It might be worth taking a look at ivolatility.com or livevol.com. They both have eod data at reasonable prices and you can specify what data...
:cool:
Dude, reread my post. I specifically said I don't know what you're doing and am in no way saying it's the right/wrong way to report PL. The...
Some people go by the account liquidation value/nav - I could come up with a strategy that has realized profits everyday by simply closing winners...
Can you elaborate a bit on what a cointegration study is - are you using software to estimate your cointegrating vectors?
Yew arr sow phul uhve shit.
You're right about the speed, but there's nothing quite like the feeling of driving a manual. ...and if you're going the auto route, don't buy...
...in related news, humans prefer oxygen over cyanide:p
Lol, this is true, though the price targets are only a part of the role. Much like other jobs it's about relationships and they do have valuable...
...but isn't that the point - what good are absolute returns if risk isn't taken into account?
+1. They have a bone marrow appetizer which is prettay awesome.
Cart before the horse? The networking bit is good advice - isn't the guy from SMB a Uconn guy? Maybe try reaching out to him....
Surprisingly, and if I'm understanding right, she only sold deep otm premium:eek:
Ok, this is obviously going to sound stupid since he's made way, way more money than me but is this guy really a good trader? It seems that...
Wow, a really old thread, I know, but still very informative and interesting. Maverick74, Dummy-Variable, Riskarb (atticus), and Sle -...
If you're live and making money then it's all good. That said, you mentioned in an earlier thread you're doing 80%/60% return/risk and I asked...
How liquid is the spread and were there any actually traded at the price you're trying to get? I'm not 100% sure, but I think they'll only fill...
...still too high:D
Facebook to 100, you heard it here first:p
m2c: Sure, it can be viewed as a cost of hedging and if it improves r/r, then that's great. That said, you should usually be able to find a...
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