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Hello I am reading an article and the author's theme is that by "taking the gamma out of the trade" the setups work. Any idea what this means? He is talking about trading around big events where the RV soars and he addresses the eventual convergence between RV and IV. What sort of...

Hello Is there any source for afterhours historic stock data? I realise that nasdaq have some data but it is only for the one day. Is there any service that provides historic afterhours data? Thanks for any help

Yes, it all makes perfect sense [thank you]. I'll go back to the options pricing workbook. cdcaveman: Thank you for pointing out the reverse situation when short premium.

Hi, If I hedge a call by being short the underlying (say SPY) and the price falls, I correct the delta by shorting more SPY, then if the price mean reverts surely I am going to lose on my Delta hedging? The new spy trade I got at rock bottom price, the price has gone up and I've lost - is...

Appreciate the informative reply. < enter a risk reversal (sell calls, buy puts)> Whats the cost in terms of premium in this trade? Does the gain from selling the calls negate the cost of the puts? I’m not fond of delta hedging (though suppose I could get used to it) because of the...

Hi, From the point of view of starting a fund what is the most relevant license to hold, series 3 and / or 7, or anything else? Any help or comments appreciated

Hi, What are the best ways of being exposed to downside volatility without paying a high premium for it? I am considering selling calls and using the funds to buy puts. Therefore it ought to be "free" in terms of the premium cost, and I'd lose in a rising (but therefore probably low...

Thank you for the info, a couple of questions: TLT is the same price as it was Nov. last year, has there been no change in yield all that time? I don't understand the Duration aspect, do you mean the 20+ years for TLT? As you describe, its basically a beta factor of x -20, is that right...

I look at the ETFs on offer, like TLT, and it seems that their price is remarkably stable, despite massive changes in the interest rate. It does not seem to reflect the inverse relationship you'd expect from price being the inverse of yield. Perhaps this is because the ETF receives the...

If both Austerity and the demand support view of Keynes are being mocked as inadequate for the current crisis then what is the valid alternative, is there one? Thank you for any information

Theres a site: https://sites.google.com/site/volatilityresearch/ That claims to have miracle results for the vxx. I simply can not understand their research findings, is it just me or does it make sense to anyone else?

Exactly. It's likely to be anytime, any moment, probably Friday and I'd expect its probably in the afterhours. This is bizarre allowing rating agencies to get away with unplanned surprise announcements -- I wish Rating agencies would take their job seriously and go about things in a...

The timing is not in doubt, its at "the end of September", regardless of bailout requests (that might be sometime off, and probably NOT by tomorrow). I think a downgrade to junk status will be very significant to the market. Moodys is a US BASED rating agency, and at S&P they did...

Can someone translate this please, what does this mean in terms of everyday use? With the DOM its possible to get some insight where orders might fill, though isn't this obscured with iceberg orders etc.? There seems to be a technical analysis orientated trading feature, and "money...

Apparently, Moodys are going to release a report on Spain, at 'the end of September" and might downgrade its long-term debt to junk. WHEN do they release the report? Will it be afterhours on Friday, like it was when S&P downgraded the US?

I appreciate your information and the reason behind it.

How is it that the vxx is meant to track the front 2 vix futures and and it bears no relation to their movements? Like now, the front 2 futures are both down 2.3%, 3.2% AND yet vxx is up 0.5% ? This is NOT a question about vxx not matching the vix index (because of contango), vxx is...

Would prefer something that moves in some inverse correlation to the market, the mattress won't. Am considering XME, as a play on the materials sector, seems vulnerable to market selloffs

Normally, US bonds and JPY are good hedges, and this is borne out in recent years. Though they are both at the extremes of their range, its hard to see them continuing in the same rate and manner, because Japanese exporters already are suffering at far lower rates and US interest rates are...

True, though the bundesbank, MPs,media and the people have not, and this includes pending court cases against the ECB, its not over yet.