stepandfetchit's Recent Activity

  1. stepandfetchit replied to the thread Failures in greeks computation.

    You may wish to consider, that a BID value < some number (depending on your requirements for precision) will infer the MID price may not...

    Feb 18, 2018 at 6:00 PM
  2. stepandfetchit replied to the thread Failures in greeks computation.

    You have made an error. The normal process is using BSM, which works. For option price, the MID (BID+ASK)/2 is customary for liquid...

    Feb 18, 2018 at 4:01 PM
  3. stepandfetchit replied to the thread This system has one loss per 5364 trades.

    5363 Buy's, followed by one sale?

    Feb 17, 2018 at 8:53 PM
  4. stepandfetchit replied to the thread Dirty data.

    Agree with i960 & truetype. If you have bad data, and have proof, then hiding the source makes no sense, and tends to restrict others...

    Feb 17, 2018 at 4:10 PM
  5. stepandfetchit replied to the thread discuss when adding to a losing position is proper.

    If it improves expectancy more than closing or leaving alone. (requires better understanding of expectancy than most of us are...

    Feb 12, 2018 at 4:47 PM