That's just an interactive brokers account with a livevol front end.
The risk is 3 puts since it's a ratio + an itm put - I'd just sell three 160 puts instead. Fewer legs, lower cost basis if assigned, lower risk...
Hope you're right:D I was mainly interested in if he looked at the relationship btwn $vix and futures since he seemed to be saying that today's...
Just curious, do see any value in analyzing/comparing futures and a 'spot' measure? Historically I agree, using vix/futures as a signal isn't...
Right now you're saying sp is lower at EOM, so I'd just buy the Sept 27 vertical. Rolling the short is riskier if it goes against you, and imo...
Good point, that's true in practice. FWIW though, I think the difference in performance of PUT/BXM comes from the difference in strikes. BXM...
Not sure what happened to that site. Found a couple that might help - can't comment on quality, don't use them, but they look to offer similar...
This is a good point and ideally would be a good way to go. To be fair though there are a number of charities that have large administrative...
Sounds like you've found an edge:D I'm certainly not a quant, and I didn't stay at a holiday inn express last night, but I don't get the...
Grandluxe you're out of your element! Dude, the Chinaman is not the issue here!
None of the above - I'd take DIA, because diamonds are forever.
Is 1.5 calculated on a per trade basis or on some given period of time (i.e. daily performance)? If it's a per trade basis on 1min bars after...
TLDR:p
That's a lot of edge - all of it. 100%. I've done stupider for less.
Dude, you are speaking my language - congratulations on being totally awesome. I get you. Don't ever change.
Yes, comparing luck to prediction was a way to create myths, however times have changed - myths are often created by comparing predictions to...
Nah, in this case you want to be outright long the puerto rican crack spread.
This has always been the case, the intraday sp might as well be a roulette wheel, no Tokyo drift component.
Agreed, I'm sure the tubes are a lot, but I think the project in general is supposed to be cost effective compared to some alternatives. For...
Didn't you originally post 1671.50?
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