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    How is VXX intraday price determined?

    True, I guess the point I was trying to make is the price of the ETN is based on a measurable formula based on VIX whereas that's not necessarily the case for equities. Would it be better to say VXX is a derivative of VIX futures whereas equities are not derivatives? Meaning VXX is less...
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    How is VXX intraday price determined?

    It is related to VIX prices and is not a subjectively priced asset as would be the price of Pepsi or other equities. There's more information in the prospectus, though I'm not sure if it has exactly what you're looking for. Hope this helps. http://www.ipathetn.com/pdf/vix-prospectus.pdf
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    CL Spreads

    Interesting, will look into that history a little more. Thanks for the info.
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    CL Spreads

    Have the Eurex or 10yr curves been priced fairly when this is the case or do the spreads widen beyond what's implied by current interest rates? Is it fair to compare these to Oil given the market differences?
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    Can I get this data?

    Nothing different than what you had planned?
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    Futures curve based alpha strategy In an Merrill Lynch commodity report

    Sounds like they are trying to anticipate the roll. You could look at OI to see when participants are most likely to roll their contracts and position yourself accordingly. -my 2c
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    Distribution differences - L/S straddles

    That's the right idea. Assuming for a minute this is possible (I fully appreciate your point that mispricings are very rare), am I correct to say the next concern would be to have enough capital to withstand any drawdawns? Granted, in the long run, the realized volty would work to your...
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    Distribution differences - L/S straddles

    Let's say I have one asset and two different return distributions. One is more volatile. The other is less volatile. Let's also assume I can buy and sell options for this asset at the same implied volatility. If I go long straddles on the volatile distribution and short straddles on the...
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    Cisco Casino Play Lotto scratch off play.

    ...your negativity and bitterness knows no bounds. It's almost impressive. KOS - keep posting the casino trades, it's good stuff, thanks.
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    Multiple strategy management?

    Interesting, thanks for listing a few platforms and I agree it'd be good to see something in the mid range.
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    Counties are so desperate they choose gravel over asphalt

    Long SUVs / Short construction
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    Disturbing

    Some do, some don't, and they are if the merger is deemed monopolistic. ...not sure that was the root cause of the crisis.
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    Richard Gere hedge fund manager

    ...who then ends up becoming CEO of said bank and paying himself $1 in salary for the next 3 years as he navigates the credit crisis and financial bailout. (kidding, I'm sure Old Lane was legitimately bad)
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    Never turn down free money. S&P500

    ...NM, posting difficulties I guess.
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    Multiple strategy management?

    If you run multiple strategies do you run them in the same account or do you use separate accounts for separate strategies? For example, if one strategy has you long the SP and another short - it's not really a problem to net the position except it could get confusing given many trades...
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    SMB Capital New York

    PropMTL - Yea, some parts are good entertainment, I was pleasantly surprised. I'd also say it's pretty well put together and left me with a more positive view on SMB than I had previously. stock777 - Not sure anyone here is passing the book off as brilliance, just wanted to see people's take...
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    SMB Capital New York

    Has anyone read "One Good Trade"?
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    Formula to gauge success probability?

    In all seriousness though, the book looks good, though in some of the reviews they mention a rather large amount of errors in the formulas. Have you found this to be the case? I assume that even with a few errors, it's worth the read, would you agree? ...just need to know so I can make...
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    Soybeans

    Thanks, that makes sense.:)
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    Soybeans

    Can you elaborate a bit on what you mean by 'financial' and 'agricultural' and what those implications are? Thanks.
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