You can't just use an arbitrary spline you f****** dumbass because that's not guaranteed to be arbitrage-free. You're right I am insane for even...
wtf is CS? do you do this to sound cool, save time, or foster obscurity?
define weekly synthetic, because price still drifts i dont know what your ttrying to say
i got some hot tail that is higher priority, the great thing about message forums is it waits, unlike the hot tail. i shall respond later when ive...
Ah yes I get what you're yeah I know the underlying formulas for how the VIX is calculated you can apply that same thing to other single names but...
You've always been obsessed with synthetics I understand you made great money with them that's fantastic and all that but I have yet to find a use...
Well because you're kind of an idiot and get off on random noise so I don't really do things I don't like and don't care enough to so it really...
Well being that it's vaguely specified jargon I assume that were talking about a synthetic option that pays on the at the money and whose value is...
No dude that's the point we're missing you can't just use whatever interpretation you like every single my new thing affects something it's just...
A lot of them aren't much to look at but some of them are you might enjoy it then again if you're 67 and haven't been driven crazy by now I don't...
I'm trying to set up a nice framework to visualize this thing because I want to extend the volatility models for a curve for the evolution of the...
So I guess the main point is is that the options don't necessarily tell you directly the expectation only that of the implied volatility whereas...
That's a great point I wouldn't . I haven't got all that part there yet because the models that I have for pricing are for options only (jointly...
There is a maximum rate at which you can approach risk there's a reason that the best volatility traders top at about 55% a year because you do...
Eat f*** live
I'm envisioning using it for both One of them being the market expectations and the other one being the calibrated market forecast which should...
Yeah something like that very close I didn't envision using a price range just like you did there I was envisioning literally using the futures...
Yes I am arrogant I suppose but but I guess those are the idiots that generate the volatility that I sit back and don't waste my eyeballs looking...
Bars are for idiots and hacks ever heard of stochastic processes or at least time series analysis?
This article. It's inane just another blah blah blah rich guy thing how cliche
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