Search results

Hi, ASX rejects limit orders that are more aggressive than their 4 tick limit. Are there other exchanges that have such limits? Is there a source for this data? thanks

Thanks for the reply and sorry for duplicate post as I lost my first post thought it didn't get posted. Wouldn't the tick size matter if the contracts have different tick sizes in terms of basis points? But in this case, it seems they have the same tick size - 0.01 representing 1 basis point...

I am confused on how to compute the spread ratio. For example, this is example I came across with my broker - Consider 2 contracts Bobl and Euribor. The DV01 of Bobl i 44.8 and Euribor is 25. To equalize DV01, we need 44.8/25=1.792 contracts of Euribor for every 1 contract of Bobl...

I am confused on how to compute the spread ratio. For example, this is example I came across with my broker - Consider 2 contracts Bobl and Euribor. The DV01 of Bobl i 44.8 and Euribor is 25. To equalize DV01, we need 44.8/25=1.792 contracts of Euribor for every 1 contract of Bobl...

Thanks. I thought more about it and it makes more sense now. I am trying to lock in the present value of the bond that is based on current interest rate curve. Each Eurodollar future in this bundle/strip of futures allow me to hedge the interest rate risk for a 3 month period. When I chain...

I have a question on hedging eurodollar futures. If I understand correctly, the contract price for far out contract month is roughly based on the 3 month forward price on that month as seen today. So, for example, suppose today is June 25, 2007, the Sep 2008 contract trading today will roughly...

What are some of the methods for projecting stock dividends? I am trying to find some information on this online but I can't. thanks, Sam

I was looking at the z-spread term structure for past 50 years on Bloomberg. For investment grade bonds, rated A or higher, the z-spread increases as the time to maturity increases (as expected). However, for lower grade bonds (B or lower), the z-spread actually decreases with increasing time to...

They make more money working for them than fishing and filing claims at the same time haha

Hi, When do the trading volumes start to pick up in the market. For most stocks, the trading volume is 1/4th of the average volume. When can we expect these numbers to come back to average? Sam

The volumes are so low. Looks like the big investors are creating all the direction. Why do they even have markets open in summer.. haha its should just be a summer break because noone is trading...

Any ideas where this stock is heading? I went long at 39 and feel it was a big mistake with the way the stock is plummeting now even with low volumes. I think I should get out now take my losses and go short on this. It has caught an absolute bearish trend. I can almost predict where it...

When did he claim he had a 50-50 chance on a trade? Have you considered may be he had a strong reason to take position on those stocks and was proved otherwise? I understand the risk management needs a lot of work.... but lets not throw too much at him...

I like this approach. If you think the stock is going to go up in the future, why not wait for it to form a bottom then buy more. Start selling as stock is going down to average down your loss from the prior purchase.

what ???!!!!???

I am curious why you decided to go against the automated strategy for JWN. Did you have a strong bias on this stock? Looks like this move didn't work and had a most drawdown.

Thank you. Can you post the link if possible. I cannot find these papers online.

Why are the trading volumes so low currently? Is this the usual case this time of the year? most energy stocks are trading at 50% their average volumes... same for most other sectors..

Hi, I understand how to compute forward rates given a spot rates over future periods of time. However, I am not able to interpret a comparison given a spot curve and forward curve, say for interest rates with 1 month to 15 year maturities. So my question is how do I compare the two curves? What...

Hi, I have a basic question regarding the buying/selling of ETF by market makers. As I understand the market maker deposits the underlying basket of shares with the custodian bank and receives a creation unit in return. So at this time MM is long shares and long ETFs. When he sells ETFs to the...