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  1. I

    IV skews and earning related option strategies

    long front month , short back
  2. I

    The New Math: Quantitative hedge funds are pressing into new realms of science

    What industry’s geniuses failing to understand is that most of their profits came from illegal gimmicks such as inside info , front running , late trading ..etc , etc
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    the NAV of an ETF and its holdings

    http://www.etfconnect.com/
  4. I

    oil ETFs

    http://seekingalpha.com/article/68064-a … h-oil-etfs
  5. I

    Socialization of risk. Privatization of reward

    I agree , brilliant statement
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    he's banned lot others for less,

    So you ARE a Mongolian? Now your obsession about Tugrik / US pair makes perfect sense :p
  7. I

    Thoughts about my VIX trade

    my , oh my as the man said...tonight ...Ich Bin Ein "Berliner"
  8. I

    Markets (options) efficiency

    Sum of all nominals was 55k. Margins on one short atm straddle is around 17k.
  9. I

    Markets (options) efficiency

    week end 3/14 Starting total premium = 6084$ (intrinsic = zero) Current total premium = 5683$ (intrinsic = 5086) -7%
  10. I

    If this rally fails...

    poll : who will pre-warn after close ?
  11. I

    The Implications Of Schindler and VN

    ahhh..new name..daily updates…benchmarks http://www.schindlertrading.com/index.php?page=performance
  12. I

    No-Risk-of-Capital Trading Strategies

    It’s practically the same ; you just have to read between the lines and use a bit of imagination :D
  13. I

    No-Risk-of-Capital Trading Strategies

    Atty , this is just not cool. U promised me to keep it secret. This was the last time I shared arb trade with you. Read and weep
  14. I

    Markets (options) efficiency

    reskfree , one should not make a lot of these simple stats… 1300 stocks One month only It is what it is I personally couldn’t care less what the final results are.
  15. I

    Markets (options) efficiency

    Thanks , Preval There are a lot of tricks to go around 20Y testing. You can create your own “expiration” within the same month by shifting start-end day by one ( 20th to 20th , 21 to 21 , 22-22 …). Then you get 30 results in one month. Also, markets efficiencies (or not) should work the...
  16. I

    Markets (options) efficiency

    week end 3/7 Starting total premium = 6084$ (intrinsic = zero) Current total premium = 5702$ (intrinsic = 4297) -6%
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    If your brokerage is the counterparty to your trades...

    DD2 , don’t waste your time on him ; he is an angry troll
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    Naked put... eats like a mouse, sh!t like an elephant

    Riskfree , you are one hard working dude , lol , I’ll give you that. Just drop “arbitrage” and “risk free” words from your posts and we’ll be OK. Go get ‘em :)
  19. I

    options mentoring

    Strongly disagree; I have it exactly opposite :D
  20. I

    Markets (options) efficiency

    week end 2/29 Starting total premium = 6084$ (intrinsic = zero) Current total premium = 5638$ (intrinsic = 2911) -7%
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