Recent content by CALSIG2000

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    Hedging Fixed Income

    is there any way to hedge against a falling preferred stock prices for the purpose of protecting against a margin call? standard margin is of course at 50%. Would it be better to hedge at the call level or at a level higher than that?
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    Game theory in arbitrage

    a couple of notes from previous postings. someone mentioned that it is size rather then the number. i believe there is some regulation as to how large your position can be so i would assume that with an extremely liquid stock there would be a few players who would push that limit (of course they...
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    Game theory in arbitrage

    to go with what you said Rhody, this could be a play to balance the algo funds.
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    Game theory in arbitrage

    adding to my statement above here is my point (and this is a real example I saw a few nights ago while observing a stock and its respective future afterhours): Note: my biggest assumption is that the futures listed on onechicago do not trade after hours. to keep things simple let's say stock...
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    Game theory in arbitrage

    my idea is this: hedge funds and institutions all have computer programs that kick in as soon as an arbitrage opportunity occurs. With the world "globalizing" the investor "universe" is expanding too. Years ago I am sure inv. banks and institutions probably knew all the players in the market...
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    Game theory in arbitrage

    how do institutions account for n number of players for their arbitrage programs?
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