It seems you got bamboozled by option theory. 1. Vol of vol is larger in shorter maturities but vega is smaller -> 10vols in a 5 dte option are...
90% of trading is correct pricing and 10% ist risk management. That's what the fat cats do. Retailers are 20% about risk management and 80%...
There is no way a one man show is able to hold physically delivered contracts into expiration day, especially big contracts like NG. As @ktm...
Someone is gonna learn about trading correlation by losing a lot of money first^^
Exactly. ITMs have wide bid/offer spreads while OTMs are tight. So you neutralize the position with an opposing vertical and sit on the box till...
A box spread is something you trade into, not a position you initiate. When you are sitting on an ITM vertical, it's usually better to box it...
I cannot believe that nobody got the correct answer?! Futures contracts are exchange exclusive, meaning when an exchange is introducing a new...
You're missing the point here. Your question has nothing to do with options. You're looking for the shape of the return distribution of the...
Cathie Woods is the master of timing. She set up her fund during the last couple of months of the bull market and convinced everyone that...
stop gambling with CFDs and get a stock trading account, that's how you deal with swaps
Interesting idea, really. But that only works if the fund fluctuates between -20% and 25% If it's either +20% or -20% with a p of 0.5 the expected...
100% in the first fund. No average performance or drift known for the second one
Honestly, thanks for that. Didn't know about it and stuff like this is exactly what I'm looking for
you're looking at terminal distributions, not at the movements in bond price as a result of interest rate changes. First step:...
The beautiful world of bond math^^ The relationship between price and interest changes is not linear. Can have positive convexity (non-callables)...
I think he was talking about bond convexity than terminal payoff :)
Look at the German certificate and warrants market. Most of the stuff is so insanely complex that it's illegal in most other countries but there...
How many do you want? There are nearly limitless possibilities when it comes to nonlinear payoffs. Rainbow Options, Knock Ins/Outs, Cliquets,...
cool story, bro:...
Lumber for the win...but please, not for beginners. That stuff is so illiquid that you'll carry inventory for weeks when you have size on
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