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3.3% return for undertaking unlimited risk. Bravo. Unusual math you're using. 8 of my 42 posts were on this thread at your last response, or less than 20% of my posts to date. I can see from your mathematical prowess that you're a force to be reckoned with.

Yes, as were Bernie Madoff's returns. My guess is that you're an outright fraud as well, simply playing with microscopic stakes.

That you are, as we say, "les imcompetent" I guarantee that your absurd sale for peanuts wouldn't pass muster by any bank's risk manager, let alone any legitimate fund. You would be shown the door if the order was attempted. Nobody of any repute sells naked index volatility for <3.

I used 14k USD as the requirement. Since you've questioned it, what is the correct OCC requirement for the 900C? Wait a minute, you're up 5% year to date? Mate, I am alerting the Financial Times to stop the presses.

Please continue. You can't write fiction this compelling. Would you please give thought to trading the CDS markets?

"b. rowshan strongly feels that the Jan 900 calls are a safe sell." Are, present tense Were, past tense Are you that insecure in your trading abilities that you're content with 1 1/2 SPX points? Let's assume you are correct, what have you won? 1% return on margin.

Return on margin of 0,20% on those fat 900 calls!

You think so? The calls that are trading at 30 cents? They're a sale, are they?

TOS was marginally profitable due to their back-office structure. AMTD can't make it work at anything close to it's current commission schedules. Futures will not be offered, and they are dropping the white-label forex offering. It's more than a rumor, but I've said too much already.

I have heard rumors that while they will keep the platform as "Ameritrade Pro" they will raise commissions to meet AMTD retail fees.

Regarding the SP/ES futures arbitrage. The prop traders at Quad are probably the most successful buy-side players in that arbitrage and it's been traded flat. SUSQ and Jane St are also heavy players. The banks and boys at Quad aren't handing this putz a dime. It's obvious why Levin is...

Oh yes, you are Larry Levin! I just turned on CNBC, but you're nowhere to be found! I can see why you like these exclaimation points! They are very effective! Are you planning to bid on those rims!? Let me know! I will book a flight out of Heathrow as soon as I click the submit reply button!

So, you scour the web looking for pics of other people's cars in an effort to impress some clowns on an internet BB whom you hold in ill-regard? Then you proceed to search ebay for some ghetto bling once you're caught in an absurd lie? Is that about right? Ooooh, consider me a believer...

Wow, you and Mr Gomez own identical pictures of that 2006 BMW 645. Bgomez91's picture: http://s195.photobucket.com/albums/z124/bgomez91/?action=view&current=06bmw645b1so3.jpg Picture supplied by Larry Levin: http://img161.imageshack.us/img161/8783/06bmw645b1so3.jpg

I'd like to read your wiki citations. I am published in mathematical physics and statistical mechanics. It's always nice to read a colleague's work.

http://www.amazon.com/How-File-Chapter-7-Bankruptcy/dp/141330897X/ref=pd_bbs_sr_2?ie=UTF8&s=books&qid=1230573270&sr=8-2

I ran across Mr. Izenstark-Leeb in London at a buy-side conference. Very annoying. Mr. Leeb was charged with fraud in the early 90s.

Calendar spreads, calendar butterflies and rolls in CL options carry futures-calendar risks. This does not in any way refute Black Scholes. It's simply another risk to price. If you're long the Feb-Mar 50 call calendar you would hedge a portion of your futures risk in shorting the Feb-Mar...

So option buyers and offensive strategies are advantaged due to complexity? I am still unclear on where this apparent complexity arises. Options on futures expire prior to the futures for which they are marked. Please, let's end this with your admission that you are simply talking out of your...