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by Alan
March 23rd, 2020, 5:52 pm
Forum: Off Topic
Topic: Gallows humour
Replies: 36
Views: 1544

Re: Gallows humour

https://upload.wikimedia.org/wikipedia/commons/thumb/2/27/Red_state%2C_blue_state.svg/320px-Red_state%2C_blue_state.svg.png Obviously the corona virus has been carefully designed to impact primarily US Democratic voters (blue).  Proof China and Europe were just collateral damage. Party       Chance...
by Alan
March 22nd, 2020, 2:17 pm
Forum: Trading Forum
Topic: Trading halts, circuit breaker rules in the US
Replies: 12
Views: 2633

Re: Trading halts, circuit breaker rules in the US

Good points -- this is a very important topic. I could see a little of that from the retail side in the US mortgage market. I was hoping to do a refinancing as the US 10-year rate fell under 1%. While mortgage rates fell for a while, then they reversed. With the 10yr Tsy at 0.92% and a 15-year mortg...
by Alan
March 21st, 2020, 8:05 pm
Forum: Trading Forum
Topic: Trading halts, circuit breaker rules in the US
Replies: 12
Views: 2633

Re: Trading halts, circuit breaker rules in the US

I have only been trading SPY and QQQ in an attempt to get/keep my small retail account "market neutral". To me, those ETF's have been functioning normally, of course with (sometimes record high) background volatility and volume. Putting that aside, notable to me is to see those ETF's "hard to borrow...
by Alan
March 17th, 2020, 3:24 pm
Forum: Technical Forum
Topic: Skew estimation using a delta hedging strategy on Equity options
Replies: 2
Views: 1193

Re: Skew estimation using a delta hedging strategy on Equity options

Suppose you rebalance every [$]\Delta t[$]. As [$]\Delta t \rightarrow 0[$], all your PnL's should go to zero, or you have an error. I would check that.
by Alan
March 17th, 2020, 1:53 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 129
Views: 5743

Re: How should we deal with the coronavirus pandemic?

At first I thought the WHO had the latest stats. But, now I think this situation map from Johns Hopkins updates the most often. Does anyone know a more timely map?
by Alan
March 16th, 2020, 4:18 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 129
Views: 5743

Re: How should we deal with the coronavirus pandemic?

Even so, these self quarantines and shut downs should help if they can last 2 weeks or "ideally" a month, perhaps.
Fine, but on April 15 it's

Image
by Alan
March 16th, 2020, 3:35 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 129
Views: 5743

Re: How should we deal with the coronavirus pandemic?

Fine, shut down the whole f***king world for two weeks. But at some point, you have to let people get on with their lives. Car crashes kill 37,000 each year in the US. Sure, you could prevent those by telling everyone to stop driving. Is that where we are? The car crashes will continue to kill abou...
by Alan
March 16th, 2020, 3:12 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 129
Views: 5743

Re: How should we deal with the coronavirus pandemic?

The governor of California this afternoon "advised" that healthy 65+ year-olds self-quarantine. I suppose the mandatory badges come later.
by Alan
March 16th, 2020, 2:46 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 129
Views: 5743

Re: How should we deal with the coronavirus pandemic?

Fine, shut down the whole f***king world for two weeks. But at some point, you have to let people get on with their lives. Car crashes kill 37,000 each year in the US. Sure, you could prevent those by telling everyone to stop driving. Is that where we are?
by Alan
March 13th, 2020, 7:26 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 738
Views: 74779

Re: How good or bad are the pandemic warning models?

I think it’s time for corona parties for children. Infect all now, isolate them for two weeks (school holidays), then you know that granny and grandad won’t catch it from them. Haha! Plus, children are easily fooled -- here's an image for your party invitations: https://image.shutterstock.com/image...
by Alan
March 9th, 2020, 6:24 pm
Forum: Trading Forum
Topic: Trading halts, circuit breaker rules in the US
Replies: 12
Views: 2633

Re: Trading halts, circuit breaker rules in the US

These violent delights have violent ends.  
by Alan
March 9th, 2020, 12:29 am
Forum: Trading Forum
Topic: Trading halts, circuit breaker rules in the US
Replies: 12
Views: 2633

Trading halts, circuit breaker rules in the US

Unfortunately, already an issue today (Sunday, Mar 8, 2020):
 Deepening Rout in U.S. Stock Futures Triggers Limit Down Rules
by Alan
March 5th, 2020, 4:47 am
Forum: Off Topic
Topic: Music of the Seventies, The best decennium
Replies: 283
Views: 35436

Re: Music of the Seventies, The best decennium

Patti Smith -- Free Money -- 1975 Every night before I go to sleep Find a ticket, win a lottery, Scoop the pearls up from the sea Cash them in and buy you all the things you need. Every night before I rest my head See those dollar bills go swirling 'round my bed. I know they're stolen, but I don't ...
by Alan
March 4th, 2020, 3:11 pm
Forum: Politics Forum
Topic: FSU, Toby Young, Eugenics & Wilmott.com
Replies: 59
Views: 4084

Re: FSU, Toby Young, Eugenics & Wilmott.com

Frank Bruni -- Liberal Censorship -- Bill Maher show plus, another good clip from his show, on the same topic Jordan Peterson -- Bill Maher show Nice! The classic Peterson is  https://www.youtube.com/watch?v=aMcjxSThD54  My favourite part is when the interviewer, Cathy Newman, loses the ability to ...
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