Recent content by Phoenix669

current prices: .9950 short call: 58 pips .9650 short put: 93 pips so Premium - current price: 125-151 = -26 pips current greeks: delta: 0.12 gamma: -21.80 theta: 66 vega: -157 yes was probably 0.04.

I am working towards becoming a quant... Really majority of the math is used in evaluating derivative prices, or in money management. Your indicators are simply moving averages.

looking for help with theta and vega. here is my position: I have a Apr 15th 2011, USD/CAD strangle at .9650-.9950. Current spot price is .9816. my greeks are: delta: -0.4 gamma: -21.97 theta: 65 vega: -164 my premium recieved is .01249 or ~125 pips. Break even levels are 1.0075, .9525...

http://www.euronext.com/landing/equitiesOP-1816-EN.html

Looking for more information on this strategy. I understand you sell a call option at a higher strike than spot, but what I am trying to figure out is how to calculate the price on expiration. say you can buy euro at 1.28, and you can sell a 1.3300 sept 2011 call for .0630. now as this is...

Thanks GammaJamma...i knew something was off. I have checked out several options strategies from that site, but find that they do not discuss the greeks impact on the option. Basically I am looking for an Idea way to trade short term options ranges/range breakouts....thought iron condor would...

OK so I am testing the waters in FX Options. Probably not the best market to start, but the one I have the most knowledge in. Noticed that there is a daily euro range from 1.4650-1.5100. Now if I was to setup a Reverse iron Condor, expecting this range to be broken, how would I set it up...

would also be interested...i have been thinking about the idea of using multiple standard deviations of current price to create short term iron condor trades.

Currently in the planning stages of starting up a somewhat small FX and fixed income fund (~100k), and starting to browse around at platforms and brokers. 1. Reuters 2. Bloomberg 3. Currenex Ok so I have some experience with Reuters and Currenex, but haven't used Bloomberg. But it seems...

Looking for something that changes candlestick color when MACD is above/below the 0.0 line for custom settings. I.E, MACD candlestick closes below 0, candlesticks go Red, Green when it closes above. any help is great. -P.

Looking for help on pricing/arbitrage on currency forwards. Have been reading through Hull's Fundamentals of futures and options markets, and still not really helping. I.E. Currency Y interest rate = 5% Currency X interest rate = 7% 2y Forward X/Y = 1.2200 Current X/Y Spot = 1.2000 using...

my main indicator in trading...I have had some rather substantial profits from it...took me over a year to become profitable though, and I am still learning new things.

Looking to learn about FX and interest rate forwards. Anyone familiar that could point me in the right direction?

Estp

Is it really worth it to incorporate your personal trading to tax shelter alternate income? also are there any other benefits?