Nitro, nice idea. I do wonder, however, if the product is so perfectly correlated to vola, and this has historically returned to a mean level,...
bump
Vols are independently unpredictable. You can plan your derivative position to respond to a change in vol however you like, but the amount of...
You just need to isolate which greeks are hurting your position and attack those first. If the market is on a break out, believe it, and then...
After looking at the situation, it appears that you would need multiple scalps per day in order to capture that much movement on a day over day basis.
Have you guys ever set up a short straddle and then added a second for delta hedging. If it goes past the second, take off the first and add a...
Excellent reply Dr Sean. If you're running a complex book of options it may be easier to make those micro adjustments and not hedge yourself to...
Looking to move up from the ThinkorSwim software to something better to quote greeks, possibly Microhedge. Any input would be appreciated....
Bounce... I would like to know if anyone is on Thinkpipes. Thanks.
True in terms of payoff, but in terms of probability, they should be the same, assuming some days before expiration, no?
OK, Again thank you.
do you need a cross-margin account? are you trading futs vs cash settled index options? i assume no as a customer. will you need access to capital...
I keep a short order on the mini's about 4-5% below the SPX index value in case someone nukes themselves (they nuke us, we vaporize them in...
I don't know why anyone would trade the binary's when you can just trade a vertical spread and trade where there is tons of volume.
I think what I'm seeking is information regarding people's experiences using joint brokerage accounts. Moving to this setup was suggested to me...
Looking to find out if anybody has has experience using a Joint Brokerage account through either Goldman, Merrill, or some other big house in...
Interesting. Could you guys discuss your trade parameters in more detail: - What are the criteria to enter a trade? - What are your...
I've been talking to quite a few of you regarding scalping gamma. It would seem to me that if you were a market maker you would simply sell...
I appreciate your humility, I've traded sense undergrad and I have learned to only to take those with humility as seasoned by the markets...
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