Thank you for your kind words.
In this specific instance, I exited the entire position, however, there are other ways to squeeze more from the position, but since my intention...
As you may already know, albeit being very rigorous in its derivations and systematic approach, options sensitivities leave a wide gap to be...
Hey, you understand it correctly in terms of the dynamic hedging, and the fundamental basis of calendar spread as a so-called risk-defined...
There are so many different ways to construct this for a exact 5% but in the interest of time and my Saturday, lets get some more clarity first....
Data is from third party low latency data IB data is used as a backup reference data for execution book keeping. the ago is generic in the sense...
Can't say it's the ideal setup for it as the moves are violent, my main bottleneck is the broker (IB) gateway. But the logic is quite solid and...
How are you taking delivery on the short calls? You mean its a covered position And you will part with your shares? Yes I had both sides calls and...
Yours truly did a 50 contract calendar spread on SNAP even though the IV premium paid almost in full for the spread (35 cents each on the call and...
I agree with a lot of your points here, and the following reply by @Nobert. Most of the time you can put people who say they are traders in the...
:D :D :D, thank you for this gem!!! lol
Man, that's even worse aging than initially. If he was 40 in 2020 at the time of court filing and 25 in 2015, it means he aged at a ratio of...
But, somehow to the topic, the funniest guy I know used to trade the bunds on LIFFE floor back in the day (I myself are not that old, so I didn't...
The year 2015 was Laurie Inman’s year of fame. He featured in various newspapers as the 25-year-old city trader who earned £1 million a year. He...
For reasons that I can't / don't want to explain here in detail, my algos calculate the optimum price to execute the trades and volumes, so my SOR...
Separate names with a comma.