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Martinghoul so you're saying buying the 10yr ----> 30yr ---> = risk aversion?

I would suggest going into a "normal" career outside of investing/trading.

I say now is a great time to find a long volatility fund and make a purchase of such fund to get uncorrelated alpha. Most are for high-net worth folks, but you might be able to synthesize this with some etfs risk based assets - VIX, treasury calls, etc. To facilitate this you should also...

I thought they tried that in Russia - ill people would get to visit Crimea...

I googled around. Since you're not investing their money directly, it shouldn't be a problem for an "investment letter" But I would set up a page like this guys: http://www.alphaprofit.com/investment-newsletter-disclosure.html

All the talk about drug failures and empty shelves in drug labs has been forgotten. The healthcare gambit hides this reality. Only some well capitalized bond shorters know that the overleveraged mergers will lead to bond sell-offs in the next 12-18 mths. To answer your question, of course...

I've read this book. Its funny how this technique or strategy as the author likes to think of it is powdered throughout the book. things this book does not do: I have yet to find a book that tells people to roll into and out of their trades, using multiple strikes in order to get a decent...

Ya i get fundamental data from yahoo that gets automatically downloaded into amibroker by way of amiquote. Its current though. No historical. There are services out there that let you backtest fundamentals. www.portfolio123.com Something like this has good returns, but too much...

It's funny though, you take a run of the mill investor/trader with no big trades or big home runs to speak of, but since the credit crisis he's turned megatrader courtesy Goldman's need to be discreet. I guess it's what you would call an "inconvenient truth"

Were you sniffing gasoline for 3 years while trading options too?

mizhael, maybe you ask the author out for a date.

This french guy is a phD and rocket scientist I believe. His structured finance book on Amazon has 5 stars. It appears that he has never lived in a car, while at least one of the folks at CNBC can't say that.

for that open interest at that strike, it would be a total of $14 million in pain for some fund or trading firm.

maybe they have a different estimate of volatility? Or they fund their trade in a non-usd currency? No clue, but these could be reasons or issues to consider

Aside from 3-4 real HFT firms out there, it seems this is the latest codeword for fleecing people. We are a group of HFT traders etc. Before they were liquidity providers, and before that prop trader and before that daytraders, and before that arbitrageurs...

You could allocate according to some Market signal, or a group of signals in combination to allocate. A complete allocation strategy should address these issues: Timeframes - what is your exposure in various timeframes Event Risk - exposure to single events, sector events, and Market...

Ask them how they deposit their risk.

The backdrop for global macro / fx trading in Europe has been these convergence trades... they supplied the capital to fuel this thing. Except instead, they turned into Conned and Vengeance trades. Where do you think this liquidity has slipped away off into the night towards? It's a...

It's worse than that. Read David Rosenberg. The vast majority of it is through financial/banking sector rewriting the vaue of their "assets".

in google news, typing inflation gets you 19,000 hits right now. Type in deflation, you get 2,560 hits. To me, deflation as a trade is the better one to make.