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Thought the interview was interesting. 60 minutes struck me as a bit more antagonistic than usual and seemed to keep trying to pin him down on certain issues - he did a good job of keeping his line. I too liked him a lot more after the interview, though my problem with him is that while I...

This might be a silly question, but just to clarify are we talking about a wide inter-month spread during the contract term that's trading beyond full carry and/or about convergence to spot upon expiration? Seems like they tend to go hand in hand and the issue is both, although I'm not sure.

What is 'stability' and how are you measuring that? TIA, interesting post.

.2/99,999

Don't think so - correct me if I'm wrong but Local and bone don't actually seem to be in disagreement about anything, they just seem to be arguing for the sake of arguing. Local is saying the contract is 'broken' because the spread has moved beyond full carry. Bone agrees the spread is...

Depends on the dump?

...you mean the divisional playoff game where they played a team that was 7-9?

Just a few basic questions I was hoping someone could help answer: 1) Can you download historical data into Excel - if so, is any programming necessary to setup this function? 2) What kind of historical option data do they provide (i.e. just trade prices or bid/ask, IV, etc.)? Thanks in...

I was going to make an eloquent and well informed post about the situation - but stopped halfway because my knee hurt.

You can compare the tracking error to the theta decay over your intended time frame and make a determination on which is the least costly hedge. SDS also has 'time-decay' due to leverage. Without any analysis, my guess would be that an option would be a better hedge, that's just my 2 cents...

The Vegabus is coming And everybody's jumping New York to San Fransisco An intercity disco

"Zen" is probably a euphamism for crazy, nuts, insane, etc. They have a reputation for being a strange place to work and Dalio's "Zen" approach is encompassed within his Principles Handbook: http://www.bwater.com/Uploads/FileManager/Principles/Bridgewater-Associates-Ray-Dalio-Principles.pdf

You can play limit games which might make MM more systematic.

I've heard that if you purchase debt that's senior enough you can use your cusip number to get a discount on movie tickets:D

Interesting, thanks for the explanation.

Edit: Sorry, trouble posting here, don't mind me.

Ok, let me re-phrase: When you short a put (for example) is your intent to capture/profit from Charm or is it simply another tool you use in your evaluation and hedging process?

thoreau777 - Forgive the question if it doesn't make sense but I am curious as to how Charm can play an integral role in selling OTM options? Wouldn't that assertion imply you are trading Delta/Gamma/Vega neutral? Thanks.

Does this help? https://www.spdrs.com/site-content/csv/SPY_All_Holdings.csv

They all have a vowel as the third to last letter?