it's not my way of thinking , it's a fact. Reverse dispersion can be done (when ratios = favorable to reverse , actually this month is one of them...
the "huge difference between index IV and basket IV" is fully compensated by basket ABS % change vs. Index's change.
sell a "cover call' on the 5 Y Treasury Note. Figure out the the ratio ( a bit complex). This will work at the best in you can obligate to add...
agree on the part about chasing no risk/free lunch
how all the above will help to erase the -expectancy for initial retail position ?
just saw this thread for the first time... I am runing something similar , short on the Index (Dow) straddle and long on all thirty components......
right , its mostly for indicators. The function calculates the highest correlation by using different time periods. For example the Average Hours...
in Excel. Anyone has it ? Thanks in advance
this result is for monthly (or given time period) % change and not for stocks or total return action. So they comparing correlation between +100%...
http://www.ivolatility.com/options.j?ticker=tnx&R=0&top_lookup__is__sent=1
. [/B] why don't you post a link of how many "jobs" Klinton create via Y2K and Dot.coms scam?
generally , I don't think its a good idea to short Weekly , the Index easily can go five days in the same direction , not enough time for V shape
got it , thanks for the info
I notice the price collapse while volume going up in Seats vs. Volume chart around 2000-2001. Probably related to decimals/less profit era.
DF , I put him on ignore because of style of his reply , I don't debate people that's start their reply with "LOL". My ms was about odds for...
you need help , really. On Ignore...
VERY WRONG ! In poker house collects certain % , without any risk of losing , for their services that they provide to players ( like a room ,...
strongly agree , and if the game runs on neutral territory (like casino) , the edge goes to negative because house takes small %
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