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by pocari77
June 10th, 2011, 5:56 pm
Forum: Trading Forum
Topic: NatGas vs Oil(crude)
Replies: 11
Views: 22021

NatGas vs Oil(crude)

nice, thanks for the great explanation.
by pocari77
June 10th, 2011, 4:36 pm
Forum: Trading Forum
Topic: NatGas vs Oil(crude)
Replies: 11
Views: 22021

NatGas vs Oil(crude)

but there seems to be some negative correlation btw the two...anyone else with more insights ?tx !
by pocari77
June 10th, 2011, 2:36 pm
Forum: Trading Forum
Topic: NatGas vs Oil(crude)
Replies: 11
Views: 22021

NatGas vs Oil(crude)

Hi all,can anyone explaing why NatGas trades opposite to crude (wti/brent) ?Such as yesterday, WTI rallied and NatGas got killed. Thanks
by pocari77
June 10th, 2011, 10:25 am
Forum: Trading Forum
Topic: Fixed-floating Swap (Oil)
Replies: 1
Views: 19678

Fixed-floating Swap (Oil)

<t>Hi, apologies for my ignorance and this question might appear somewhat naive, but this is somethingthat bugged me and I really need to ask you (experts).1) Why should someone hedge its exposure with a fixed/floating swap in oil and not simply hedge via fwd curve ?2) How does the fixed/floating sw...
by pocari77
February 10th, 2011, 8:05 pm
Forum: Technical Forum
Topic: intuitive approach: put / call strategy
Replies: 3
Views: 22530

intuitive approach: put / call strategy

no option selling allowed (i.e. for financing of puts). it wd be really the question whether onewd (rationally) go for deep out of the money calls rather than puts (given the constraints)...
by pocari77
February 10th, 2011, 3:43 pm
Forum: Trading Forum
Topic: put/call strategy
Replies: 2
Views: 24532

put/call strategy

<t>sorry for dbl post, went to the wrong forum initially ....******Hi, I was wondering about the "right", best justifiable approach for a vol trading strategy(has to be vol strat, delta neutra, no outright punts).Underlying trades at 50, my view is bearish with, expecting higher impl vol.What shall ...
by pocari77
February 10th, 2011, 11:15 am
Forum: Technical Forum
Topic: intuitive approach: put / call strategy
Replies: 3
Views: 22530

intuitive approach: put / call strategy

<t>Hi, I was wondering about the "right", best justifiable approach for a vol trading strategy(has to be vol strat, delta neutra, no outright punts).Underlying trades at 50, my view is bearish with, expecting higher impl vol.What shall be the best strategy ? Intuitevely I would buy very cheap OTM pu...
by pocari77
February 22nd, 2010, 6:27 pm
Forum: Careers Forum
Topic: Elevate myself out of Utilities
Replies: 9
Views: 33320

Elevate myself out of Utilities

<t>Autares: it is an European Utilities. To keep it short, it is simply the environment, which is from my perspective not ideal for risk taking. I dont see the trading dynamic in utilities world-it's simply a hedgers's mentality, rather than risk taking. Maybe things changed a lot after the credit c...
by pocari77
February 22nd, 2010, 6:21 pm
Forum: Careers Forum
Topic: Elevate myself out of Utilities
Replies: 9
Views: 33320

Elevate myself out of Utilities

deepvalue: dont see mentioning anything regarding management or similar in my initial post. the truth is actually the opposite: utilities are usually overmanaged, too political, too comfortable in their asset-environment, which is not ideal for risk taking...
by pocari77
February 20th, 2010, 11:56 am
Forum: Careers Forum
Topic: Asking For Recommendations After 1 Month?
Replies: 3
Views: 31240

Asking For Recommendations After 1 Month?

at least they could provide him with a proof that he is doing the internship - hence, it might not be of "qualit. value", but rather serve as a proof. if it helps for the application, why not!?
by pocari77
February 20th, 2010, 6:48 am
Forum: Careers Forum
Topic: Elevate myself out of Utilities
Replies: 9
Views: 33320

Elevate myself out of Utilities

<t>Guys,I am facing quite a difficult situation and would like to consider your opinion:Currently, I am trading cross commodity products (prop and flow) in the energy complex for two years, employed by an energy trading arm of a huge utilities house. Track record is excellent, by all means and very ...
by pocari77
November 20th, 2009, 8:05 am
Forum: General Forum
Topic: Warrant vs ETF
Replies: 8
Views: 34586

Warrant vs ETF

<t>Guys, I was wondering what the difference btw a warrant and an ETF is?Lets take an example:i.e. lets look at an ETF that replicates GOLD, simple vanilla delta one...with the ETF you simply participate in the direction of the underlying.On the other hand, you have a warrant, zero strike call, also...
by pocari77
January 25th, 2009, 7:11 pm
Forum: Careers Forum
Topic: Warwick or CASS MSC?
Replies: 8
Views: 46055

Warwick or CASS MSC?

<t>I do agree that times are not really stellar in the finance industry, but things changed in the past and will be changing in the future and I am more than optimistic that we will get out of this mess, being much stranger than before. by the way, finance is not the only industry offering jobs,wher...
by pocari77
January 22nd, 2009, 11:30 am
Forum: Careers Forum
Topic: Warwick or CASS MSC?
Replies: 8
Views: 46055

Warwick or CASS MSC?

<t>Gents, I got folllowing offers for a MSC:Warwick in StatisticsCASS (Mathematical Trading/Finance)I am aware of the difference in the syllabus and the different emphasis in the programs, but there is room for finance focus in Warwick on the statistics program.However, what are your thoughts on the...
by pocari77
October 16th, 2008, 6:09 pm
Forum: Careers Forum
Topic: MSc good enough?
Replies: 36
Views: 52994

MSc good enough?

A good exercise wd also be to implement your own FX option pricing engine in c++...start off with vanilla put/calls and move on to exotics ... quite exciting ...
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