Search results

I agree, HF performance is very interesting. But <i>good </i> research in the area, that uses the appropriate structural form with minimal assumptions, is lacking. An east coast research university.

Surf, I appreciate your prompt interest in current research topics. I can only disclose so much on the details because that paper is in preliminary states and is not published or forthcoming, yet. Although I sincerely doubt the authors would object to me marketing their work for them, I cannot...

Ok, that makes sense. Thanks! Give microstructure (or me :)) several years before it changes the microstructural problems in the FX market. Good to see your journal is back and happenin, ET-style. Good luck with your trades, and as always, <i> I </i> will see <i> YOU </i> and your fat...

This is actually very interesting. IF and only IF, I understood it correctly it means: If, prices are a function of margin structure, then you are capturing the ‘leverage effect’. For FX this means: --> a decrease in depreciation increases volatility, which should move prices...

Surfinator, no stops? or was the short signal so clear you just made an early entry? are you shorting more at a higher value now? good luck, surf :) PS. when do stop losses really stop losses?

LOL!

cute kid. i noticed you're getting your son ready for trading... i see he's playing with a stress ball :)

i'm surprised you allow H to wear a hat that says lexus and not range rover!!

At first I thought it was the RR I didn't like... thought it was too bumpy, tossed me around too much... ...now I wonder if it's the RR I don't like or just YOUR DRIVING :D hmmm...

Here is the order of annalandliking: 1. Fat fingers :) 2. Older Prez 3. Franck Muller 7000cc 4. Yellow strap 5. crazy numbers/colors 6. diving 7. Yellow gold

Surfinator, I think it’s time to start reposting your DJIA channels along with your long and short positions for outbreaks of 3 minutes or more. ET (at least for me) feels empty without your anti-TA surfilicious reports and market commentary. Don’t worry Magna; I’ll keep the rub reports...

Anyone trading other bonds, besides treasury futures - ie. corp bonds, bond options? thanks, anna

http://www.washingtonpost.com/wp-srv/national/daily/nov98/nazicars30.htm Also, Henry Ford made some 'interesting' publications in <i>The Dearborn Independent</i>, which you can read about here: http://en.wikipedia.org/wiki/Henry_Ford or search for "The International Jew, the World's...

Revenge of the Nerds! :) haha

I was in a quant program and we used Hull’s 6th Edition. I give it the annaland-two-thumbs-up :)

is that the same as jews for jesus?

3 websites, 1 book and 3 people, but I got it! Thanks :)

I'm confused again. You bought a call with strike 100, so if the price at expiration is >100, how is that your max loss?

Thanks, that makes sense! :) Also, i think the 95 call should be covered because if not, you're screwed if the 95 < stock price at expiration < 100?

I understand the bear spread, you buy a put(call) with a higher strike price and sell another put(call) with a lower strike. This limits your upside profit and risk, but I don’t understand how time is working for you? :)