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...
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...
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...
Hi everyone, I am trying to replicate an ETF using the least amount of components as possible. There are really 2 parts to my questions. 1) How...
hey guys I need a bit of math help. I am trying to compute the implied correlation of an ETF as i am trying to find expensive/cheap ivol. I was...
Hi everyone, I am starting to use IB rest api with R. I am having a bit of issues accessing the data. I have connected through the local...
I am exploring leveraged/inverse ETF's and came across a paper on how the leverage + daily rebalancing effect works....
Why are there no ETFs or closed ended funds that give retail exposure to a delta hedged straddle or a replicated variance swap? I would imagine...
I am reading Brian Petersons research on how to build systematic strategies...
I am from Canada and looking to start a business with a partner in the states. For our business I will need to transfer cpaital from my IB account...
Hey everyone, I have code (R of course) that I have running on my PC. Every hour my PC wakes up and runs my .bat file which runs my .R script. I...
Fun brain teaser. I am making calls to an API where I am limited to my calls. I have a dataset that contains 471 unique equities, each equity...
Let's say I am an angel investor looking to invest in a hedge fund. Would I be able to login to my account and see my current balance or do they...
Hey Everyone! After the success of my first earnings journal, I’ve decided to start fresh and trade a very specific strategy with this new...
Hello, I am looking at pairs trading from a very high level. I would like to build a simple model that gives me a decent hedge ratio. My first...
Hi, I want to do a backtest and compare it against buy and hold. My question is what should I use for my order sizing function if I want the...
Let's say I am trying to predict Future Volatility (FV). I build a model using 10 features and run an OLS. I end up with an r^2 of .15 and it does...
https://www.eraider.com/nfl-picks In this paper he outlines a factor based model that helps him do reasonably well in the NFL season. My take...
Hey everyone, If someone has access to Bitcoin and Ethrium Ivol historical data could you PM me. I am willing to pay if it is from a reputable...
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