Just wanted to say good thread, it's interesting - best of luck in March.
On the same strike, assuming P/C parity holds - IV should be equivalent. This was my contention that any differences could be a result of...
I didn't read the article - but any pricing discrepancy between the funds/notes is probably a result of timing, methodology, and market friction...
In that order or in conjunction? Would you use a Martingale strategy?
:confused:
...not sure where the SPY will go, I just hope it stays in the States.
Here's the backtest on an FX pair over a certain period of time (hope the attachment works). Basically, on an initial bet of $1000 (looking to...
Legally, not that I'm aware of.
Specifics aside, it's surprising that over the long term buying lower beta for long trades (or the opposite on the short side) would work to your...
I'm sure someone would be happy to structure a principal protected note using the case/shiller index - though you might not be happy with it....
Don't confuse the +EV of a player versus that of a game. Poker, on the whole, is -EV, even if the argument can be made that a player has a +EV.
Some say buzzer speed was the key to success and an unfair advantage for Watson. Cool project, despite my fears of robot overlords.
Long DPZ / Short SPY
...strictly speaking, trading is gambling. To further the argument, you'd have to compare trading to a particular game in a casino, they are...
Dr. Richard J. Gatling?
Very Boiler Room'ish, should make for good cinema. In my opinion, anything DiCaprio/Scorsese is gold - this will undoubtedly be good and will...
Muchas gracias senor.:) Separately, and what I was also trying to get at, is the method in which he's making the comparison would not take this...
...not sure it's particularly useful to compare such things this way given the differences in markets and conventions. It can be deceptively...
Ok, the first step might be to identify all futures you want to trade and when they are scheduled to roll. If you have coverage at MS, I...
If a contract needs to be rolled 3 days before the 15th calendar day of a month that doesn't necessarily mean that's when most participants will...
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