I love coming back to this statement. Just to enjoy how it is written.
Risk
Hey, im moving to Barcelona for a bit. Anyone is the Catalan region and want to meetup for some wine/tapas and talk shop?
Hello all, I am starting this thread to try and figure out what I am missing on this AMC/APE conversion next week. If anyone has ideas on why...
Haha. Putting the “e” in sine() says it all ;) Enjoy your evening Kevin and I’ll chat to you tomorrow
I am now getting your original answer of .234 for Side C. However when I use the formula you mentioned above I am getting .62. [ATTACH] angleA =...
Kevin, if it is not a right angle triangle, dont we need 3 pieces of info? I understand that we have Side A (.3) and angle C (acos(.8)) but wont...
As always kevin, thank you. Although, why is it that KO vol is lower than PEP (.23)? Why could it not be 7 vols above -> .37? Im actually using...
Yes the 9% is the ivol of the ratio. Do you happen to know the answer to the original question - given the data provided could you price fair for...
If you create an asset of KO/USD over PEP/USD you create KO/PEP. And if you take the vol of that let’s say it’s 9%. Think of the KO/PEP similar to...
Im trying to calculate fair value for KO Ivol given the following information. PEP/USD Ivol = 30% PEP/KO Ivol = 9% PEP/USD and KO/USD Implied...
He trades var swaps from his ToS account. He is as legit as they get.....
Index or ETF vol is made of 2 components - single stock vol and implied correlation between the single stocks. When vol increases, Implied...
IIRC Bouchaud also wrote a paper explaining the correlation between return distributions of a strategy and PnL - the more skewed the strategy, the...
yes for someone in the usa.Let me edit. Ok thanks Rob. Ill let him know
Hey ET, been awhile. Asking for a friend who lives in the USA - what vendors other than IBKR allow you to trade derivatives (vix futures...
Subjective TA being self-fulfilling is talked about quite often. If you take a step back and try to play out a few toy examples in your head or on...
start trading these! This might be a losing trade for dest but that should not discourage you. Take his trades, post your fills and get feedback....
Greeks are simply your exposures to certain changes in the world. Delta -> your exposure to the change in the underlying price Vega -> your...
I am not sure either is an asset or a drag. Its about good decision making and you have to live with the variance. I have seen guys on this...
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