Sure, it's possible under a sharp term structure of vol. Not as though you're going to be carrying any magnitude. It's easily achievable with an...
Time to sell 40,000 atm combos on Monday... it will be worth the risk. :p
I thought that was Mav's primary strat? Did Mo license it to Mav? I am still attempting to wrap my head around how one can be long gamma whilst...
lol, RETRACTION! :p
Oh Jesus. Right, and I suppose it abrogates pricing theory. Yeah, please confine it to PM. Thanks.
Does TOS sell cars on the side? Oh no, just seminars on googolplex-legged spreads and how to CANSLIM. Gotta pay for that sh*t somehow.
I don't disagree with any of your opinions on the matter -- I was told by an IB manager in Philly that it will be open to all IB margin accounts....
You have to assume any system with a +expectancy must carry that expectancy through many macro releases.
lol, yes, excellent memory. will do. =)
It's not a stock, option nor futures exhange. BOM does have a bookmaker's license in each jurisdiction, which makes them vulnerable. Seemingly...
Yes, but the product offer is nearly identical to BOM's digitals. In fact, HS' are far more gambling oriented with the daily expirations. I...
I've heard they're not impacted. Only "games" of chance. HS would be out of biz if your presumption is correct.
How can you sell the calls if you haven't bought the puts! ... sell the vol Pink Floyd
Trade inside a Faraday cage.
I strongly disagree. Many of the best and brightest are moving to a "naught-30" structure. Some established managers are floating new funds with...
j/k. I still prefer otm flies, or wide wing buys simply for regT reduction on the short combo. I'm not a big fan of neutral flies in a 10-VIX...
Zero impact. Those firms are JBOs with risk-based haircuts. Bright's req on short gamma is worse than regT, but it's moot.
Let's be sure to bump any new developments from rule to risk margining.
Huh... IB is offering it in Nov of this year, or so they say. I do see the $5mm minimum mentioned in the doc. I'll have to drop IB an email.
This will certainly impact option-specialist JBO-firm valuations and models: https://cpm.theocc.com/
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