Quants Beware ! Next 390 Mio Usd Desaster ?

ASusilovic · Oct 15, 2007

Humble question to our QUANT community :

any chance we see today 25 standard deviation day or ????

krazykarl · Oct 15, 2007

empee · Oct 15, 2007

when computing stdev, like 25 devs or 7 devs or whatever, is there a standard period used (like 7 days, 20 days)?

ASusilovic · Oct 15, 2007

Quote from krazykarl:

no.

I just observed VIX climbing 12 % today...thatÂ´s why I am asking...

makloda · Oct 15, 2007

Quote from ASusilovic:
I just observed VIX climbing 12 % today...thatÂ´s why I am asking...

Great, more risk free $$$ for me writing naked ES puts.

ASusilovic · Oct 15, 2007

Quote from makloda:

Great, more risk free $$$ for me writing naked ES puts.

So, at which point of the day can we expect the RALLY ?

gnome · Oct 15, 2007

What is "390 Mio"?