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by apine
January 7th, 2007, 9:15 pm
Forum: General Forum
Topic: Question for the traders out there...
Replies: 15
Views: 84783

Question for the traders out there...

yes we do. and it is a testament to your ignorance that you resort to insults in a vain attempt to conceal it.
by apine
January 7th, 2007, 3:16 pm
Forum: General Forum
Topic: Question for the traders out there...
Replies: 15
Views: 84783

Question for the traders out there...

<t>i mean, really, did you even read what you wrote?have you ever heard a government bond trader refer to hs book this way?sleepinggiant did and he/she asked the question. although it was probably not a govy trader.How many of your books have you ever referred to in this way? I am genuinely interest...
by apine
January 6th, 2007, 9:56 pm
Forum: General Forum
Topic: Question for the traders out there...
Replies: 15
Views: 84783

Question for the traders out there...

<t>this is neither a multiple choice or essay question. it is a definition, albeit a rather loose one. one's book is the purview of assets that is traded. that might refer to the government bond options book or the biotech listed options book. the size of that book represents the notional amount, ca...
by apine
January 6th, 2007, 2:07 am
Forum: General Forum
Topic: Question for the traders out there...
Replies: 15
Views: 84783

Question for the traders out there...

<t>the book is not the pnl. as you surmised, the book represents the amount of money traded. this is usually on the sell side and the "book" refers back to the old days of a ledger. which leads to the title "bookie." on the buy side, it would refer to the size of the fund or portfolio. different ass...
by apine
May 18th, 2006, 10:29 pm
Forum: Off Topic
Topic: New York Wilmotters Meet for Drinks
Replies: 393
Views: 229371

New York Wilmotters Meet for Drinks

to the detriment of my extra-family social life, i have been domesticated. so it is not only a matter of energy but of responsibility. i look forward to meeting you exotiq, but i can't make it this evening. enjoy!
by apine
May 4th, 2006, 9:54 pm
Forum: Off Topic
Topic: New York Wilmotters Meet for Drinks
Replies: 393
Views: 229371

New York Wilmotters Meet for Drinks

exotiq -- that was funny cuz i was thinking it was way too late for those of us that work for a living! (i am, of course, on the early shift)
by apine
February 25th, 2006, 7:19 pm
Forum: Student Forum
Topic: A question on volatility surface
Replies: 15
Views: 120646

A question on volatility surface

<t>Alan is, of course, correct. it is a data problem or you are using an incorrect (or at least different) set of assumptions. perhaps your rates are different or dividend streams. i make my living from pricing the vol surface correctly, so i can assure you that this is more than a merely theoretica...
by apine
February 25th, 2006, 1:29 am
Forum: Student Forum
Topic: A question on volatility surface
Replies: 15
Views: 120646

A question on volatility surface

why do you think that the implied vol is different for calls and puts of the same strike & maturity?
by apine
February 1st, 2006, 1:06 am
Forum: General Forum
Topic: equity volitility over time
Replies: 2
Views: 121012

equity volitility over time

<t>no, that is not why. first of all, that is the tendency of the term structure of equity volatility, but it is not always so. back months can and have traded above front months. there are different reasons why it is so. you should look at volatility cones to begin thinking about this. here are a f...
by apine
November 8th, 2005, 1:50 pm
Forum: Technical Forum
Topic: real time implied volatility
Replies: 5
Views: 131038

real time implied volatility

<t>first, what are your needs? does it have to be very precise? it may be fine to use the electronic markets from the cme. they are wide, but it is probably good enough for indications. you would need to convert price to implied, though. you could also try an interdealer broker. i don't trade f/x so...
by apine
November 8th, 2005, 1:48 pm
Forum: General Forum
Topic: Palladium
Replies: 25
Views: 137819

Palladium

<t>ppauper, i would have thought the same thing. but apparantly palladium looks good, too. there are various industry groups for different metals (e.g., world gold council) and there is a feeling that due to the differential between Pt & Pd that there is a marketing opportunity. so you might be ...
by apine
November 6th, 2005, 11:16 pm
Forum: General Forum
Topic: Gold options
Replies: 3
Views: 130860

Gold options

frankly, i don't know of a book that addresses gold options directly. is there something specific that you are looking for? are you familiar with other options? are you looking at exchange traded or otc? are you in the US or elsewhere?
by apine
November 6th, 2005, 1:13 am
Forum: Student Forum
Topic: Options on Energy Futures
Replies: 6
Views: 131233

Options on Energy Futures

<t>the options are american style, so as far as model goes, binomial or an american approximation work. at least that is what the option locals use. although i am not an expert in energy, i believe that the "energy issues" are mostly seen in the futures calendar spreads. from talking with locals in ...
by apine
November 3rd, 2005, 10:01 pm
Forum: General Forum
Topic: From implied vol to implied distribution
Replies: 36
Views: 140743

From implied vol to implied distribution

ct, i agree that there are opportunities and that commodity markets may have more than more followed markets such as fixed income or equities. it is just a misnomer to call it arbitrage. i am a market maker (& broker) in gold options, so if you are interested in that market, let me know.
by apine
November 3rd, 2005, 1:15 am
Forum: Technical Forum
Topic: Building options screening tool from scratch
Replies: 8
Views: 131765

Building options screening tool from scratch

check out orats.com. maybe that will have something useful.
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