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Ah I see what you mean, that makes sense. I took quickly jumped to assuming ignorance regarding the Libor thing. I definitely agree with the concept. This rem
by pgwhalen 9y ago
Ah I see what you mean, that makes sense. I took quickly jumped to assuming ignorance regarding the Libor thing. I definitely agree with the concept.
This reminds me of potential VIX options manipulation. Not quite the same thing, and probably not as susceptible to manipulation, but a similar concept nonetheless: https://www.bloomberg.com/view/articles/2017-05-24/vix-trading-hoaxes-and-blockchain https://www.bloomberg.com/view/articles/2017-05-24/vix-tradi...
My experience is equity options, btw.
- jnordwick 9y agoI used to run a trade of equity options against the closing cross near witching days. Cool. I'm going to hit you up on linkedin. Always good to have good tech contacts.