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    IB down

    chunking along here no problem... market keeps going up if you were wondering...
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    Did you get your MBA?

    Got mine 12 years ago from London Busness School -- top 10 worldwide from what I remember. Resulted in an immediate doubling of salary and a faster career track. Of course, they "only" cost $20K in tuition at a private school back then. Back in the day consulting firms would offer 1 year's...
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    futures flat ... all 3 major indices bumping into 10dma overhead

    jeez... who'da thought they'd run it up again at the end of the quarter. :)
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    Psychopaths?

    LONDON (Reuters) - "Wanted: psychopaths to make a killing in the markets". ADVERTISEMENT Such an advert will not be appearing in the world's newspapers any time soon, but it may have a ring of truth after research revealed the best wheeler-dealers could well be "functional psychopaths". A...
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    Smacking the ER2

    not as bad as Friday...what a mess that was. :)
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    hedge fund crisis brewing ?

    The Globe and Mail reports that an Ontario hedge fund manager who faces fraud allegations in the United States has been sent a $208-million (U.S.) claim on behalf of a group of investors. Paul Eustace, who lives with his family in Oakville, Ont., ran Philadelphia Alternative Asset Management...
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    hedge fund crisis brewing ?

    Portus Still Under the Microscope posted on Tuesday 6 Sep 2005 08:49 BST From GlobeandMail.com, Canada - see full story The Globe and Mail reports another twist in the tale for embattled hedge fund company Portus Alternative Asset Management Inc. - new allegations that the company...
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    Option replication and exotics journal

    duh! an option...
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    Option replication and exotics journal

    Hey riskarb, A quick question on this one. The payout -- win or lose -- is $100K? So, if it touches you are out an additional $55,600 or $100K?
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    hedge fund crisis brewing ?

    Event Driven: Olea Capital Also to Shut Down posted on Tuesday 6 Sep 2005 08:57 BST From Times Online - see full story The Times reports another failure in the hedge fund world - the closure of a global macro fund worth $450 million. Later this month, due to a number of large...
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    Nothing will bring this market down..................................................

    The most ridiculous thing I see today is that the Russell 2000 is up .75% while the rest of the equities markets are down. This is my slack time musing for the day. Be interesting to see how the indices line up at the close though...
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    Option replication and exotics journal

    I haven't looked at the journal in awhile and am just paging through it now. Just a quick comment, I can see that your return curve is volatile. Of course, on a $5M account there is not much overall volatility and I guess that's what makes it tick -- as long as the overall slope is...
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    Finally the pm rallies are over !!!

    EOH (hurricane) Rally :)
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    Oil Getting Crushed...

    Nice move there...
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    Futures Contracts Position Sizing

    My thoughts: 1) That depends on the type of trading system, it's metrics, and the trader's risk tolerance. There isn't a hard and fast answer to the question as it is phrased. The thing to remember is that you are using a great deal of leverage and leverage is a two way street. So, you need...
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    Futures Contracts Position Sizing

    The max loss on futures is the value of the contract. Of course, the market would be the least of your problems if anything like that occurred. If a futures contract drops 10% you are out 10% of the actual contract value not the amount you put in to maintain the position. So, Es is at 1212...
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    Finally the pm rallies are over !!!

    Much of this is probably options related as people square up positions... Just my $.02 but I would be surprised if we saw sizable directional motion before Monday
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    Iwm

    Does anyone know how IWM is priced relative to the ER2? It looks like something close to 1:10 but it is not exactly so... I'm trying to understand it for hedging purposes. Thanks to anyone who can explain...
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    Tradestation 8.1 Miscalulates Buying Power, Margin Calls may result

    Thanks. It wasn't a well formed question but you answered it well.
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