Any thougthful views about Renaissance adding CORT | CORT Message Board Posts

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Msg  2973 of 3002  at  2/13/2020 9:00:59 AM  by

KJDedge


 In response to msg 2972 by  Leverage01
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Re: Any thougthful views about Renaissance adding CORT

Haha....what I meant to say was
After optimizing the second derivative rate of change component and utilizing the modified black scholes option model
they calculated the beta and theta intrinsic value of the underlying cash flows and using their VAR position rationalizer to
determine appropriate size relative to average daily float , they slowly added to their position....

That sounds better now doesn’t it😳


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