I misspoke, I wouldnt 'adjust' at 205... I would just initially put the peak at 205 and not even bother with the 200 strike. I use Amibroker to...
Been to a lot of those at the Marquis.. nice time to spend 2-3 hours, for trading is inherently a very lonely profession. But don't go looking for...
iron.. how are you getting option valuation in XL? A while bak I bought Hoadley.net which is a plugin ... dont know if they have free tools now....
punt on the VBA ironchef. Time is fungible and limited. If we were in the 90's and you have a bunch of pairs/ opening only orders and need to do...
add better constraints to your solver to eliminate the deep ITM's You might have an edge BUT the bid/ask spread is going to eat up your edge. Add...
You are not doomed at all. I read this article about a hedge fund manager whose main source of depression is that he has to put $5M to work daily...
I am 90% of the way towards a masters in CS (DS concentration) with a 3.8 GPA with a CS undergrad, traded options on the floor for 8 years w/ a...
wajo.. this wont work.. bec in my pseudoexample that equation resolves to $2.4 and if IBM is 50 then your equation is buy= 50 < $2.04.
yes.. that Buy resolves to a scalar not a boolean. If IBM hi/lo is 50,49... then your statement is buy = ((50-49)/49)*100 buy = (1/49)*100 = 2.04...
vega.. also took a quick look at your graph. nothing is below the line bec the vols u r using in the trade are favorable to you.. ie selling 30's...
ahh. that is not a cdr spread.. thats 2 cdr spreads 'hedged' w 1 straddle in the back month. You essentially want xyz to stay quiet enough for...
maxzinger. I agree with you to a certain extent but you will reach some scalability issues at a certain point- ask sle and dest.. As far as...
I agree with you. As I plow thru my AI courses for my masters, part of the work involves reading scholarly articles about ML, AI, calculus,etc.....
Yes. I thought I was a "data scientist" til I tested for the NSA. .. won't be moving to Ft Meade soon.... nooby is correct though.. As an example,...
what is the essential question you are trying to capture? that's a lot of rows.. most of those names have sparse liquidity I would assume even if...
Separate names with a comma.