So in essence, lately, you are saying --- as an example: buy the dip works right now (esp. in nasdaq futures) because shorts funds of an...
Am I the only one who likes a SQL backend combined with Matlab on the front? Throw the db onto a SSD and properly index the thing, and the only...
what's wrong with requesting the portfolio and then finding the instrument and its associated position?
Need a new JGB thread here just because I'd like to see the discussion take place. 2% inflation targeting, a currency that moves ~15% in...
And then there is the reality that if you want to be employable and are unconnected, HR people (the gatekeepers) will filter out non-graduates by...
James - I love point I, particularly on the wardrobe. You figured things out when you learned how to self deprecate. Fundamentally, to do any...
if only there were a derivative i could trade betting against traders who opt out of going to school... The expectancy is pretty obvious....
actually good at picking up newsflow pretty quickly. but the headlines are hilarious when some asset moves .3% : Selloff, grandma thrown to the...
If you have the starting option price, you can back out the implied volatility from the option price (given you know the underyling's price when...
Sounds like you could do the entire process from within matlab (excel not necessary) and dramatically speed things up with the parallel computing...
awesome... :) btw ES vols were dirty cheap on Weds ... atm call at 3.00 ->15.00... god i need to backtest weekly long only strategies.
If using Microsoft SQL Express 2012 (free), use Import/Export Data (xx-bit) tool to bring csv straight into your database. and yes, you will...
Yes. I think this is the same. The long SPY puts and maybe some long calls to capture vol if it for some odd reason upside vol acceleration...
The trade I meant is short VIX futures (Apr for example), long ES options (in a combo I've yet to figure out) to bet on vol converging at expiry....
Found a Derman paper that suggested long vertical calls spreads in combo with some short butterflies, but caveat was I am only covered in a...
Missed the party... The S&P opts are at 14.7% vol for May 2012. The VIX Apr (which is priced off the May S&P options) is priced at 20% right...
Every time I try to make friends with a trend, it stabs me in the back, takes my lunch money, and disappears... ;)
Its nice they are european with no margin maintenance requirements, for Berkshire's sake. The odds are, given monetary looseness over the long...
that was a great laugh.
Have you guys noticed how most all of the base metals have barely fallen relative to 2008? But yet the stocks are beaten down to a pulp... I...
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