The Soc Gen Trend Index is usually applied as a benchmark expectation, https://wholesale.banking.societegenerale.com/en/prime-services-indices/...
Realize that alpha creation is a negative sum game, negative due to transaction costs. Observe how winning works in similar type games, e.g....
That makes a lot more sense to me than the "gonna crash sooner or later" talk. We've seen what JP's willing to do to keep Fair Valuations at a...
I've been in your shoes. Here're some ideas that might help you: 1. "...gets me to close the trade when I'm in a little draw down", this happens...
Yeah I disagree. If you can't find favorable trades, then you're no better than an uninformed newbie. What is implied from the original quote is...
Looked up Chinese M2 at https://fred.stlouisfed.org/series/MYAGM2CNM189N, since 2008 the Yuan has been losing on average 1.08% purchasing power...
According to squeezeMetrics, they're defining "net short gamma" as net betwee calls and puts, making very rough, or wrong imo, assumptions of how...
that is exactly what a bot would say
Because like any business, hedge funds with kickass marketing teams can survive very long periods, as long as investment performance isn't too...
Wise words. I've known "quant traders" who've lost either their own or client money for more than 10years, and still think that back-testing is...
CBOE PUT index: https://www.cboe.com/us/indices/dashboard/PUT/ There you can get a feel for performance expectation.
Yeah that'd be my guess too. They were most likely heavily short vega, but net long options to give this appearance of safety. If they bought...
It's good to know you've had positive, productive dialogues here. Maybe I'll give it another chance. Have a good weekend.
I just got back after about 6 years. Still the same guys here who think random lines on a chart is all you need to make money... very disappointing.
2 weeks!
thanks dude
is there a bigger picture? The font is unreadable at this size.
Of course this is useless. If it's actually useful in creating an edge, nobody would share it publicly lol
It depends on how you define "risky", and "strategy".
yeah that's the best.
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