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    Community Rank: Analyst (99 pts)  |  Member since 07/25/2007
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Blog Posts

ETF Trend Options May Performance Review 05/25/12   —  May was the first month in quite some time where we saw several positions in the ETF Trend Options portfolio get stopped out, as markets plunged sharply over a short period of time. Those of you who are avid readers of quantitative and trading strategy research and blogs may have noticed that this al...
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Macro Volatility Review: Binary Summer 05/25/12   —  This content is available to subscribers only. Please Register or Login. ...
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Macro Volatility Review: European Anchor 05/18/12   —  This content is available to subscribers only. Please Register or Login. ...
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Democracy is a random gamma-generating machine 05/17/12   —  A few weeks ago, his thoughts about the world were of no consequence to anyone outside of Greece. Now, the leader of one of Greece’s political parties can move markets with a strong word or two. Democracy is a random gamma-generating machine. Alexis Tsipras is the leader of Syriza, the anti-auster...
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Friday Delta Hedge 05/11/12   —  This content is available to subscribers only. Please Register or Login. ...
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ROCK-STAR INVESTORS
Rank Name Sharpe Ratio Avg Return Followers
1 21.10 +34.36% 531
2 18.14 +36.28% 286
3 17.66 +23.07% 83
4 13.47 +13.37% 69
5 12.13 +132.16% 102


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