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Non-Tech : MB TRADING -- Ignore unavailable to you. Want to Upgrade?


To: INFO_DART who wrote (1225)9/12/1998 12:22:00 AM
From: peter michaelson  Read Replies (1) | Respond to of 7382
 
BTW, Peter, I'll tell you if you FIRST tell me the origin of your pen name. My mom and dad. I think my grandfather had something to do with it too.

I didn't know I had a predictive module!!! I thought it was common sense. <ggg>

Have you quantitatively evaluated the predictive utility (and financial value) of the real time "premium or discount to NAV" data?

No, I have not formally evaluated. What I do is short one fund and simultaneously long another with a similar underlying portfolio, once the difference in their discount/premium becomes more than normal. Currently my position is mainly TTF (Thai Fund) hedged with TC and several London traded CEF's which invest in Thailand. TTF is selling at a premium of 80% or so to the verifiable value of its portfolio.

I encourage everyone to sell TTF in order to help me make more money!!

peter

P.S. OK, INFO_DART, now come clean!