Hi all, as per title.. I would like to ask your enlightened opinion about the best structures to use when the skew is as flat as a surf board. I...
because gamma is already at its maximum there, and it's sloping down while moving outwards. Anyway, far from me the idea of suggesting doing this...
I would say there is nothing inherently bad in selling premium, however one must first know the associated risks.. on top of that, I'd rather...
@destriero @dozu888 why don't you guys solve your differences with one of those old school trading competitions?
My 2 cents: 1)Do not buy courses (especially DO NOT buy courses from Jeff Bishop lol), buy books instead. Natenberg, Sinclair, Baird, Cottle,...
A noob question from someone who never traded futures: how do you deal with all the algos and the spoofing? How can you read the tape through so...
Jeff Bishop looks cool, flies in his private jet, got a nirvana t-shirt and smokes cigar. Are these reasons not enough to subscribe?
My math is high school level, and I could understand it. Of course I had to take notes and read some passages N times, but I can confirm that it...
euan sinclair - trading volatility: a very good book, not too simple and not too technical either
Everyone uses BSM just because it became the de-facto "official standard" for option lingo and its strengths and especially its weaknesses are...
Now the source of the problem is clear.. to be honest, in the past I have been a big proponent of openoffice, but when you want to do more...
Let's say that I was long a strangle because I expected some huge movement, and that actually the movement happened. The original strangle was...
Beyond any issue with the general public and the SEC, I think that a CEO would get a lot of heat from the board for doing anything that could be...
@tommcginnis ahaha.. actually the color was the easiest part.. there is an automatic feature in excel to do the blend effect. I just set blue-20...
After watching those videos I became really afraid of the IV surface.
ITS A-LIVE!! A big thanks to @jamesbp, @newwurldmn and @Matt_ORATS for their input. [ATTACH] Now however comes the hardest part. How do I use...
Does it come bundled with your strategy for predicting direction and vol? In that case I might consider it..
In my opinion, the biggest issue is that backtesting this kind of strategies only shows you half of the picture. Yes, after modeling all the...
The general consensus seems to be that you should give yourself some safety margin, so if you expect the move within one week its advisable to go...
I used to watch tons of TT videos those days (believing I was educating myself, ahaha).. Sosnoff for sure said it more than once, probably it was...
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