riskarb's trading journal

Crucis · Jul 14, 2006

Quote from Aardvark:

and the Choir says "ah men"

Ditto. I'm a trading newbie but I've learned a lot here. I'll miss ya, Risk.

Cru

momoneythansens · Jul 14, 2006

Quote from Aardvark:

note "proposed"...open to coming back?

There were a few posts after that one.

Just think Schwarzenarb: "I'll be back..."

Perhaps the legend will return as CACLCULON or highfreq or some other mathematically oriented alias?

I'm suspecting reasons cited are just a smoke screen. The real reason is impending mid-life crisis brought about by upcoming birthday

In any event, good luck Riskarb, I shall be spamming your e-mail account and then you'll have no choice but to return.

Good luck!

MoMoney.

IV_Trader · Jul 14, 2006

Quote from momoneythansens:

There were a few posts after that one.

Just think Schwarzenarb: "I'll be back..."

Perhaps the legend will return as CACLCULON or highfreq or some other mathematically oriented alias?

I'm suspecting reasons cited are just a smoke screen. The real reason is impending mid-life crisis brought about by upcoming birthday

In any event, good luck Riskarb, I shall be spamming your e-mail account and then you'll have no choice but to return.

Good luck!

MoMoney.

Mo , the rumor has it that Risk nominated you as his successor.
Keep this journal running , will ya ?

momoneythansens · Jul 15, 2006

Quote from IV_Trader:

Mo , the rumor has it that Risk nominated you as his successor.
Keep this journal running , will ya ?

LMAO. Not likely, though I do have a double no-touch SPX 1208/1277 at BoM, Risk/Reward: 1:1 expires 27th July :eek:

IV_Trader · Jul 15, 2006

Quote from momoneythansens:

LMAO. Not likely, though I do have a double no-touch SPX 1208/1277 at BoM, Risk/Reward: 1:1 expires 27th July :eek:

good luck , Mo.
BTW , DAX-SPX vols ratio is at extreme again , but on the lower end this time. I'm looking for correl DAX-SPX exotic bet with a 100d+ and upper barrier touch/no touch. The 100d will allowed time for vols ratio to revert to mean.

RichardRimes · Jul 15, 2006

Quote from momoneythansens:

LMAO. Not likely, though I do have a double no-touch SPX 1208/1277 at BoM, Risk/Reward: 1:1 expires 27th July :eek:

OK so do YOU hedge those? and are you basing the trade on your WTF indicator

momoneythansens · Jul 16, 2006

Quote from RichardRimes:

OK so do YOU hedge those? and are you basing the trade on your WTF indicator

If they are worth hedging, yes. Entries not based on WTF. Instead, a much more reliable method: random...I mean discretionary.

You've inadvertently given me an idea to lure Riskarb back. It can't fail. The idea is as follows:

I write pages and pages of complete garbage about various esoteric options topics (that only Riskarb and three other people on the planet really know about) in an attempt to sound clever and knowledgeable and then...given enough pages and enough time, Riskarb will be inevitably forced by reflex action due to hereditary BS detector gene to intervene here on ET and disabuse us all of these BS notions lest I lead many an unsuspecting newbie up a blind alley as a result of my voodoo ramblings....where's the flaw? I can't see one.

momoneythansens · Jul 16, 2006

Quote from IV_Trader:

good luck , Mo.
BTW , DAX-SPX vols ratio is at extreme again , but on the lower end this time. I'm looking for correl DAX-SPX exotic bet with a 100d+ and upper barrier touch/no touch. The 100d will allowed time for vols ratio to revert to mean.

Thanks. Have had more than my fair share of luck last few months. Time to give some back me thinks.

What's wrong with vanilla for the DAX/SPX vol arb?

IV_Trader · Jul 16, 2006

Quote from momoneythansens:

Thanks. Have had more than my fair share of luck last few months. Time to give some back me thinks.

What's wrong with vanilla for the DAX/SPX vol arb?

in this case ( ratio at the lower end) absolutely nothing , IMO

Aardvark · Jul 16, 2006

Quote from momoneythansens:

Thanks. Have had more than my fair share of luck last few months. Time to give some back me thinks.

What's wrong with vanilla for the DAX/SPX vol arb?

Thats because like most MM's your basic skepticism/pessimism lends itself to high vol...bear markets

You'll be crying when the markets turn into a pussycat bull

(however no clue when that will happen

)

I KNOW Riskarb is lurking and LHAO!