Mr Spread, What is "short interest"? GA Trader, Have you tried using dde's to Excel? Of course, the atm's will fluctuate with the...
Rosy2, Thank you for the info. Grant.
It would be pointless to exercise a call on a defunct company. However, if exercised, the seller of a put option is obligated to take delivery, ie...
ORCA has been mentioned in this forum. Despite a Google search I can't find anything. Can someone provide a web address? Thank you. Grant.
Like myself, I suspect most Forum users have tried numerous data feeds/quote vendors. All have strengths and weaknesses re options markets...
Which site(s) provide the most extensive daily coverage and analysis of the financial markets - equities, bonds, fx, derivatives? Thank you....
Thank you, FA. Grant.
Works in practise, let's see if it works in theory. Why keep things simple, when they can be complicated. Maybe some are trying to justify...
FullyArticulate, Iâll check out NYBOT. You may want look at NYSEâs site â this is impressive. Ever wondered whatâs on the displays of...
FullyArticulate, It's always a pleasure to hear from our allies in the colonies. To clarify, if I may, your point re LIFFE. FTSE index...
Millard's stuff is garbage (I also live in Stockport). Let me know what your are looking for and I may be able to help. Provide as much detail...
Batman28, I started with Lotus via DOS in 1990, now I use Excel. But ignoring the more esoteric/specialist features and functions of...
I really appreciate what you've done, here and the amount of work involved. I've kept the previous replies. These will form the basis for...
Rosy2 and segv, To the uninitiated, eigen vectors and conitergration are meaningless without context. They may well be the path to eternal...
Profitaker, "Depends how stocks A & B were correlated" Mathematically speaking, I am somewhat retarded. I'm guessing that "+1" means if X...
Profitaker, And a lack of correlation would be a potentail arbitrage? Grant,
Batman28, I've read your original post. I use a seperate calculation for each strike, expiry, call and put. So for example, if Sep...
Batman28, I've been creating option pricing/modelling since Lotus 1-2-3 could be contained on a single floppy. However, I never made the...
Assume an index is composed of two stocks, A & B. Prices, weightings are: A at 100, 75% B at 50, 25% Therefore, the current value of the...
MTE, I think you are correct re cost of carry. The difference betwen index options and futures options is the former is cash settled if...
Separate names with a comma.