Epstein Secrets

la variance as investors can avoid paying for the rich HSCEI convexity below the 70% barrier. The trade

strangles by selling 1x 19- Aug-16 2950-3000 strangles Sell NKY Aug16 15500 puts, Buy Sep16 15500-14500 put spreads Buy TLS 25-Aug16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy CSL 25-Aug-16 95% puts Buy BHP 25-Aug-16 105/115% call spreads Buy HSCEI Aug16 9400 call, Short Oct16 10000 ca

ation trade. Cheapen Financials upside by selling rich Utilities and Staples vol & expensive correl. Hi

strangles by selling 1x 19- Aug-16 2950-3000 strangles Sell NKY Aug16 15500 puts, Buy Sep16 15500-14500 put spreads Buy TLS 25-Aug16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy CSL 25-Aug-16 95% puts Buy BHP 25-Aug-16 105/115% call spreads Buy HSCEI Aug16 9400 call, Short Oct16 10000 ca

via bullish X-market risk reversals Steet Selling rich USO (WTI tracker) 3M 25d puts to fund cheaper SXE

, STAN LN and MUV2 GY Buy an Oct16 110%F call on an equally weighted basket (quanto EUR) Buy TLS 25-Aug16 95% puts Buy CSL 25-Aug-16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy BHP 25-Aug-16 105/115% call spreads Replace T long position via 3M ATM calls Replace LOW long position via 3M ATM