Matches for mjr_, 5905 total results Sorted by newest | relevance
Tue Jul 16 11:58:05 UTC 2013 <mjr_> but, technically speaking, if i have the synthetic future on mpex, and the opposite side of a future contract somewhere else
Tue Jul 16 11:57:25 UTC 2013 <mjr_> no doubt, that is why i want to do all the math myself, which means learning a bit of calculus, and pulling out the old graphing calculator lol
Tue Jul 16 11:56:49 UTC 2013 <mjr_> oh, i remember that
Tue Jul 16 11:56:41 UTC 2013 <mjr_> if i create a synthetic future on one side
Tue Jul 16 11:56:27 UTC 2013 <mjr_> that is my point in hedging
Tue Jul 16 11:56:03 UTC 2013 <mjr_> yes very true
Tue Jul 16 11:55:41 UTC 2013 <mjr_> but still working on it
Tue Jul 16 11:55:32 UTC 2013 <mjr_> so, unfortunately, my ability to show the maths is not yet caught up with my instinct that this is possible
Tue Jul 16 11:54:01 UTC 2013 <mjr_> the end goal is a delta neutral position
Tue Jul 16 11:53:50 UTC 2013 <mjr_> there is some basis risk with this strategy, but i plan on managing that
Tue Jul 16 11:53:26 UTC 2013 <mjr_> cool
Tue Jul 16 11:51:28 UTC 2013 <mjr_> or am i missing something?
Tue Jul 16 11:51:02 UTC 2013 <mjr_> i should have a "synthetic future
Tue Jul 16 11:50:55 UTC 2013 <mjr_> but hold the call
Tue Jul 16 11:50:45 UTC 2013 <mjr_> and sell the put
Tue Jul 16 11:50:42 UTC 2013 <mjr_> if i create a call, and a put
Tue Jul 16 11:50:36 UTC 2013 <mjr_> basically, a "synthetic future" would be buy a call/put, sell the other type
Tue Jul 16 11:50:06 UTC 2013 <mircea_popescu> mjr_ well, as an underwriter you get collateral-exercise value
Tue Jul 16 11:49:32 UTC 2013 <mjr_> where else would i go for options?
Tue Jul 16 11:49:27 UTC 2013 <mjr_> yes, on mpex