I re-posted this at the end of a very extensive discussion of calendars spreads. The moderator may feel free to delete this.
When a long gamma strategy is being used; ie a short calendar, long straddle, or short butterfly what's the minimum ratio of gamma over theta that...
Granted you normally get farther by talking to the wall, but has anyone discussed this issue with NYSE market surveillance?
The edge I can gain over a machine is achieved when I figure out what that machine is reacting to. A simple example was trading the large cap...
Idiot price wars is one of the best descriptions of the nasdaq that I've heard! On the other hand, this phenomenon has become such a dominant...
Mean reversion may be profitable the vast majority of the time, but it only takes one crazy day to negate many slightly profitable mean reverting...
I haven't traded the nasdaq since the pre-supersoes/supermontage days. On the NYSE I read the tape and open book for clues about relative...
It seems like more algorithmic market making is taking place on the Nasdaq, NYSE, and futures exchanges than ever before. Seeing as how...
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