Recent Content by Niten Doraku

  1. Does volume cause vol or does vol cause volume?

    You can have low volume and low liquidity, which creates an environment for volatile movements when volume becomes one-sided with respect to...
    Post by: Niten Doraku, Apr 13, 2018 in forum: Trading

  2. Back spreads the Greeks and Nicholas Taleb

    lol. Let me show you.
    Post by: Niten Doraku, Apr 8, 2018 in forum: Options

  3. Back spreads the Greeks and Nicholas Taleb

    This is not what they do. You have to consider skew and correlation to find value in the term structure. Shorting straddles and buying strangles...
    Post by: Niten Doraku, Apr 2, 2018 in forum: Options

  4. Back spreads the Greeks and Nicholas Taleb

    You're not likely to find methodologies in the public domain. However, think of portfolios in terms of convexity - vast majority have a positive...
    Post by: Niten Doraku, Mar 30, 2018 in forum: Options

  5. Back spreads the Greeks and Nicholas Taleb

    Thanks for sharing that. His presentations, especially as of late, emphasize the strong inverse correlation of S&P puts as a more appropriate...
    Post by: Niten Doraku, Mar 30, 2018 in forum: Options

  6. Back spreads the Greeks and Nicholas Taleb

    Spitznagel purportedly purchases long S&P puts as a tail hedging business model for Universa and combines market-making activity to reduce the...
    Post by: Niten Doraku, Mar 30, 2018 in forum: Options

  7. is astrology in trading any good?

    Apparently there is, it's called technical analysis via chart reading.
    Post by: Niten Doraku, Mar 11, 2018 in forum: Trading

  8. What is this strategy called?

    It's called losing money.
    Post by: Niten Doraku, Mar 8, 2018 in forum: Options

  9. Artificial intelligence, neural networks, machine learning

    I just uploaded the historical dataset into a neural network and it modelled it automatically. Then I hooked up the model to my broker through a...
    Post by: Niten Doraku, Jan 10, 2018 in forum: Trading Software

  10. BBG - Traders Beware: The `VIX Elephant' Is Due to Stampede the Market

    The S&P 500 is hitting all-time highs this year. The market is up about 20% with a Sharpe ratio of 4+. Bloomberg et al. must be bored and trying...
    Post by: Niten Doraku, Nov 20, 2017 in forum: Options

  11. Chronic stress skews decision toward high-risk/high-benefit

    Sure, the uncertainty of market economics is vastly different than the ancient landscapes that shaped our evolution. What's your opinion on the...
    Post by: Niten Doraku, Nov 19, 2017 in forum: Psychology

  12. Chronic stress skews decision toward high-risk/high-benefit

    Thanks for posting the study. Neat animal model. Risk aversion is likely a rational behaviour and chronic stress is likely correlated with...
    Post by: Niten Doraku, Nov 19, 2017 in forum: Psychology

  13. How to manage risk if I am picking up coins before running trains?

    Ah. Another Tastytrader.
    Post by: Niten Doraku, Nov 14, 2017 in forum: Options

  14. How to manage risk if I am picking up coins before running trains?

    Do you ever buy vol, either as a hedge or as a standalone position? If so, care to get into it? Cool YouTube page, by the way.
    Post by: Niten Doraku, Nov 14, 2017 in forum: Options

  15. Volatility Trade - countertrend

    To clarify - you were net long vol in the near term with a calendar using VXX and VXZ; you were net short vol with a calendar using Jan/Feb; you...
    Post by: Niten Doraku, Nov 12, 2017 in forum: Trading