Search results

The question is how do you sell implied disrespect? Disrespect swaps?:D

http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253

You posed two questions: 1) "is there any Japanese version of VIX contract???" and 2) "perfect opportunity to sell vol, but the question is how." You've been given the the Japanese version of the VIX index as well as a method to sell volatility. It seems the problem is with how you've...

Is that the book that has the excerpt about NYMEX management's trip to Dubai? If so, totally ridiculous, and I'd imagine there's probably some great stories in there.

Thanks, Don, this is a good distinction to make and will be sure to look for firms with strong balance sheets. Separately, why are you always fighting with that Maverick character? What do you reallyyy think of him?

I've not used tradestation or reuters fundamental data - but it seems like it could be worth a call to tradestation. Presumably you could create a scanner from this. My 2c. Links: http://www.tradestation.com/brokerage/market_data.shtm...

Risk/Reward - takes two seconds to post, why take the chance:D

Ha, you pay 10K for the interview? Good luck, you'll need it.

Fat tails - must be a blowup waiting to happen, or is it?

Saw this yesterday and thought it was pretty entertaining. Matt Damon is himself (generally good) and the movie is worth watching just for Emily Blunt (to put it bluntly). Also thought it was pretty cool how the 'agents' could forecast people's life paths - reminded me of people trying to...

According to the paper Martinghoul posted the consensus seems to be the trade is pretty fairly priced. The edge doesn't come from the trade itself but being able to provide a market for large orders with edge (as in the example given). "So, if you have the likes of Allianz and AIG asking you...

Nope, I was not, in fact, aware - DK that.:eek:

Dear Blake - nobody gives a shit about your opinion either.:D ...ironic that he'd even sit for the interview.

BOAMLCW - I see they're still having a branding crisis. What a mess.

NM

I'm not sure I'm necessarily in disagreement with you. Regardless, that's why I said "at a higher frequency". Seems to me there are only a few, qualified people who have the correct information (i.e. earnings). These are presumably released as soon as they're ready. I'm sure there are...

Is this not the point of the rules in the first place - companies want the correct information to be released when it is ready? If we got rid of that rule, information that's conceivably incorrect could reach the market at a higher frequency than is perhaps going on at the moment. ...imo...

...this assumes there's enough volatility for the wind to get you sufficiently close to or on land - otherwise it's a pointless argument. We also have to assume you can sail and manage to not drown in the process - there are plenty of other risks to mitigate. ...catch my drift?

It has nothing to do with the size of the range it has to do with the returns distribution - it's probability theory. "sjfan" tried to explain this to you at the beginning of the thread and if you had even googled martingale or probability theory at that point, you would've realized how it...

Martingale implies a strict formulation for doubling your bet on each new bet after a loss - averaging down is arbitrarily purchasing more units after a loss, it can be done in any ratio. ...as has been said, many times, this is a losing proposition unless you have positive expectation. If...