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by frolloos
July 5th, 2018, 12:52 am
Forum: Student Forum
Topic: index options depending on historical and future volatility
Replies: 5
Views: 634

Re: index options depending on historical and future volatility

What's LOR?  If I'm not mistaken this is a timer option. They don't appear to be traded much anymore, although I think the instrument itself makes good  sense from both a dealer as investor perspective. 
by frolloos
July 4th, 2018, 11:33 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2192
Views: 144361

Re: Stupid question of the day

I would frankly worry more about the talent drain from "The Principal Discussion Forums"
Even list1 is gone. Although not necessarily contributing to the talent drain, it's still telling.
by frolloos
July 4th, 2018, 1:53 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2192
Views: 144361

Re: Stupid question of the day

Does the OT need an HR department to attract new / fresh talent?
by frolloos
July 4th, 2018, 1:23 pm
Forum: Off Topic
Topic: is twitter for mentally ill people?
Replies: 223
Views: 37097

Re: is twitter for mentally ill people?

A bit of quality dialogue together? Nice.
by frolloos
July 4th, 2018, 11:07 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3363
Views: 154927

Re: Trump -- the last 100 days

by frolloos
July 4th, 2018, 5:14 am
Forum: Brainteaser Forum
Topic: Slow boat from Mars
Replies: 9
Views: 4568

Re: Slow boat from Mars

ALH84001 (the name of the boat)

I suspected you were thinking of possible life forms hitching a ride on a rock, just had to research exactly which rock.
by frolloos
July 4th, 2018, 3:29 am
Forum: Brainteaser Forum
Topic: Slow boat from Mars
Replies: 9
Views: 4568

Re: Slow boat from Mars

Depends on the frame of reference :-D
by frolloos
July 4th, 2018, 3:25 am
Forum: Off Topic
Topic: goldman sachs
Replies: 141
Views: 18446

Re: goldman sachs

by frolloos
July 4th, 2018, 3:02 am
Forum: Student Forum
Topic: index options depending on historical and future volatility
Replies: 5
Views: 634

Re: index options depending on historical and future volatility

Hi Alan, probably doesn't count, but it did made me think of say an option on [$] \ln (S_T/S_0) [$]. Perhaps the [$] S_0 [$] will anchor the vol at [$] t=0 [$]?
by frolloos
July 3rd, 2018, 11:59 am
Forum: Off Topic
Topic: Those crazeeeee Dutch
Replies: 1704
Views: 190176

Re: Those crazeeeee Dutch

The Dutch, apparently regardless of race and religion, so that's a good sign of assimilation and integration, have this obsession with cancer. They also like to wish the other to get typhoid or cholera if there is no love lost. I don't agree. It's a language-dependent cultural perspective, akin to ...
by frolloos
July 3rd, 2018, 10:07 am
Forum: Off Topic
Topic: Those crazeeeee Dutch
Replies: 1704
Views: 190176

Re: Those crazeeeee Dutch

Rutte is used to only 1 reporter a month, small country you know.
by frolloos
July 3rd, 2018, 9:55 am
Forum: Off Topic
Topic: Those crazeeeee Dutch
Replies: 1704
Views: 190176

Re: Those crazeeeee Dutch

The Dutch, apparently regardless of race and religion, so that's a good sign of assimilation and integration, have this obsession with cancer. They also like to wish the other to get typhoid or cholera if there is no love lost.

One big happy and diseased family.
by frolloos
July 3rd, 2018, 6:44 am
Forum: Student Forum
Topic: index options depending on historical and future volatility
Replies: 5
Views: 634

index options depending on historical and future volatility

Are there (exotic) options on an equity/fx index that depend not only on the future variance/volatility, but also on what has been realized in variance since inception of the option? The FX realized vol knockout discussed recently in the Trading forum is probably one such option, but are there more ...
by frolloos
July 2nd, 2018, 11:14 pm
Forum: Off Topic
Topic: World Cup (Soccer) 2018
Replies: 151
Views: 4937

Re: World Cup (Soccer) 2018

Close call for the Belgians. Good effort Japan. Brazil next.

Didnt Neymar start the world cup with a bowl of spaghetti on his head? Where did it go?
by frolloos
July 2nd, 2018, 11:00 pm
Forum: Off Topic
Topic: Those crazeeeee Dutch
Replies: 1704
Views: 190176

Re: Those crazeeeee Dutch

So the Trucial States are now the UAE? I had no idea either. You could argue there is still a slave trade there: Bagladeshis, Filipinos, Indonesians going to UAE to work in construction and other services under the most miserable condition. Until about ten years ago i flew Emirates several times on ...
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