<t>faerman, two points.[1] freshly sold vs sold a while ago questioni dont see the relevance with this question. What is at stake is how the underlying will behave going forward despite how the portfolio (and perhaps its historical hedging) has performed. But to answer the question, assume the optio...

<t>Imagine you are short a deep out of the money put and a deep out of the money call with the same time to maturity; hence your initial portfolio is more or less delta-neutral.You want to hedge this portfolio.Buying options at slightly different strikes are not possible, you can only hedge with the...

Morgenthaler

Oanda is good too

according to this FT article quants will supposedly have more work. personally, i find this a good development -- perhaps, after this shake-up, people will use them with more care.any thoughts on this ?

<t>hmmm... that topic went out the printer a little too quick. here goes my comment.from what i gather in the FT article, i think Buffet is in for a not so nice treat -- people will call him up for the insurance and he will have to pay. I remember when he went short on the dollar, when at the time, ...

http://www.ft.com/cms/s/0/45446192-bbec ... fd18c.html

i am in the process of finding a non-linear-optimizer and have come to terms with Powells direction set method from nr.com.then i stumbled across Opt++ from sandia.any experience with it ?

<t>jurowilmott1a series of questions here ...have you tried to identify the "phases" where your strategy is successful ? in short, what i am aiming at, perhaps, is that you might need to look a little bit closer at your strategy and perhaps a "key" indicator is missing -- or is the strategy perhaps ...

gozzi84from my experience, nothing is free on bloomberg. that said, unfortunately, i dont know where you could your data.nicolai

<t>let's suppose the issue at hand is not so much liquidity as solvency ?then a bail-out will not help in building more solvent banks, it would merely make them wet them selves with the short-term benefit of feeling luke-warm with little regard tp the long-term feeling of wetness and cold. a more so...

fars1d3s, glad you mentioned soros' idea: re-capitalization instead of bail-out. was in fact wondering why it had not appeared in this thread earlier ? (i will be glad to sit corrected).btw, my bunker is almost ready for those of you who still follow that vote.

<t>OANDA, although their API fee is, well, a fee.subject to your strategies and effectively how much volume give them, then you can lower the fee - eventually make it disappear. but i would be interested to see what strategy given a $2-3k balance would generate $12mio a month, despite all the levera...