The right enemy
12 years ago
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The Fade List / The Sheep Brigade: When being evil is not enough :)
Interesting Places:
Blog Archive
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2008
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June
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- This market got NO bid!!!
- another very good article from minyanville.
- There will be blood: Combining GS Earnings forecas...
- Long ago,
- Ben, please HIKE the rates, NOW.
- Video tutorial training to "read" charts in GD2
- Comparison of the last 2 fed texts
- Surprised?
- quote of the day
- A good article of the day from Mish:
- If you must invest in Death Star nation ...
- If your wife is pregnant
- If your 401k/savings/investments/houses feel like ...
- South Korea and Israel are promoted!
- Reposting an article I wrote early May:
- If you don't tell people what you sell ....
- Just when I thought I have seen everything:
- Time to re-org my "Interesting places"
- About RYL, or any homebuilders in general:
- The problem with Berkshire, ... is
- I just finished my most recent update on "Valuatio...
- Look at Oil. I think where rate is going to be is
- What puzzles me is about Indymac (IMB) ... is
- The problem with Rate hikes
- This market got no bid!!!!!
- I think I found a 120% interest rate checking acco...
- Any question about Rate Hike again?
- WM
- Turns out DC MacMansioner also hurting.
- A sign ...
- I saw these when WM was $20-25
- sigh ... even the shill boy pumpers at Morningstar
- In Greenspan's time ...
- I will be emailing JANA
- cashing out
- I will help Krugman answer his questions:
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June
(36)
8 comments:
Intrade is great for making side bets... I opened an account, but I haven't funded it yet. I have to talk to the reg. attorney first to make sure I don't get myself into bigger trouble...
I was planning on seeing what kind of depth I could get on the dec 2008 market closing value contracts to arb a couple bets I've made with friends.
:)
hey mister spy or any other knowledgable party
question I have:
I am looking for an options program that detects and records unusual activity VS open interest...anyone know of some good program(s) that can scan the broad market detect the activity and tell me if it was on bid ask or in the middle...
Thanks
The best options traders/firms have proprietary software and don't share...that's giving away edge.
I have never used it, but the najarian guys sell a few different option subscriptions geared towards anomalies in the options market. I don't think you will find any edge in it though.
Options are negative sum and you are betting against the highest level of market sophistication. It's all quant-arbitrage driven. Successful options trading is not about direction anymore.
We use BLP (Bloomberg XLS addon) to get real time data like that. Otherwise you gotta look at building program from livefeed yourself, BLP is known to be slow especially for the kind / amount of data you want to get.
FED shorts are not available (as expected). In order to be in a synthetic short position, I am contemplating selling Dec 08 $10 calls.
Apart from liquidity and bid-ask spread what are any other downsides of this strategy that will not be present in a straight short position?
Surprisingly there is 1,524 MTG to short which is promptly taken :D
How could I even resist my "moniker", eh?
assignment risk if the calls go ITM
OKAY THANKS GUYS
I DO THINK I WILL GET AN EDGE...I WILL SOURCE IT OUT...I KNOW ABOUT OPTIONS MONSTER...I THINK WRITING THE THING IS THE BEST BET...I WAS AFRAID OF DOING IT BUT YOU GOTTA DO WHAT YOU GOTTA DO
I CAN RATTLE OF THE # OF TIMES I HAVE SEEN LARGE OPTIONS PURCHASES FOLLOWED BY 2-3 DAYS LATER A BIG STOCK DECLINE....HELL WAS WATCHING DSL CHAIN BOUT A WEEK AGO AND BAM LARGE BLOCKS CROSS ON ASK FRONT TWO MONTHS...10 MINS LATER S&P DOWNGRADES THE PIGS
YEAH THAT MUSTA BEEN THE QUANTS
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