Poor Man's Hedge Fund

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Quote from Kap:

I'll be interested to know how much they rip Vol you when u show Indications of Interest on Exoticcs with ABN.
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I've experienced no vol-shading during the last qtr. I booked a 70% return on the account before wiring out the gains. The fills were instantaneous. I run my rfq against the demo platform as well -- identical debits.
 
Quote from riskarb:

There are some path-dependent pricing assumptions which I intend to abrogate through the discrete turnover of diametric-outliers on the long gamma component basket.
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Is that a real sentence or you just pulling our legs lol. It is like Cliff Clavin working at a hedge fund :D

[Boston Accent]: Well you know Normie, uh it is not uncommon at times to abrogate some discrete diametric outliers. No, no.... in fact the Ancient Egyptians were first credited with basketing long gamma during the rainy season.

Next time I am at a party, I am going to spit that out and try and imrpess some people...
 
Risk,

I want to wish much success.

Will you be able to post charts showing what you are doing with the greeks ? Kind of a 3-D film strip ? That would be interesting.

I am sure many would appreciate it.(if it's possible or doable of course)

Good trading to you!

:)
 
Quote from rjv27:

If you have any PB questions you can PM me. I still know a lot of people in the biz.

Good luck!
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Risk, sounds like this guy could be your ticket. A straight shot to the Big Time! He has All the Connections.
 
riskarb, don't you think that the box-options
(touch/notouch) at Oanda are unfairly priced?
It's a rip off...
At least, that's the conclusion I reached sometime
ago with some simple calculations.
 
Quote from riskarb:

Thanks. I wouldn't consider going on my own with less than $20mm. I'm not concerned with margin treatment. I've got commitments exceeding $10mm.
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Ok, you'll be fine with 10MM. When you get up to a few hundred million and you are looking for someone to manage the equity book give me a call. :D
 
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