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lol

Okay no problem. I agree no retail traders are doing any real arbs.

He retired from baseball long before the roids scandles and he's basically admitted he used them. He's also been burried like a dead dog in the market. His whole strategy was to buy dseep calls on stocks he picked. It worked well in the bull market of 2003 to 2007.

The S and P futures are arbed all day long each firm has its own matrix for replicating the cash and buy / sell programs are huge and linked to the futures cash differential. Its also useful in knowing what the futures mean before the markets open.

Its not a stupid number. Since the futures are an arb for the cash and the futures dont close untill 4:15 while the cash closes at 4:00 there is always a differential between the cash and futures over night. The fair value also includes the differential in the cost to carry each night which is a...

Fair value is a number which is claculated each day its not a CNBC stat. Sorry I dont recall what it was for todays opening

It’s not just the conversion / reversal that are always in line. FRO is an interesting example since they have a large dividend and recently that was compounded by a special dividend where the strikes wee NOT adjusted to reflect it. You’ll notice on x div day and sometimes the day before the...

Every dividend arb is done to the nth degree by mm's who transaction costs are fractions of what a retail trader would have to pay in order to get into the pool of short calls which might go unexercised. I was kidding with that other post about the clown on yahoo but this is getting to be a...

Where is our buddy on yahoo that just buys the stock to collect the dividend because he says the stocks always go back up in a few days especially when they're reasonably valued healthy companies LOL. He says its right out of his hedge fund play book.

WHat kind of firm hired you with no experience for a position a couple months down the road?

LOL

its not worth talking about because there is no dividend that slips by the hundreds and hundreds of market making firms. He cant tell you because it does not exist.

There is more liquidity in the currency market then you cluld ever need and the width of the market depends on who you use not the whole market

Which assumptions do you believe I made?

why is it that people who know nothing about program trading always believe that big moves are created by buy or sell programs? Also, that its just the flip of a switch and all the "big guys" work together to move the market up and then back.

Highest for the shortest term closest to the money option. Gamma can also change quickly. Google it

They're not the first ones to tell clients those stocks are crap so a lot of that is priced into the puts. You'll be paying top top dollar/implied volatility for those already.

Obviously they are bad data points

ROTFLMAO now thats a funny post THANKS!

There is no corrilation based on 45 minutes of trading LOL