Again, I wanna reiterate: this is just my personal, independent, qvasi-risk-free idea. If you really want risk-free then buy IBM.
I'm not implying I know *what* the catch is, it's just that I deeply know that deterministic interest rate bets are just as doomed to arbitrage as...
Well then most probably you don't (really) trade options, or else you would know there's a catch. But good luck with what you're doing!
And try explaining that to the hedge fund who only employs a single quant, that is me, and he isn't even recognised as a quant because everyone...
>> Simple linear interpolation is trivial. Hardly falls into the "killing yourself" category. Try explaining that to the boss who also trades...
Killing yourself over fitting the yield curve to the Bloomberg reference in order to use that with options trading is like interviewing people...
My view on the interest rate for option trading: it doesn't matter. Compared to volatility it's effectively noise. Detailing: there are actually...
Such a frontend could be entirely open-source and needs to be so - because it would require some degree of standardization / protocol agreement...
Noone replied, so I'm gonna continue myself. Sorry for lorbing :p The web frontend idea was specific to my trade flow, but I just had an idea....
I tried naked puts at some point, but the PNL was pretty random, if not negative. Didn't try dispersion trade though - and at the moment I'm too...
This is a follow up from the 'Options Backtesting Software' thread, I'm thinking on a business plan and would like your opinions. Please don't...
So TWS uses linear interpolation of strike-volatility for options of a given maturity, then linear interpolation of variance between maturities....
Two questions: 1) Do you think trading is something where everyone wins or it's a zero sum game? 2) Do you think you can open-source your...
I've done several ways: - Stepandfetchit's sweep, but only on the stock price and at current time: gives some worst and best case scenarios. -...
>> stepandfetchit: Anyone tells you to do x, or y, beware! If it sounds too good to be true or it if is easy, .... beware. >> Backtesting [...]...
@stepandfetchit: >> I would expect, most people, including myself, who have high interest in option trading backtesting are primarily sellers of...
SLE, I don't get everything you're saying but this just proves that more people means more expertise. Regarding fair vol: I'm not sure what you...
>> Are you back testing option trading strategies that are written by a "USER" (near boundless in form and complexity), or are you limiting to...
Got a new idea and have to ask you what you think of it :) In short, I'm thinking of open-sourcing my backtesting software. I ran a first series...
>> J_Smith: Do you want to trade options, or make money? The latter. I'm also a software developer and startups are seen as the holly grail to...
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