# I will be using AVGO as an example here as they have there earnings tomorrow # Both its current implied move and it's past implied move will be...
Im working on a project where I trade the earnings vol before the announcement. What I have found is that the earnings expected move changes every...
I would not be doing it for the reason of low risk. Im looking to see if there is a good risk reward in merger arb. Do you have some experience in...
What sources do you use for your data? Are you ever dealing in microcap/nanocap mergers?
@mergerpie take a look at the RILY/CALL deal. Its expected to close at the end of the month. RILY to pay 8.71 cash for CALL stock is currently...
Research shows that risk arb spreads have been decreasing since the 90's. This makes sense due to speed of information and interest rates...
What is wrong with buying a good earnings surprise when a stock makes a new high? LULU for example
Yikes. Im not going to comment on your level of ignorance. But if tomorrows events were predictable there would be no money to be made in trading....
Kev if I plot the dow jones components 1 month IV vs 1 month lag close to close vol, the spread is pretty close to 0. Its usually slightly above 0...
Kev whats your background? This math is a little over my head and I will need a day to work this out. I cant find good articles on this stuff. Are...
Still not risk free. The OP clearly watched a video of someone trying to sell him their road to riches option course.
huh? Did you read my post? Random does not mean unpredictable. Randomness follows a distribution. You can predict long run events. For example the...
Random does not mean unpredictable. Flipping a coin is random however after 1000 flips I know I will have roughly 500 heads. Start with that
Hedge fund mangers are supposed to give absolute returns (low beta) in up or down markets. SPX was up 23% in 2017. The guy who got 41% return was...
You said you lost your money but you also say you are a lucky trader... this does not make sense to me. In regards to your post on spread...
If you want to learn the risk free option strategy, I would suggest you read at least 1 book on finance first.....
.6028? Where is this # from? Thanks for the intuition there. However if I want to find the expected value of the stock price distribution is it...
This is a bit more mathematical, but I know there are some smart guys on here. ATM straddle price = sqrt(2/pi) * S * vol * sqrt(t/T). where t =...
I think buying highs in bear markets could work to. Just maybe not stocks. Like if guv bonds/gold/biotech are rallying you could definitely go for...
THERE ARE TONS OF MEGA CAPS ABOUT TO MAKE NEW HIHGS!!!! AAPL, AMZN, BABA, FB. ALL BIG RETAILS JUST MADE NEW HIGHS!!! I think this is THE crazy up...
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