you're not quoting spread prices. you're quoting the ask for the long side minus the bid for the short side and vice versa. if you are...
Um... it is universally true that what you pay for anything is, at the moment of the transaction, higher than the price you can sell it...
not sure with what exactly you disagree.... let me pose this question. if you must buy a 45/50 call bull spread, and you know in advance that in...
watching spreads move on distant option series is like watching paint dry.....keep those babies closer in (< 3 mo) if you want to see them widen....
to answer the original poster, you can make adjustments after regular time intervals, e.g. every day or every week, or you can adjust after a...
I dont trade that kind of size but there may be liquidity problems if you _need_ to cover 500 short options in a pinch. I would rather be on the...
zero sum and "utility" are not the same thing...........i may be overjoyed to have purchased any insurance premium and have it expire worthless....
btw did you ever hear the joke about the efficient market theory economist walking down the street with his wife? she sees a dollar on the...
ah your second message clarified things for me riskarb. certainly the straddle buyer/seller cannot both profit equally at expiration --with no...
i hear you, but put aside the economic purpose/value of options and merely consider the zero-sum aspect. in your example the put buyer lost his...
sup guys, i actually think that zero-sum is valid if you consider every position marked to market from one moment to another.....it is true...
i think it's a driver-level concern -- try it for sure -- you may get good results by exploiting the cache on the one cpu. be sure to benchmark...
if your NIC is on the PCI bus, you may be asking for trouble since all devices on that bus share interrupts. wee
i think you're not supposed to use cpu affinity for processes that share interrupts. i think you can starve service requests for other processes...
Caution the guy, sure, but telling him he needs a million bucks to trade options is a bit over-the-top, no? wee
Things like "interest-only" mortgages, etc. Don't worry, if you want the house, they will find a way to finance it for you, courtesy of Easy Al....
I think people will have other concerns in 30 or 40 years and not be worried at all about social security. They will wonder why there is no safe...
i suspect that more than a few of the trades today in IMCL will be broken. that plunge to the halt was too preciptitous. wee
To profit on that backspread, you willl need IMCL to move 20% of its value up or down in 37 days. Good luck. You'll need it. :cool: wee
btw i like none of these trades.....poor r/r across the board. wee
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