Ralph, Don't you just love the way that the kelly criterion and your work makes people mad? It is amazing to me that something that is as...
yeah. i think the retail stuff is interesting. look at vix futures, earnings bets, terminal distribution vol trades.
kind of. in general market makers aren't going to fill anyone mid-market. sometimes you will find a customer to take the other side, but that is...
well how many do you want to do? a floor broker could easily get 1-2 k off without changing things much. and all serious volume goes through the...
it isn't my first post. i don't know what that is about. but the GARCH comment was from one of my books, not a previous elitetrader post.
i just want to clarify what I mean by "every options trader basically thinks of the world as a GARCH model", which i doubt is what i actually...
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