Recent content by Martinghoul

That Dr Weiner guy is surely entertaining... What a load of borrox! As to the SNB intervening, of course they're going to try and do something in case their currency continues to strengthen. That's not news and there's nothing shocking about this whatsoever.

Didn't that coincide with a large EURUSD spike (nearly to 1.10)? I recall it happening right arnd the same time, in which case it's still all about the dollar.

Don't play arnd w/the roll too much, it's not really worth it... You might wanna buy some options or smth.

The strategy is quite long fwd vol... This may or may not be a bad thing.

No, but there was also a comment from the Saudi oil minister, which seems to have been taken as more significant than the inventory accumulation (which, I guess, is perceived to be old news).

If you hedge EURUSD w/USDCHF, you're be trading EURCHF, innit?

No, there are no real asymmetric tails on these distributions in FX. However, there are some curious effects, such as Siegel Paradox.

It will vary a lot. Most of my trades last years.

The day started with very weak German data (exports), which was the reason behind the strong rally. Later in the afternoon we had some reasonably strong US data, so they sold off a bit. There's also a lot of random noise/positioning effects in these moves, so sometimes it's hard to know...

Ask your broker the specific question to which you're trying to find an answer.

There is no right answer. It depends on what sort of put spread vs what sort of call spread.

Managers wanted for management of managed accounts? Hmmm...

Not enough information there... With your formulation, you can buy any put and it will be just dandy. You need to specify the odds.

Nah, these trades aren't really about big cojones. It's a relatively random strategy, but if you believe your support/resistance, you might be willing to do this. The issue then is that she doesn't talk about how sensitive this "strategy" is to the actual price. To take her example, if my...

Depends on the duration of their liabilities... Bond futures offer the only way to hedge across the entire curve, which would imply that even people whose liabilities are not related to bonds directly would use them. To be fair, most of these people would simply use bonds, but there are...