<t>Your question (except the fee part of the question) is very broad. Hedge funds in the credit space use a variety of strategies, which involve different instruments and time horizons. Hedge funds are playing different parts of the capital structure against each other or trading default swaps and o...

<t>Well, Dibble got you started with the Wikipedia reference.Simons is largely out of the public domain (by choice). so the best you can do is piece together small references to him from various sources. The same goes for Renaissance Technology strategies. You can makes some educated guesses by his ...

In the question, you don't say no dividend. But in your answer, you assume no dividend.

<t>Your question is multi-faceted and I think the short answer is "it depends".In my view, there is no one killer strategy for executing equity orders. Much depends on the liqudiity available in a particular stock and that should not be viewed as a constant- depends on market conditions, time of day...

<t>Well the CBOE specs on the OEX S&P 100 Options (for example) states " New series are generally added when the underlying trades through the highest or lowest strike price available. "The above is not very helpful, but have to believe somewhere the full contract language is available. I once w...

If you are talking about exchange traded equity options, the strikes they will list are located in the contract rules. As you suggest, the exchange takes the settle and determines what (if any) strikes should be listed. These rules change from time to time (usually adding more strikes).

If you try a search on Google, with efficient frontier, stocks, and xls, I think you will find what you want. I'm pretty sure of this because I found several models a few months ago for my class on the internet.

A hedger has an equal and opposite position in the cash market; a speculator doesn't. The futures exchange figures the hedger has lower risk to the exchange, so should get a break on the margin.

<r>Check the following site for the Cleveland Fed for their model on Fed Funds Rate predictions from options on Fed funds.-I think it is very interesting research.<URL url="http://www.clevelandfed.org/Research/policy/fedfunds/index.cfm"><LINK_TEXT text="http://www.clevelandfed.org/Research/po ... /i...

The Federal Reserve has a lot of data bulletins and is the US equivalent of the Bank of England.

Kangaroo bonds are Aussie domestic debt securities, but issued by a foreign borrower. Like Samarai bonds in the Japanese market.

<t>I think some are using neural nets in trading applications for non-linear, adaptive type problems. The problem may be that those that are using them successfully are probably pretty quiet about it. That said, I don't think it is the solution to all problems. The success greatly depends on how the...

I think the intrade.com options are European exercise. The options are automatically exercised at the expiration.

<t>I'm not sure what peer group rankings you are looking at. But managers even within a supposedly narrow strategy category may have differing exposures "betas" to the market, credit spreads, and different regions. For example, some convertble managers trade only non-investment grade credits in the ...

<t>As eye51 suggest, it is sometimes possible to hold the options through an event and implied volatility stays at a high level. However, it is hard to predict when the implied volatility collapses after an event. It may take some time for the market to interpret the event and repurcussions, so this...