge. If we take the idea a bit further, could an implicitly hedged position...

Let me explain this, then you think about the comments you made and revisit if and as you see fit: 1. Bet1: if stock finishes higher than current price one gets one share of stock. Bet1 costs 55% of stock price. 2. Bet2: If stock finishes higher than current price, one gets one dollar...

You have some deep insight about options as a business, and I am almost certain that you are a winner in the options business. I am wondering whether you are reading my notes( which I did not give to anyone!) from a distance :) I will read more of your posts as I think you have a deep grasp...

You seem to be seeing things. What if I am doing the confusing on purpose? :) The vanilla call is a spread/hedge of two binary options that pay in stock and in cash. Both the seller and the buyer of a vanilla call option are sellers and buyers of two types of binary options. Are they aware of...

My question is probably not clear. Let me try to clarify. Suppose, someone offers a bet. If stock finishes above strike price, he is paid one share of stock. Otherwise, he is paid nothing. What is the price of the bet? Is it not the stock price times delta? If you have that one share and you...

That is the problem with odds alone, BUT there is something about the odds above. They are not for a one day green but for drift to the upside for a one-two punch. So the right side's payoff (if one hold longer when right) can be "improved" by the holding. That is probably why they say, the...

Buyers and sellers of options have intended rights and obligations. Is the devil in the details? Assume an underlier with ATM call delta of say 0.55. No carry. The option is a regular BS-priced option. If the seller sells the vanilla option to implement the intent to sell the stock if it...

~ 1 in 2000 chance we do not go up.

Yep. It is in the green, which means they decided NOT to hold.

It has been rising since 1:29PM. I did not know all we had to do is ask the start of the countdown. Since no one responded the market decided to take care of on its own :)

10% in 10 days is normal actually, if day one is the top day. People buy when market has risen, and sell when it has fallen. They should do the opposite. My comment about crash was related to jobs report--- notice that the market has fallen for no reason and was expected to rise on day 1 when...

Are we going to have the fireworks this afternoon? At 1:29PM: we start the countdown! The jobs report was very bad, yet the market traded in the green. Where are those who wrote, a bad report and we have a crash? Remember what I wrote here? The stock market influences the economy. The...

Market is now a little green. How was the jobs report?

Could you guys tell us what the trading blogs are saying in relation to market direction? Try to focus on conclusions: 1) go short, 2) Go long, 3) cover shorts, 4) take losses on longs. Shortie: we start with you since you have brought a disaster in your first post from a blog that bombed...

10:43AM this morning is not a bottom for you?

hehe. True, as long as one is not always wrong. :-) The problem with wrong views is that if you read them, and say you were short at area of top, your commitment to your views decreases. You then start doubting and taking small losses, reduce size, or taking profits too early when the move...