Comments on: The Citigroup Anomaly http://dmarron.com/2009/05/26/the-citigroup-anomaly/ Musings on Economics, Finance, and Life Thu, 17 May 2012 17:30:23 +0000 hourly 1 http://wordpress.com/ By: Tractor Repair Booklet http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-2655 Fri, 09 Apr 2010 13:09:13 +0000 http://dmarron.wordpress.com/?p=67#comment-2655 I found your site from bing and it is magnificent. Thankx for supplying such an amazing blog post…

]]> By: Christena Delnero http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-1901 Tue, 16 Feb 2010 00:14:55 +0000 http://dmarron.wordpress.com/?p=67#comment-1901 Thanks for the info… I truly like this blog. I bookmarked this post and will definitely be making a return visit.

]]> By: The Citigroup Anomaly Lives « Donald Marron http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-101 Tue, 09 Jun 2009 16:12:21 +0000 http://dmarron.wordpress.com/?p=67#comment-101 [...] I noted two weeks ago, there have been some anomalies in the pricing of Citigroup securities. Those anomalies have gotten smaller, but they are still with us. Citigroup is still violating the [...]

]]> By: The Citigroup Anomaly Lives http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-100 Tue, 09 Jun 2009 14:53:53 +0000 http://dmarron.wordpress.com/?p=67#comment-100 [...] I noted two weeks ago, there have been some anomalies in the pricing of Citigroup securities. Those anomalies have gotten smaller, but they are still with us. Citigroup is still violating the [...]

]]> By: Atom Czerny http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-63 Mon, 01 Jun 2009 03:03:32 +0000 http://dmarron.wordpress.com/?p=67#comment-63 Great post! Thanks for sharing :)

I’m trying to validate your synthetic numbers for my own education, but can’t get historical call/put prices without paying $$$ :(

Would you please advise what call/put prices you used for this analysis? It would also help this neophyte if you’d confirm it was a Synthetic Long strategy.

Thanks again!
Atom

]]> By: The Berkshire Anomaly « Donald Marron http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-53 Sat, 30 May 2009 04:12:32 +0000 http://dmarron.wordpress.com/?p=67#comment-53 [...] 30, 2009 by Donald Marron Readers seemed to enjoy my post about anomalies in the pricing of Citigroup securities, so I thought it would be fun to look at another anomaly, this time in the shares of Berkshire [...]

]]> By: Sind Aktien zu teuer? « Der Transatlantik Blog http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-36 Fri, 29 May 2009 10:48:42 +0000 http://dmarron.wordpress.com/?p=67#comment-36 [...]      The Citigroup anomaly: [...]

]]> By: Matt G http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-8 Wed, 27 May 2009 03:56:10 +0000 http://dmarron.wordpress.com/?p=67#comment-8 Great read, you don’t oft happen upon good info on arbitrage.

Many of the arbitrage opportunities, or at least what look like arbitrage opportunities, are on very thinly traded issues that would likely not work because one would become the market maker.

]]> By: r cohn http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-7 Wed, 27 May 2009 01:02:59 +0000 http://dmarron.wordpress.com/?p=67#comment-7 It has been very difficult to borrow stock for almost 2 months.Professional arbitragers have been using the option market to hedge the prferrreds.The exchange should be over in about 30 days.Either the stock will trade down or the preferrerds will trade up and converge

]]> By: The Law/Suggestion/Anomaly of One Price | Venture Capital Bloggers Network http://dmarron.com/2009/05/26/the-citigroup-anomaly/#comment-3 Tue, 26 May 2009 21:33:33 +0000 http://dmarron.wordpress.com/?p=67#comment-3 [...] More here. [...]

]]>