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Strategies & Market Trends : Canadian Options
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To: Porter Davis who wrote (1377)4/30/1999 8:48:00 AM
From: Dr. Godless   of 1599
 
Nobody can blame you for being cautious with Ballard. It can be a wild ride. What I'm curious about is how much your caution is affected by the opinions of MMs in the States. Is there significant cross-border volatility arbitrage? If so, how long does it take for equilibrium to be reached? I ask this mostly because the historical implied volatility data that I can get my hands on are all American, and it wouldn't do to be comparing apples and oranges now, would it?
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