Simon didn't even own Medallion fund until Jan 1, 1991. Including 1990, a 55% year, distort's the Rentec track record. And 35.6% ? Where did you...
What ten years is that? Even adding his fees back in, you are off by a factor of two at least. .
This is extremely dangerous advice. IB date is not suitable for modeling. To be fair, IB does not claim that it is. IB realtime data is...
No, Nazzdack is correct. The relationship between the vix options and futures does not address his point, which was that there is no underlying...
OTM index puts in SPX, OEX, SPY or ES, whichever looks cheapest and whichever you can get on the bid. Don't worry about the correlation between...
Do a Google search on the terms: "PLAT order book imbalance" PLAT stands for Penn-Lehman Automated Trading contest. There...
Generally, this is a really really really stupid way to trade! Should read: "...the model will double leverage near bounces, which...
No, you aren't missing anytying, cohenmichaela has the transaction backwards. Buy the call for 1.20 (if you can get it) and sell the put at...
Of all the forex quasi-ECN's I have traded on, IB''s IDEAL-Pro is the worst. If you want to trade forex with IB, trade the CME forex futures....
You can use this to your advantage, though it works much better foir options on futures and SSF's, where there are no explicit cancel fees....
You left out a left parens: d1 = (ln(price/strike) + (interestRate + (volatility^2)/2) * timeLeft) / (volatility * sqrt(timeLeft)) Not...
Taken over a range of strikes, option vol skew CAN imply direction. Specifically the likelihood of a spike up or down. There has been...
Try: www fattail org .
No actual proof, but the close links between Dmitri (Felix) and Carlos Roman (see link below) of the scam service CashMonsterz/PipMonsterz might...
AFAIK, there is only one way to set up stops in IdealPro. You cannot base it on the last trade for spot Forex trades in IdealPro. If the stop...
In IdealPro a buy stop is triggered on the inside bid. A sell stop is triggered on the inside ask. Since a buy stop will be filled on the ask,...
That's because the filings are for all the SAC funds together. You don't see Sigma broken out. That is the one with the mind-blowing returns....
I don't think they are actively trading in and out of the names in the 13F. The holdings are too large and are often consistent from quarter to...
Eddie made it up. .
Yes, $1.5 billion is a nice payday. Too bad it doesn't add up. It is either too high or too low. Medallion fund has no outside investors....
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