Tuesday, December 25, 2007

Jan 2008 Positions

G/L
10d,Theta
10d,65%VAR
10d,95%VAR
10d,99%VAR
1.1%
1.3%
0.0%
5.2%
22.6%

Maintaining profit potential during low volatility is hard.

Keep a close eye on 99% VAR...

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