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Search: Posts Made By: casey44
Forum: Options June 1st, 2016, 05:58 PM
Replies: 7,370
Views: 1,986,869
Posted By casey44
ron99 , my memory is your noting (a few months...

ron99 , my memory is your noting (a few months ago I think) that the ratio spread you evolved for the ES to hedge a flash crash would not work for commodities.

My understanding for your latest...
Forum: Options March 5th, 2016, 08:57 PM
Replies: 7,370
Views: 1,986,869
Posted By casey44
rsm005, if you mean the spread, I closed three...

rsm005, if you mean the spread, I closed three this past week at 40-47%. Duration held was less than ten days in each case but of course mkt. was particularly strong. Early stages for me, was...
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