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I don't know if there are any retail calculators that will calculate weekend theta. If you need that kind of precision, you should probably write your own. FWIW - I don't worry about weekend theta and I use 256 day count convention.

I take it you support trump's comments?

If it's calculating theta the way you described it's an incredibly crappy model and definitely should not be used. It's okay to ascribe no theta to a weekend. It's better to ascribe some. But it's not okay to ascribe a full trading day.

Did they steal the plane or something?

Only if you are a citizen in the Eurozone I believe. US Citizens can't trade them. :(

Balance sheet: if you buy an 50 strike call for $1 (spot = 50), you use $1 of balance sheet. If you buy a put for $1 and and a share of stock, you use $51 of balance sheet. Notional values are the same. Risk is the same. How do funds typically account for derivatives on their books? When I...

For risk management. But how do they compare to the balance sheet usage. That would either be margin or notional or something. Would Point72 call their option premiums as their capital, notional, or some risk management metric (like 50x 99% VaR)?

How would a fund calculate leverage on a volatility strategy which is balance sheet intensive but not as risk intensive?

In the case of blue crest it sounds like they converted investor capital to borrowed capital. I thought it was interesting because my impression is that at the "Pod" firms, they would allocate say 200mm to a PM but it was rare that PM ever used a significant portion of that.

https://www.bloomberg.com/news/articles/2018-01-08/cohen-point72-s-reveals-high-leverage-as-firm-recruits-new-money https://www.bloomberg.com/news/articles/2018-01-04/michael-platt-s-bluecrest-said-to-gain-54-in-blockbuster-year Both Bluecrest and Point72 were hedgefunds that converted to...

Maybe now trump will now abandon his racism.

WAS. I thought I read somewhere that he gave up on all that stuff long ago.

Anthem was much shorter and more science-fiction-y. I was a wanna be philosopher in highschool. I read a lot of her non-fiction essays as well and I agree with you.

He's the architect who rapes the heroine in Fountainhead (I still don't get how Ayn Rand justified that). Anthem was a fun book. Especially as I was entering my "Rush" phase.

Cut him some slack. Every highschool wannabe philosopher dreams of being Howard Roark.

Two things W did really well: handle 911 and tarp. I had (through 2 degrees of separation) an inside look at what was going on at the fed. It was really bad. Pretty much the only two banks that had any chance of surviving were JPM and WFC. Tarp was all paid back in full. Operation twist on the...

You really think trump would have pushed birtherism if obama was white? Did he question anyone else's birthright?

Certainly you understand causation, correlation, and autocorrelation.

The train incident is clearly an attempted hate crime. There is nothing to suggest this incident is a hate crime other than the fact that the perpetrator is Muslim (and in your world view all Muslims are terrorists).

Should the news services have mentioned everything else he didn't say? How do you know he didn't say, "I am doing this because I love Trump!" There are many crimes committed in the USA. You are singling out one only because it's a muslim perpetrator (and only because it's a muslim perpetrator).