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Parrondo's Paradox perfectly explains an offshore money laundering syndicate. Portfolio A loses Continuously, While Portfolio B Gains = Money comes out the other side clean, and mildly profitable. Doubtful that it works in the real world, but who knows

de facto it means interest rates are going to have to go higher.... if the GSE's can't fund mortgages who else will?

All the accessible trading capital you have X .03 divided by your risk your risk = (3 * atr(10) ) .. this is your stop amount the volatility of your contract in points Convert this number into dollars by remembering how many dollars per point your contract has. your # of...

Schwager I wager must have had a margin call :) Don't get me wrong, I loved his books, but rereleasing them? He has a bunch of them in part now resold as audio books too....

30000 people have access to them via Bloomberg. I have one of his books- was never able to turn his work into something profitable....

The surprising part is that no one selling volatility has blown up quite yet!

somebody did. Don't you look at the M3?

Daal, it's actually June 30th data - 13F filings are dailying by a time period... so you have a point.

http://www.sec.gov/Archives/edgar/data/1326533/000095015908001228/0000950159-08-001228.txt Ok, so losing 38% on $995 million in equities does not lead to a 38% drawdown on $9 billion.... Just to clarify...

palladium...

Haha is right - whatever happened to their Montreal office?

Check out Satyajit Das- His book "Trader's Guns and Money" was excellent (a down to earth insiders guide on derivatives bullshit at various banks he worked at over the years) so I assume he is a competent teacher of derivatives. His other books are more academic... And in general, his...

Citadel buys and sells alot of options.

I don't think that it's necessary to register with the SEC if you are selling a newsletter. However, if you write reports working for an investment bank or the like, and are an employee, usually you need a minimal license like the series 7, 63, or 65 to be kosher with the SEC.

multiplying the # of contracts by their tick value would give you a trade value for how many dollars the point move is on average....

Ya they've made 20%+ a year with 30 billion but some grunt on ET expects to be spoon-fed their strategies. Renaissance is even quieter- the mice in long island make more noise.

www.collective2.com My experience was that posting trades on this site was a pain in the ass - so I stopped. trades are either free or paid... some people blow out trading options or futures, other have longer term success. It is probably worth it though for a rank amateur or even...

Things you can research: goto www.deshaw.com see the description of their strategy. research peter muller at Morgan Stanley - the founder of process driven trading. Look into information propagation. Books- How I became a quant- Schacter Calculated Bets - Skiena...

Chaos- see my PM

Don't you read Adam Feuerstein? The best free articles at thestreet.com Totally unbiased he is... Its a dud, its a dud, its a dud. If it talks like a dud, and walks like a dud, its a dud. PS... if you are long, you will likely lose in the option premium because the FDA is...