Recent content by hlpsg

Hi Can anyone recommend a good Monte Carlo simulator? I'd prefer standalone if possible. Thanks!

Hi Sellputs, Thank you very much for those links. I'll check it out. HL

Hi, Bulldozer is right, I wasn't looking to trade options. In order not to get sidetracked, my initial question was what *methods* do I have to hedge against fluctuating currency rates. I'm earning/spending Singapore dollars, but I wish to put my savings in an Australian bank, in Australian...

Hi, I'm an absolute newbie on forex, hope someone can give me some good advice. I reside in Singapore, and wish to open an Australian bank account (higher interest rates) to deposit my funds there. However I'd like to hedge my deposit against currency fluctuations (Sing dollars and Australian...

Is there any way to contact Dr Zeig?

Thanks Robert, I'll go check out the website.

Hi Jamie, Regarding bid-ask spreads, options that have little liquidity (not many people buying or selling) will have large bid-ask spreads. The market maker has to hedge his position and if you're buying an illiquid contract its hard for him to do so. Hence he will widen the spread to...

How do I... Hi, (Edited: Had to change the title as no one was reading!) I think as of 19th Nov 2004, the Exchange Delivery Settlement Price (EDSP) for FTSE100 European style options is determined by using an intra-day auction. May I know where I can go online to check the final EDSP? Thanks...

Hi, With the figures discussed here, it seems the annuity talked about pays about 7 - 9% returns per annum? Could someone direct me to such products? I'm not a UK citizen unfortunately but I also have some money I want to put into risk-free high return investments (> 5%). Thanks for any advice...

I see your point, it has given me another idea. Thanks.

Thanks Dewitte.

Just 1 lot spreads for a start (2 lots per spread).

Hi, I need the data for backtesting.

Hi, I'm interested to purchase some historical options data but it only has daily closing prices. Will it be possible to derive the theoretical bid-ask spread from just the closing price? Thanks, HL

Profittaker, Let me try to understand the above, you go long a straddle near expiry date when gamma is high (a tiny move in each direction will result in the deltas of the component call and put changing by a lot), so a little change in the underlying will result in enough profits to overcome...