Wordpress - largecaptrader.wordpress.com - Largecaptrader.com
General Information:
Latest News:
Outperform your benchmark 12 Aug 2013 | 07:21 pm
This fund was pointed out to be my @unrelatednonsense, again showing quite clearly short vol trade outperforming the S&P 500. LJM Partners More info on short vol funds here and here. Speaking of outpe...
Due Diligence & Volatility Strategies 21 Jul 2013 | 01:02 am
Ever wonder what a due diligence analyst does when they interview a hedge fund manager? I did. And i found this questionnaire: The 1.2 Fund – Aima Ddq While I’m sure there’s more involved, and the bet...
Conversations with Volatility Traders 14 Jul 2013 | 05:09 am
I have been trying to post interesting articles relevant to volatility trading and VIX trading on a Linkedin Group I started. I contacted a few people from the group and had a few drinks to discuss th...
Rentech returns due to tax arbitrage? 3 Jul 2013 | 01:13 am
Rentech is a quant shop that has been surrounded by mystery. The fund which I assume everyone has heard of has been racking up returns for years. From wiki: “For the 11 years ending in December 1999, ...
Volatility is Back 3 Jun 2013 | 04:50 am
Volatility has really made a comeback but it pales to the volatility seen in Japan. Here is a look at the Nikkei volatility index versus VIX: I don’t look often at relative comparisons from internatio...
One Wild Week! 24 Apr 2013 | 08:43 pm
Readers should know by now I am a fan of short volatility strategies in a risk defined manner. Despite having defined risk, the P&L on adverse volatility event can be quite substantial! Last week we s...
Whale Trade Short Gamma 23 Mar 2013 | 05:38 am
The FT had an interesting article on Bruno Iksil with some excerpts from IM’s and emails in the days before the Whale Fail trade collapsed. It’s interesting to me from a trader standpoint to see how o...
Short Vol / Options Stategy 7 Feb 2013 | 11:21 pm
I am a big fan of shorting volatility as a strategy. There are many traders who are deathly afraid of what they deem “naked” risk and these traders are the same that tend to buy lots of weekly options...
2012 YE Review 2 Jan 2013 | 07:34 am
It’s that time of year again and I’ll keep the structure similar to 2011: Note – All numbers are after fees. Rather large commission fees I would add…. The Good: - I ended the year in the green thanks...
2012 in review – WordPress Stats for Fun 31 Dec 2012 | 03:23 am
The WordPress.com stats helper monkeys prepared a 2012 annual report for this blog. Here’s an excerpt: 4,329 films were submitted to the 2012 Cannes Film Festival. This blog had 16,000 views in 2012. ...
