Hi TBS Wow yes it looks like a big indicator. So I guess you're looking for the big EPS changes which leads to smaller jumps. I'm guessing the...
Hi Etrades Post #2 answered your question above. You just need to measure the range of the larger daily candles and see if it’s too risky for you...
Does this mean sticky strike is more applicable to "1 month options" and upwards, than "one week" options? ... or the other way around?
Are you now calculating all the Earnings variables from Quandl ORATS data, and avoiding going to ORATS direct? Sounds like a bit of a concern...
Just understanding your variables a little more. Ok so the jump from 3.5 years ago carries equal weight to a jump that happened last earnings. I...
Hi TBS Hope I’m not prying too much... With all these averages with different variables, is it usually a short term simple average for example...
Projected earnings date 16th to 19th July
Great read! Just making sure I have this correct ... this is all about "buying" straddles to trade the volatility ramp into earnings, as it...
Sounds interesting. Can you reference any papers or authors?
Thanks
By earnings surprise I guess you meant the underlying overnight move straight after the earnings release (only till the morning at open, and not...
One big earnings website looks at: implied move > average actual move over the past 4 earnings; whereas another big website uses: Implied move >...
By "local dynamics", are you referring to directional trading the underlying using options?
Zero, and there's still plenty of features to keep me busy. Yes it is dated as the page needs to be refreshed to update the charts. It would be...
Market Chameleon which was mentioned in a few posts by @Kevin Schmit
Nice trade! [ATTACH] Did the spread price really go to $2.27 at the open before it dropped down to $1.60, 5 mins later? ... very volatile. Can...
I suggest you search all of his posts under all of his user names, and make notes. Then search for riskarb on google and you’ll find he’s...
Thank you for the book. Reading it now, as well as two of Sinclair's books for the third time. I'm very new to all this, but in "Volatility...
I was asking about how how to use Beta in basic options trading, not pairs trading. I found Sinclairs books had more complete ideas and less...
Since Beta is risk/volatility of a stock compared to the rest of the market, wouldn’t you sell (short straddle/fly) low beta, high IV stocks; and...
Separate names with a comma.