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You are aware of : GSAA Home Equity Trust 2007-2 Series 2007-2 Rating Class CUSIP To From AF3 3622EUAC0 BBB+ AAA/Watch Neg AF4B 3622EUAV8 BBB AAA/Watch Neg AF5B 3622EUAW6 BBB- AAA/Watch Neg AF6B 3622EUAG1 BBB- AAA/Watch Neg Source : "AAA" rating agency S&P...

Tell me more....

No, it doesn´t sound hubris. I know a couple of managers beating 99.9 % of the hedge fund industry in 2008...

Investors must complete or "settle" their security transactions within three business days. This settlement cycle is known as "T+3," shorthand for "trade date plus three days." T+3 means that when you buy a security, your payment must be received by your brokerage firm no later than three...

Weber Says ECB Could Offer Banks Longer-Term Loans European Central Bank council member Axel Weber said the bank will lower interest rates again and may extend the maturities of its loans to banks to push down long- term borrowing costs. The ECB still has “room to maneuver” on...

Currency movements play an important role in the overall performance of FDAX. You should implement a "curreny mulitiplier" into any kind of "correlation" trading...

"Capital-market activity is a bright spot...while consumer credit appears to be deteriorating by the day," wrote Goldman Sachs equity analyst Richard Ramsden in a client note last week, in which he put Morgan Stanley on the firm's Conviction Buy List. Hum...lately not a good idea to follow...

I have not acces to the 2009 figures...maybe someone may help out ?

Industrial production in the euro zone continued to tumble in January, posting a 3.5% decline from December and dropping 17.3% from the level seen in January 2008, the statistical agency Eurostat reported Friday. Economists had expected a 4% monthly decline but a 15.5% year-on-year fall.

I agree. It´s open to debate. Anyway, just my observation with regards to the last expiration dates...

.... "You see exceptionally bright guys who set up arb strategies," says Shulman. "And whether it's political risks or short squeezes, those parameters blow up and it's a tough place to be." Even in ordinary times without government bailouts and unexpected events, when too many funds are...

Now, we know...:)

http://online.barrons.com/article/SB123739146137172035.html

Abstract: This paper exploits the 1990 change in capital adequacy regulations to construct more powerful tests of capital and earnings management effects on bank loan loss provisions. We find strong support for the hypothesis that loan loss provisions are used for capital management. We...

A $639m (£440m) London hedge fund collapsed on Thursday night after the discovery that the main asset of Weavering Capital’s flagship fund was a $637m derivatives trade with an offshore company controlled by the fund’s founder and chief executive. Weavering Capital called in...

LOL ! :D

www.rtsgroup.de offers RTD Tango. RTD Tango is our high-performance, event-based algorithmic trading system that empowers users to quickly code, test and deploy thousands of trading strategies simultaneously. It is a multi-asset, multi-exchange solution, tailored to handle the most...

In the last couple of expiration we ran into the strike prices with the highest PUT open interest... http://www.marketwatch.com/tools/quotes/options1.asp?symb=SPY&sid=9864

Two choices : margin/equity ratio approach or volatility based approach. Usually maximum 30 % margin / equity ratio, 2 % max. intraday stop loss. Margin = Initial / Maintanance margin. Define "algorithmic trading platform"...

240 min SMA 780.50. Big fight. :)