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Strategies & Market Trends : The coming US dollar crisis -- Ignore unavailable to you. Want to Upgrade?

To: dybdahl who wrote (11857)	9/26/2008 1:04:49 PM
From: Real Man	Read Replies (2) \| Respond to of 71454

Yes, but the other way around. Most of derivative volume IS interbank. Yes, Liquidity in derivative markets is the opposite of volatility. So, if liquidity is injected, these markets normalize. This trick has been used on every option expiration in the last 4-5 years, so this must be right. The problem is they keep growing then ...

To: dybdahl who wrote (11857)	9/27/2008 2:49:23 AM
From: IngotWeTrust	3 Recommendations Read Replies (1) \| Respond to of 71454

Not that Vi needs my interjected defense here, but... -g- dybdahl writes: "Sorry for keeping digging into this,[Vi] but I'm trying to understand why your view is so much different than many others. It's quite possibly because she's one of the few math brains (PhD I believe) on the boards, let alone on the SI boards that even can come close to unraveling the hieroglyphics of this quant geek speak valuation graphic below. Purportedly, only 6 or so people in the world can translate it such as that hedgefund quant in NY...James Simons, 68, of Renaissance Technologies who is one of the 6. It was his fund that took the first huge, sophisticated individual demanded redemption hit in Early Spring 2007 as I recall from an Austrian based sophisticated investor who wanted out. By August that year, this whole OTC ball of wax unraveling was fully engaged. This is my recollection of the of the news cycle print media explanations generated at that point in time. The following graphic is an actual deriv math model example Greek to me, but mostly not to Vi, I suspect, if given enough time. In case she misplaced her copy, I thought I'd post it for all to [sic]enjoy. Not every SI thread who has our own version of Number's FBI consultant, Dr. Charles Epps. -g-