I was being serious :s
What exactly do you mean by that ?
I thought I'd share this pdf I found while searching for some reading on trading vol skew. This covers a lot of different topics and I haven't...
hey caveman, are you using IBrokers and tws with R to do all of this ? I am actually looking to do the same kind of stuff and wanted to know where...
I was just wondering if anyone on this forum will be doing there masters in the fall at the University of Western Ontario in their MFE program.
This is what i found using google http://www.forexfactory.com/showthread.php?t=173735
Any chance you're willing to share some helpful readings, be it books or papers, that you found helpful on trading skew and creating models for it ?
I believe what your talking about is called the term structure of volatility. There are a few good papers on this site regarding how to analayze...
In the current markets, vol has been very high. If I were to believe that this vol would collapse and decrease a lot, what would be the best...
Atticus, out of curiosity what is the exact math behind it? and why is it that it is asymmetrical . I've noticed it in TOS. Is it because you are...
Thank everyone! I finally got it!
How would I go about calculating a 1SD price move given that I know the stock price and implied vol. For example, AAPL is at 325 Implied...
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