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To: At_The_Ask who wrote (148256)2/4/2002 10:29:03 AM
From: Real Man  Read Replies (1) | Respond to of 436258
 
I'm pretty sure LTCM traded according to non-random theory, cause all this stuff is pretty well known and is reflected in option prices-g- Still, it's close enough to a random walk, so in the 1-st approximation these theories are correct. They are incorrect essentially because there is always a finite probability of a crash. LOL! Luc would sure love that.



To: At_The_Ask who wrote (148256)2/4/2002 11:19:50 AM
From: LLCF  Respond to of 436258
 
<OH well. Unless that Famba guy can profitably trade a margin account then I'm not interested in his theorys. >

LOL, after my training program in options at the firm I started with in Chicago they gave us the Fama paper on 'portfolio insurance' with the question: "What are they missing"

DAK


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