Search results

  1. M

    Making Money is Easy

    No electricity either, I heard...
  2. M

    Making Money is Easy

    We just crossed the strike... What's the plan?
  3. M

    VRX - time to buy ?

    Well, there you 'ave it...
  4. M

    What is going on with treasury futures?

    10-yr note yield sure as hell did NOT go up on Friday... It did the exact opposite, in fact.
  5. M

    Basic Questions on IV

    For basic topics, probably Hull, Natenberg, etc etc. For more sexy stuff, Euan Sinclair's books are the bee's knees and the dog's bollocks both.
  6. M

    Basic Questions on IV

    You should read some books... You may find some food for thought and get some sense of how to go about obtaining answers to your questions.
  7. M

    How do actively managed funds beat the index despite being closely correlated to it?

    It's not leverage, in the conventional sense of the word. The index is the benchmark, which is why there's broad correlation. However, the fund also seems like it's been able to outperform its benchmark. Whether this is due to manager skill, extra factor risk or otherwise is unclear. One...
  8. M

    10 Years Treasury options data

    I am reasonably sure that CME sells historical data.
  9. M

    Say hello to "smart beta", and goodbye to "hedge funds"

    I thought we were actually saying good bye to both? http://www.barrons.com/articles/smart-investors-should-avoid-smart-beta-1460174744
  10. M

    G7 has found the tools for Global Economic Growth

    Consumption isn't always good and saving isn't always bad, even to economists and governments, as well as individuals. Economic growth doesn't have to be based on consumption. It can be based on investment, like it's been the case in China for a few decades. It's always about the right...
  11. M

    Selling delta 3-5 ES Puts with 40-57 days left

    FWIW, Maverick is, of course, correct in pretty much everything related to the concept of "edge".
  12. M

    Important energy reports

    You thought wrong, senor... I've never done credit, but I do inflation, which is why I follow all the crude noise.
  13. M

    Important energy reports

    Well, that's a very tricky question... Let me put it this way: when things were less clear, it used to be more meaningful than it is now, when it's basically scraping the bottom of the barrel. Maybe it will become more meaningful again when/if it starts rising.
  14. M

    Important energy reports

    API stats are almost as important as the EIA ones nowadays... The only other regular one that I can think of is the Baker Hughes rig count, which comes out on Fridays.
  15. M

    Trading or Investing Instruments That Yield 100%+ Per Year On Large Capital?

    100% nominal returns? Easy, Venezuelan equities will give you that and more, with some regularity. Not sure how much you can invest, but 50 - 100mil should be doable. There are some little things you might not like, such as getting paid in bolivars, but why worry about insignificant details...
  16. M

    Maximum Amount Useable to Sell Put Options?

    In theory, there is no limit. In practice, there are all sorts of limits.
  17. M

    Jim Cramer doesn’t beat the market

    Cramer, and many others like him, have much less to do with finance than with entertainment, as the others have said. Why anyone should ever think about taking him seriously is somewhat beyond me.
  18. M

    Optimal time frame for efficient portfolio

    OKI, no real correct answer to your question... In my experience, most people perform their calculations over a rolling window and use other, earlier historical extremes as stress tests. Obviously, there's an implicit assumption made here and you can do more sophisticated things, but simple is...
  19. M

    Optimal time frame for efficient portfolio

    What is your expected holding period?
Back
Top