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Steve, Today (Monday) on Eurex someone traded DJ Euro Stoxx, 4000 Dec 07 puts at 259, 19% IV and 4000 Dec 07 calls at 287, 12.5% IV. Stoxx...
Steve, First, a correction. âtheoretically mis-priced optionâ in my last post should be a mis-priced equivalent synthetic position....
Tower, Thank you for the detailed reply. As a CME pro, may I ask for your comments on the following (my knowledge is restricted to the...
Tower, I have made a submission under the heading "Options volume" in the hope of drawing more discussion. This is based on your reply but...
Riskarb, I think EUREX have learned from experience re expansion into the US markets and the loss of volume in their EURIBOR (?) contract to...
Tower, If possible, and from your perspective, could you provide a brief outline as to how Orc can improve trading; what features justify the...
âThe shorter the time between hedges, the less variance from the expected result. Is this a correct interpretation?â If I understand this...
Steve, Re the Natenberg reference. This is just a restatement of the theory underlying (unrealistic) assumptions of the basic Black-Scholes...
DAX options volume, Friday: 120,000; DJ Euro Stoxx, 628,000; Grant.
MajorUrsa and Stoxtrader, Thank you for the references. Iâve done a basic check, and will examine thoroughly in due course. From all the...
Profitaker, That's excellent. Thank you, very much indeed. You are a Gentleman. Grant..
Using Excel and via iteration, to calculate implied I compare the market price with a theoretical price. When there is convergence, I have the...
âJeff Wilsonâ¦tripled his investmentâ. So why is he (also) a high-pressure salesman? Excluding exceptions to the rule, which is preferable?...
You too, Jango. Grant.
I am aware of most of the programmes which download data and build a database from a real-time feed into Excel. None support my vendor...
William, I wasnât making a judgement as to which was correct â both exhibit knowledge of that with which Iâm not familiar (thatâs...
Bernoulli, My (limited) understanding was RAID splits, and increases, the rate of read/write to/from the hard drive. Grant.
Boulder, I've looked at this and numerous others. Unfortunately, none are compatible with my feed (VisualCharts). And this is an ongoing...
Bernoulli, You may have thought of these already. RAID 0; or manual (F9) calculation of Excel, possibly through a VBA timer, say every x...
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