Did they negotiate with you on comms with over 1m balance? Or by rates did you mean margin, interest, etc?
Putting the possibility of another upcoming idiosyncratic event aside, would you normalize this in accordance with the VIX term structure or...
Are you referring to the 605 reports? If so, they do report price improvement but the adaptive algo orders are lumped into big buckets with...
Do they report separate stats for orders submitted with the adaptive algo only? I'm sure it's highly dependent on what you're trading, but my...
Incredible.
I took my post down for fear of it devolving into something that would just clutter the board. So, as you said, we can agree to disagree. Best of...
Dude, they're the same...and not just at expiration. "A call is a put, a put is a call" is one of the first things taught to interns on a derivs...
Gotcha, thanks for sharing. I'd imagine a vol blowout like this creates some opportunities for you; although I suppose one could just as easily...
If I remember correctly, you had some interesting long vol / short sp structures that you were trading a few months ago. Everything perform as...
Great then...and apologies for my previous (and unnecessary) post.
It's like you don't realize the absurdity of what you're doing. Imagine if everyone here started four threads for every question they had. It...
How many threads on Vix ETFs are you going to start? You're cluttering up the board. You can ask all one thousand of your questions in one...
Yeah, I wouldn't be sleeping real well either at those levels. Still reasonable to do a contract or two though, no?
I don't trade quite the way you guys do in this thread, but for cases like this, I overlay some common sense position sizing constraints using...
Understood. Appreciate the replies.
Without giving away anything proprietary, any guidance on where to look to put something similar (and cost effective) together using retail means?
@rvince99 I found your post/chart that provides an example of employing hedges that limit DD to ~13%. Can I ask what that a hedge like that costs...
It's really interesting to hear your perspective on this given your background and exposure to all sorts of different products/approaches. Your...
ALF = Assisted living facility?
Makes sense, thanks. I know that they have a presence in NY4 because I've talked to them about a cross connect before, but (like you) I've also...
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