One can calculate the expected move- Taleb and Sinclair provide some formulas in his book but its basically similar to adding variances- nothing...
Kinda cemented what I had a hunch on. As retail, it's ridiculously hard to make money unless youre extremely well capitalized (cant put a...
I asked if gamma neutral or other strategy is taken (with regards to predicting a regime change) . It wasn't simply if you are gamma neutral. I...
Parabolic rise? So stocks aren't meant to rise that fast? Well it has so that premise is false. And even if it does correct it will most likely...
You mean the vertical that I entered into?
How do you test whether or not a market is about to reverse? (without technical analysis) And if you don't, then perhaps the strategy is to...
I just had a thought. I keep hearing buzz about market going into a short term correction. I mean I think it's safe to say its only a matter of...
If you're long contracts and haven't made much money but your original hypothesis might still hold AND your capital isn't tied up AND...
Almost s#!t my pants when I just checked the stock Luckily, I had my positions closed around noon. So no worries :D whew!
High Vol note on PCLN High Implied vol going into earnings next week. Have been verticle-ing this baby for the past week and a half. Sold a...
My Excel DDE freezes too.... I hate it. I'll be working on a java implementation of it and see if it is smoother that way.
It's everywhere. Yahoo finance or even Google. You can download it straight to excel too. Or if you have some programming skills you can do it...
BAHAHAHAHAHAHAHAHA Made my day... apart from the $1000 I cha-chinged from a vertical... Speaking of scientists... I believe it was Galileo's...
I think newwurldmn asked why you thought it would go up $10... What was your rationale?
VXX is a futures contract for VIX. I wouldn't trade futures if you haven't even traded stocks or options. The symbol SPX is a futures contract....
Well there's two of them- realized and implied. Realized is what you'd calculate using excel and what your broker's platform spits out- it's...
Troll certified! Next stop- entering into trades that people reccomend- particularly those people who asked the OP to hold on to it till...
I was on campus and checked bloomberg for option skew analysis. I like how it allows you to compare past vs present skew shapes. But bloomberg...
Very interesting! I guess one shouldnt discount everything away so quickly. Groovy! Yeah Bloomberg seems pretty bada$$
Couldn't agree more! But there are academic studies delving into some of it's merits. For example Support and Resistance could be seen as a...
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