yeah, look at that ratio. I was watching it and decided to take the rest of the day off.
I'm still baffled. Help me by explaining why one would want to use Historical in your greek equation? Vol is expressed in price, so if...
oh dear
Vols come out last so whatever numbers you input, that will be your output.
Puts are REALLY cheap at the moment (even though skew is building)
JS - Is is correct that the exercise of modeling is more frequently used by firms such as MMs which are required to hold some book into...
Nice Article, thanks!
Puts are cheap at the moment... so are calls. If you expect the move to go into the tails you'll be better off buying puts, but you'll want to...
bump-o
Thanks DMO. I'm not terribly interested in getting a job, but anyone care to report their experience with CTC?
Anybody know if the CTC takes on non-employees for their education program?
Seen a couple demos of Sheridan's software. Looks a lot less Buggy than OptionVue. I used OV for a trial period and it drove me to insanity with...
I mostly trade options and futures, what do you guys use for your pos analyzing software?
If we can't swap vola, can we at least swap gamma?
Sounds like you're marching through a standard progressive learning process. If i were hiring traders to use my capital I would look for three...
If there were continuos strikes and perfect dynamic hedging, we would either all be out of business, or trading long gamma.
I agree, and am not doubting your idea. I just know that nothing is so real as having real money on the line, and consequently getting real...
Also, and I don't mean to be a boob, but I think it's reasonable to spend 25K in losses on your trading education, and if someone told me they...
I use a PM retail account and it is fine. You can use more that 500K, just distribute your trades around to different accounts, I think you...
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