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No clown, the HOD on those puts occurred well before you posted the trade. The HOD on those puts occurred near the open on the 9th, while your trade was at the close. You immediately took 6 points in heat.

OIC. My calculator only supports 12 digits, so mebbe I'll have to buy a 12C so that I can calculate TU's R/R ratios.

Status of your short EURJPY risk-reward please? You were down nearly 400 pips as of this morning. How's that one impacting your stats? How does it rank on your "theoretical payoff" rank? Excellent?

lol you literally called the low print on the stock.

It would help if the author didn't mangle the spelling of "Cooperman" I avoided watching it until now, but his "100% correlation" failed. He specifically mentions the 30Y Treasury and implies shorting. This call was laughably bad. "When does a bond buyer say... I don't want to loan money...

The $500k a year in sub fees won't last if the guy is not on the record. Even assuming he's in cash due to microstructure (not being able to move his size in PCLN, for example); who cares as long as he calls the entry and exit in real-time? The chatroom guys aren't going to have issues with...

Not if they're a MMing operation. I don't really know the regs as the only desk experience I have is a long time ago and OTC.

Look at how many times it's happened. Barings was a one-off bc they were a tier 3 firm with one guy controlling trading and settlements. Kerviel (SocGen) and Obojungjbokoulu from UBS were little guys on D1 desks. Taylor was one of ten on the desk. This was easier to accomplish as the guy had...

Ya. Assuming that ES was ~1400 or so it equates to 115k contracts. $8B/$70k (notional value of one ES fut) = 115k. $1.4-1.5MM per tick.

Barring the fact that OH should be a DMZ... that group looked like escapees from Bellevue. They're pissed that Welfare bennies have "deteriorated." The older white lady could barely finish a sentence.

Harbinger is eurotrash, so he doesn't get a vote.

Mods, please delete the above. lol.

You're my hero, too. Mostly because you're named after a car you've never had, the Chaos bc it sounds so f*cking cool, and bc you try so hard to be dramatic. That's so cool. Also, bc focus is all it takes, not edge. You mean focus as in concentration, not the Ford, right? Cool.

Ugh.

I am not questioning his veracity. He didn't talk about the back months until later. I agree with gills that there may be some residual vol leading into the Fed; cash traders refusing to mark to theta and thereby ramping up vol in the wings on the cash calc.

What ratio? Condor (1:1 across)?

Dude, I understand it. He can consider it a hedge against long the deferred, but that's not the point. He was talking short dec/jan and made no contextual comment until we asked why, and then it's, "Oh I am long the back month." Regardless, don't argue for the merits of a spread while ignoring...

I consider it Sep and you're trading into XMAS. Good luck.