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  1. P

    For Options Gurus and Experts

    Assume that you perfectly know what is the AVERAGE real return of a stock, say 1% monthly. But you don' t know what will be the distibution of the future outcomes (you assume they are lognormal). Is it possible to capitalize this knowledge with options trading? For example: manager A...
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    Sell short microcap stocks

    How much margin is required? Assume I have $50000 in my account and want to short 100000 share of a 0.1 penny stock, how much will ib charge for? tnx P.
  3. P

    Sell short microcap stocks

    Hi guys, is it possible to sell short microcaps and penny stocks? And if so, which brokers allow this? tnx P.
  4. P

    Hedge Fund Book

    Question: is it possible to sell short OTCBB penny shares?
  5. P

    Vanilla Option brokers

    I trade successfully fx options with Saxo from Jan 2005 (dubled my money in less than 2 years), however spreads are large compared to big investments banks. If you don't have the amount to go with big banks (minimum acc. is $250000) try with a retail broker. You will be profitable only if you...
  6. P

    the relation between currency futures and spot fx quotes?

    you can look at swap prices of similar maturity
  7. P

    the relation between currency futures and spot fx quotes?

    Use excel future=1/(spot*exp((jpy rate-usd rate)*maturity of future in years)) note: jpy and usd rates are the market consensus at maturity
  8. P

    Profitable Ideas on Carry Trades

    If you have a long position in USD/CHF and a long one in GBP/USD for the same amount then you have an outright long position in GBP/CHF.
  9. P

    CSI Correlation Reports

    I'm wondering if anyone has tried it Any thought?
  10. P

    Options : zero sum game

    You forgot delta trading. You can always replicate option p/l using underlyng.
  11. P

    Which is the last trading day of Sep. 10 year T-Note?

    I guess 23 Sept., but it could be 21 Sept. I find this statement not very clear: "Seventh business day preceding the last business day of the delivery month" I'm not a native english speaker. However thanks for your help. P. :)
  12. P

    Which is the last trading day of Sep. 10 year T-Note?

    ? Thanks :)
  13. P

    USD/JPY * EUR/USD = EUR/JPY always?

    Forget doing this with a retail broker. Don't waste your time, 3 currency arbitrage is not available for standard traders.
  14. P

    USD/JPY * EUR/USD = EUR/JPY always?

    If you can exchange 1 dollar for 100 Yen and 1 dollar for 2 Euros, than you can argue that 1 Euro can be exchanged for 50 Yen.
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    UBS FX Option Trader

    Is there anyone using UBS to trade fx options? I see on their demo that when you buy/sell you delta hedge your position, i suppose to reduce exposure. Is this a common feature in fx option trading? Is it possible to trade non standard expiries (eg today Jun 17 can I buy 1,000,000 eurusd call...
  16. P

    Eurostoxx Index - Need symbol

    DEX1!
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