luck and randomness have so much to do with things its sick! thats why i always try to enable myself to have limited risk and unlimited reward...
I'm with IB and i just started looking at the volatility trader... when you say klunky.. what do you mean exactly
the USA is in for its own day of reckoning... if they can't balance the increasing debt and inflation.. we are all doomed... i'm long interest...
i only trade plain vanilla american options..... i like the convexity you can create with their payoff structure..
so.. how would you expect to hedge your risk if you don't know the Greeks.. or are you joking because greece is bankrupting the world?>
delta hedging with deep itm calls .. google it hah
Derman.. ââ¬ÅIn physics there may one day be a Theory of Everything; in finance and the social sciences, youââ¬â¢re lucky if there is a...
thanks... that was quick and easy... i understand all that .. i've heard refferences to derman alot.. i've read all of taleb... i...
just being curious here.. thinking about potential trades... say instead of using the underlying i use a deep in the money call option......
no matter what you will be able to get in and out of the trade... thats the function of every market maker in every series of options.. BUT...
you guys are like the techie geeks of computers in the derivatives lingo.. haha
alternative to a risk-reversal for isolating skew... what (HF) account.. high frequency? The Pitchfork combo (PF)?? whats a pitchfork...
The original PF was around 86 mid... whats PF if the skew is 'rich' or 'poor'.... whats it mean for a skew to be rich? high vol on the wings?...
it would be nice if you guys didn't abbreviate so much... B/O calculations... etc... of course ATM at the money. etc is easy.. but you guys...
http://www.marketdataexpress.com/ ttp://www.ise.com
here are two places i found
i personally believe that there is a certain edge created by the knowing of how to neutralize theta risk... as i've heard many people say.. you...
the weight of the Calls open interest to put open interest... with so much recent speculation in the stock.. alot of all the volume in the stock...
when a stocks RSI is at 120 and been over bought for some time.. i wouldn't sell puts... i would try buying them... when the market has...
BUY THE STOCK!! if you don't have enough money to buy the stock.. because you have it all up on margin.. you really are in a bad trade.. Risk...
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