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  1. Will buy 1 call and sell 1 put completely eliminate volatility?

    How is this not exposed to IV? Long call = long implied volatility Short put = short implied volatility But they don’t cancel out -...
    Post by: Grant, Nov 2, 2006 in forum: Options

  2. current quotes to excel spreadsheet

    Thank you, Jimmy. The same to you, mate. Grant.
    Post by: Grant, Oct 30, 2006 in forum: Financial Futures

  3. $100B hedge fund

    I was told by as reliable source they also employ astro-physicists, astronomers, Sanskrit, Babylonian and ancient Persian scholars. Why? Their...
    Post by: Grant, Oct 29, 2006 in forum: Wall St. News

  4. current quotes to excel spreadsheet

    Jimmy, I thought real-time was "streaming"? Grant.
    Post by: Grant, Oct 29, 2006 in forum: Financial Futures

  5. current quotes to excel spreadsheet

    Jimmy, I've looked at all (?) US and English quote vendors. Then I started looking at European - German, Dutch and Spanish (Visual Charts)....
    Post by: Grant, Oct 29, 2006 in forum: Financial Futures

  6. Gamma determination

    Mahras, So its all down to size, then? Unless one has mega postions, it adds little – literally and figuratively. Using the figures cited...
    Post by: Grant, Oct 28, 2006 in forum: Options

  7. Gamma determination

    nitro, Thank you for the info. The figures confirm my own, for which I was looking. So, what does this figure of 0.0007 tell me over and...
    Post by: Grant, Oct 28, 2006 in forum: Options

  8. Gamma determination

    rosy2, Thank you for the offer. The programme I use calcluates everything but gamma, hence my problem Grant..
    Post by: Grant, Oct 28, 2006 in forum: Options

  9. Gamma determination

    I’m having trouble determining correct gammas. Could someone please help out? These are the inputs, all Euro-style calls: 23 days expiry...
    Thread by: Grant, Oct 28, 2006, 26 replies, in forum: Options

  10. Quantiative programming tutorial VBA Excel, c++ etc.

    dsss27 Did you manage to vectorize the function BlackSholes()? If so, could you post an image of the end result, ie the output/calculated...
    Post by: Grant, Oct 25, 2006 in forum: Trading Software

  11. trading legends I have met

    John Hall Duane Doberman Dino Paparelli Sam Fender Fielding Zimmerman Rocco Barbella Rupert Ritzik Francis Mullin Stanley Sowicki Greg...
    Post by: Grant, Oct 24, 2006 in forum: Professional Trading

  12. Poor Man's Hedge Fund

    Riskarb, So “path-dependent pricing assumptions…” are “re-straddle components that have (had) outliers in opposite directions”?...
    Post by: Grant, Oct 22, 2006 in forum: Journals

  13. Poor Man's Hedge Fund

    Riskarb, momoneythansens and IV trader. Gentlemen, A cynic may suggest this forum is all about posturing. I would never suggest such a...
    Post by: Grant, Oct 22, 2006 in forum: Journals

  14. “Option Volatility & Pricing” but what’s next!

    optioncoach, Could you provide details re your book -title, author, etc? Thank you. Grant.
    Post by: Grant, Oct 22, 2006 in forum: Options

  15. “Option Volatility & Pricing” but what’s next!

    FT79, If you can duplicate your seller friend’s strategies successfully, and comfortable with it, fine. What is his strategy? May I...
    Post by: Grant, Oct 22, 2006 in forum: Options

  16. “Option Volatility & Pricing” but what’s next!

    FT79, “open an account and see how things work in reality”. Buy before you try. If you were a broker in the UK and advised a client thus,...
    Post by: Grant, Oct 21, 2006 in forum: Options

  17. Options and Greeks

    I'm right re the vomma calc. Volga is vomma. Good article at: http://www.derivativesstrategy.com/magazine/archive/1999/1199fea1.asp Grant.
    Post by: Grant, Oct 21, 2006 in forum: Options

  18. “Option Volatility & Pricing” but what’s next!

    FT79, Hull's is an excellent book. A deep understanding of options cannot be avoided without reference to "academic" texts. The basics are...
    Post by: Grant, Oct 21, 2006 in forum: Options

  19. Options and Greeks

    Riskarb, Preoccupied with my options programmes, I lack the time to read at all the material I’ve collected. This paper is an example....
    Post by: Grant, Oct 21, 2006 in forum: Options

  20. Options and Greeks

    Tower, Most basic questions can answered via a Google search. "Skew delta" is an exception. This is all I could find: Skew Delta: A...
    Post by: Grant, Oct 19, 2006 in forum: Options
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