Got it - still trying to understand how this all works though - so a trader signs an agreement with one of RAPA's owners.... (1) does the trader...
Really appreciate your response. As I was writing my post to you, I realized that I'm at a complete loss to come up with a word to characterize...
Okay.... so two questions come to mind, (1) what is your relationship with the trader? (for example is a trader your 'customer')? Because...
It doesn't.
Fair enough... so what do you believe to be your fiduciary duties to traders who give you access to their accounts?
I don't want your code. I want you to take the standard BS formula, from wikipedia, and highlight the part that you think is 'ito-lemma' that...
He didn't actually say that he derived BS without ito's lemma, which is obviously possible (though obviously, doubtful that he can). He said...
You made it that when you made your nonsense claim about eliminating Ito's lemma. You said you dont use options data, only BS - so the fact...
Oh I see... the fact that you've been shown to be making false claims of your knowledge of options has no bearing on a thread where you give...
Ask our genius here how it's used - he won't answer because he doesn't know. Otherwise he wouldn't make the kind of ridiculous claim he's been...
For the record, I'm not calling his code garbage. He didn't post anything beyond a generic declaration. The garbage refers to his childish attempt...
Dude, you have no ip, because you don't even have a clue where ito's lemma is used in the bs formula. Don't show us how to 'eliminate' it, just...
(1) you gave a function declaration with no body except comments in German. You've shown nothing, certainly not math. (2) you've demonstrated you...
Can you show us how you've made ito's lemma (why did you put a dash?) unnecessary? Show us the math please. I (and sle and others know) the...
Hummm... the more details he adds, the more I'm swinging from the "why can't he be the lucky mouse" side to "I think he made 500k in simulations".
Your PNL peaked early and then decayed pretty quick over the next few months. Many many others have tried basically the same idea. Some failed...
His pnl decay is very typical of results from survivorship bias. Note to the guy who did this: survivorship bias in this setting isn't about how...
Wow, I'm completely speechless... You really really ought to crack open an options book. I'll leave to others more tolerant of idiocy to explain...
I'm going to bet that you don't know what implied vol is. Why else would you compare it to 'automation'. Even by ET standard, your ignorance is...
Oh crap, I totally missed where you claim using historical vol is acceptable, even when others advised you that it is stupid. Another ET crazy...
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