Search results

No you misread it. The NG trade was an example of such a mispricing. We are talking spot price of 14 USD and a 400 USD premium paid for 35 strikes.

I'm talking about writing them.

Sorry. Can you explain further please?

I do not get it. The ES has very deep liquidity and a directional bias. (bull market vs bear market). Starts of bull markets tend to be easy to determine if you look at the right sentiment indicators (i.e. dumb money). In forex, there is no steady long term trend to base your day trading on...

Back in 2008, selling natural gas (NG) call options at a strike around $35 would have yielded $400 in premium. Any more recent examples such as this (or current)?

That DD is actually pretty low relative to average month returns. Not bad. Check out this hedgy: http://ljmpartners.com/english/history.php

I was talking about after the gap occurs. After the market has been upset...

Is anybody here taking advantage of large overnight gaps to trade volatility, etc? How efficiently priced are options under these circumstances? Is a true edge to be gained here?

You know a women... There are always exceptions to the rule, so what?

There are certainly plenty of them around. Many young men have had their ball sack removed, to ensure that they would never challenge a female's crap... great little system these bitches have created for themselves... it's a win-win.

says it all..... http://problemwithwomentoday.blogspot.com/

J-Law, thank you for your thoughtful post. Interestingly, Taleb's own black swan insurance fund was closed a few years after some crappy returns. Although it isn't a market law, if a major crash (black swan) occurs, the market tends to be oversold to such an extent that a second one is...

What does Kant's book have anything to do with this question?

Get your spamming crap off my thread...

this guy actually made some sense (hotter chicks too): http://www.dukascopy.com/swiss/english/contests/fx_trading_award/monthly-fx-trading-award/winnerDecember/

http://www.dukascopy.com/swiss/english/contests/fx_trading_award/monthly-fx-trading-award/winnerJune/ Do these traders have edges that can last?

Madoff was "slow and steady" :)

Is there any option writing HF out there that does not use a kamikaze strategy?

Are there any good resources on trading volatility for FX? How liquid is the futures option market for the EUR/USD?

Here is a hedge fund that sells saddles on the S&P 500 and has done fairly well. The manager even states in an interview with Active Trader Magazine that he believes the market to be efficiently priced. http://ljmpartners.com/english/history.php If so, what if anything is his edge...