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nitro, You also may want to dig through wilmott forum. There maybe lots of interesting discussions about SABR and BS.. http://www.wilmott.com/index.cfm

nkhoi, This is what I meant :)

Well, if you use "closing prices" you will see a symmetrical triangle..fwiw

Doug Noland writes a weekly article called "credit bubble bulletin". He closely monitors and discusses most of the issues you mentioned and some of them are pretty interesting. Although gotta remember his bias towards the bear camp! :D http://www.prudentbear.com/creditbubblebulletin.asp

I remember NOVA created a great 60M video called "Trillion Dollar Bet" a while back. It was an informative program about Fisher Black and Myron Scholes and how they came up with the Black-Scholes formula and also their involvement with LTCM and its failure.. I am sure most libraries probably...

Interesting points.. Also I think the recent debates regarding Black-Scholes formula maybe mostly related to the fact that now some companies need to expense the stock options. So they may use the Black-Scholes formula to come up with expense figures for those options...

A Bloomberg article today about black-Scholes and the recent arguments against it.. http://quote.bloomberg.com/apps/news?pid=10000039&refer=columnist_crystal&sid=aokOnbAVHoYw

Maybe using a physical stop loss order would have prevented most of that loss?! As far as using "stops" I always remember the "hot air balloon" scenario, it goes something like this, "immediately after the take off if you think the balloon is in trouble you better jump out otherwise the...

I have made Mizuho securities site my home page! They post the next day's reports on their home page so no chance of missing any reports... you can also view their weekly and monthly calendar.. http://www.lanston.com/

Seems like they will not issue terrorism futures after all...

I think your case 1 should also be illegal. Most banks will not let you borrow money and use it for speculation and investment imo

I actually think the conflict of interest issue is a very legitimate concern fwiw...

OK, click on the "clock" symbol on your tool bar, click "Edit" retype over one of the existing time frames that you will not be using, type -133 and click "Save". Then you can open up a chart using this (133 tick) time frame...

To set up tick charts you need to put a "minus" sign before the number of ticks per bar. For example to set up a 50 ticks per bar chart use -50

stockcharts.com has a cool dynamic yield curve chart (below link) you can click and move your cursor on the SPX chart to see what the yield curve was like at that time. (For example during the 2000 the inverted yield curve was sign of tight money)... Can see during different periods how...

Actually I think the yield curve at the moment is "Normal"...

I have also noticed some unusual "Last Size" on ES with TWS during this past week. I wonder if anyone else noticed the same problem.

I think it is important for bond traders to always remember the general rule about the relationship between interest rates, maturity and volatility.. Here is the rule: " ...As interest rates move, bond prices do not move by equal amounts, The longer a bond's maturity, the faster the bond's...

Double bubble to follow Greenspan's dot-com fiasco... http://www.taipeitimes.com/News/edit/archives/2003/07/17/2003059775 Credit bubble bulletin, "Amazing Times"... http://www.prudentbear.com/creditbubblebulletin.asp

Whamo, it should work, I have the same version (7/10) ...try locking both "Lock Studies" and "Lock Lines" and then change your time frame..