or gagging on long vega
I think our paths have crossed:) That was my only point..Alot of guys who just cant buy vol,will attempt to run a dispersion book gamma flat...
Did you ever work at Salomon?Your style is eerily familiar... You wrote any good dispersion trader is gamma flat or long. I am referring to...
Mo,Do you have any idea how he has done the last 3 years???
I doubt he has been thru the sustained crunching of vol cycle that began in late 2002.If the posters are correct to his approach,this equity vol...
It should be about implied correlation,but it hasnt been the last 3.5 years.I dont know where delta came in to the conversation. Off the top of...
Mo,I dont know about you,but i dont know ANYONE who has made money trading a dispersion type strategy that didnt "oversell" index premium to the...
What i think you are trying to say is Taleb sells front month or near by gamma to offset some of his longer dated vega exposure. Bottom line,it...
have you read talebs first book on exotics????
My subjective comment regarding his "attitude" was from reading his first book.It was very clear that he had a hard on for traders,and annoyingly...
Not suprising..Taleb is a bitter frustrated quant with a ridiculous ego...He may have done well for a while,but he probably got smoked the last 5...
i think the CBOE has free software you can download..how complicated is the position??
Depends what you are looking for.... If you are interested in a programming language that is user friendly is the best in the business in...
If you are interested in creating industry groups and sectors very easily and being able to set up RS relationships AIQ is the best ...BY FAR.......
tradedecision looks like a decent platform,but they are ridiculously priced....
Is the Language identical to easylanguage or do they have their own programming language
I thought you employed a 10% stop???? I see stops that are significantly less
Aus,i share your pain!!!! I am an ex floor trader who later ran derivatives desks and always had programming jocks doing everything for me......
Th only reason I suggest it is if you post 15% returns for the year,many people will view that as a failure.If you have 15% returns with a 2.5 -3...
I would like to add to that... If you look in Technical Analysis of Stocks and Commodities /Traders Tips and compare identical coding examples...
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