riskarb's trading journal

Status
Not open for further replies.
Quote from IV_Trader:

nice trade , B. I heard you writing a book , is there anything that you cannot do ? Do you also knit ?
J/K , send me a copy (sighed)
:)
More...

I'll sign and ship it with one of my fisherman's sweaters. =)
 
My last trade while at my brother's fund. Long a EUR/JPY no touch struck at 147.30 that expires tomorrow. Short the vanilla risk reversal with a Tuesday expiration at the NYC fix. I will go long spot after the exotic goes OTB to hedge the reversal.

It's been fun. Looking forward to starting my own shop.
 
Quote from riskarb:

My last trade while at my brother's fund. Long a EUR/JPY no touch struck at 147.30 that expires tomorrow. Short the vanilla risk reversal with a Tuesday expiration at the NYC fix. I will go long spot after the exotic goes OTB to hedge the reversal.

It's been fun. Looking forward to starting my own shop.
More...

risk, is the "no touch" trade with a hedge your preferred strategy? are the hedges hard to manage? is there a way to study or search this answer if you have been asked this before? i am obviously interested in studying what you do and how..... thanks again
 
Status
Not open for further replies.
Back
Top