Forum: Emini and Emicro Index
March 4th, 2011, 09:59 AM
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Replies: 926
Views: 197,033
Tiger you are not playing delta neutral/vol,...
Tiger you are not playing delta neutral/vol, right? So the puts are independent bets or are they a hedge?
It is not a trick question. I've been buying/writing stuff as well but the distinction...
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Forum: Emini and Emicro Index
December 16th, 2010, 09:13 PM
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Replies: 926
Views: 197,033
Interesting. Core-Satellite is pretty popular...
Interesting. Core-Satellite is pretty popular among the private bankers I know. Out of curiousity what is the average hold in your Core? And is your Core an asset class-based, mean-variance optimized...
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