Option replication and exotics journal

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Risk--do you post your trade as they happen? (it looks like).
I don't doubt much your achievment, I traded exotics with IG and know their potential and if that's the case this journal might be of monumental value....
 
Quote from Bitstream:

Risk--do you post your trade as they happen? (it looks like).
I don't doubt much your achievment, I traded exotics with IG and know their potential and if that's the case this journal might be of monumental value....
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When I can -- some of the overnight trades will be filled due to conditional orders tied to the barriers. I have someone executing the "not held" overnight stuff, but he's not working out.
 
I've got just two question for you: if I will get back trading binaries I'd like to know if it would be a good idea to trade them on binexx, I know traders are competing against each other through it, but I heard they delay transactions as matter of policy (same with IG), especially on consistent winners.
Is that the case with any broker specialised in these products or not?
And do your brokers provide hourly deficits and hourlyup/down?

THX in advance
 
Quote from Bitstream:

I've got just two question for you: if I will get back trading binaries I'd like to know if it would be a good idea to trade them on binexx, I know traders are competing against each other through it, but I heard they delay transactions as matter of policy (same with IG), especially on consistent winners.
Is that the case with any broker specialised in these products or not?
And do your brokers provide hourly deficits and hourlyup/down?

THX in advance
More...

I trade in the primary, OTC dealer market. I don't have any specific-experience trading with retail/website offerings. I do compare model output with some of the websites to get a mean-vol estimate. I think IG has a decent reputation. SocGen's clickoptions are the standard in the industry, but have arbitrary conventions[strikes/tenors].
 
Quote from riskarb:

Nikkei double barrier no touch -- 12,250//13,250
Premium: 30,240,000Y
Payout: 50,000,000Y [includes prem paid]
Expires: Sep 20, 2005
Negative edge: 3,700,000Y
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Full payout; came within 100 points of hitting the upside barrier. :eek:

Exotics blotter: +$374,000

No open positions
 
Money never sleeps my friend.

:cool:

BTW: Don't you find that you wipe the floor with the slackers in this business who claim that they "work hard?" I surely do......friends and foes alike.


Quote from riskarb:

Wow, insomnia loves company. I have an excuse, but you're on PDT! :eek:
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Quote from Dr. Zhivodka:

Money never sleeps my friend.

:cool:

BTW: Don't you find that you wipe the floor with the slackers in this business who claim that they "work hard?" I surely do......friends and foes alike.
More...

Absolutely. We'll soon be dividing-up the Universe between us while they're sleeping their lives-away... :p
 
Going long delta in an index double no touch before the Fed meeting. Received a bull-signal at EOD yesterday. Don't relish the idea of fading the Fed, but I've got to take the directional signals when they come.

I'll likely price a barrier with neutrality 5-10 handles above spot-index in SPX or possibly FTSE for indirect US exposure.

I am also considering the possibility of trading a bull no touch/short futures hybrid in lieu of the 2x no touch. The resulting position resembles a short synthetic straddle:

Long D
Short futures
No touch < spot
 
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