Saturday, July 30, 2005

Another NFP week served up delta neutral...




hot, cold... I want it fairly warm, not to hot, and definitely not ice cream cold, but ever the pessimist I am... the kids are upset because I have to research all weekend, and they wanted to go to Wollman Rink in the southeast end of Central Park where the summer mini amusement park is... Maybe mum can take them on sunday, dressed in their sunday best... but I did however, take a nice walk today and sat on a bench reading old fashioned valuation techniques, mixed in with dog watching and bird and pigeon stalking breadbits... I haven't compiled enough data on extreme tail moves in NFP and 10 year front months to properly utilize the econ derivatives... although the auctions will start on Monday... the gut move in me wants to place a straight digital all or nothing to shock my heart from flatline...

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