Either you're not understanding me or I'm not understanding you. I agree, terminology is important, hence the reason for me being 100%...
Simplistically: if the last trade is at the ASK price then a buyer has crossed the spread and is deemed to be aggressive. If the last trade is...
Erm, are the extra legs functional? Do they move etc.? Does the chicken have any control over them?
There are some pseudo-footprint implementations for Tradestation and others floating around e.g. Amibroker (I could be making that up)...
Yeah, I've been venting my frustration ad nauseum over at www.rottentomatoes.com I preferred the original: Infernal Affairs. If you haven't...
With your big brain, can't you invent a Matrix style knowledge transfer mechanism thingy? NEO: Can you fly that thing? TRINITY: Not yet.
The best? So, about 2 pages long then LOL. I obviously meant reversion rather than regression. WTF? :confused: Front month credit spreads do...
In defence of FullyArticulate, not that he can't defend himself, he did qualify the strategy in his original post: "Do this on a day when...
OK. Once was funny. Like the name of some new home gym equipment. The second time demands a spell check! :D Yes, I'm bored. Yes, this is way...
I think the reference to an OEX future was just meant to illustrate the concept. OEX and XEO options are largely priced based on the movement of...
distro = distribution e.g. Normal/Gaussian distribution.
Which bits in particular: There are some abbreviations: Vol or Vols = Volatility/Implied Volatility Corr = Correlation Vol-swap =...
Under the right circumstances e.g. http://www.elitetrader.com/vb/showthread.php?s=&postid=1028813#post1028813 It's called thetamma.
No, Mav's still using the old schmamma technique. I use decamma. Performs much better than schmamma under 26 sigmas. MoMoney.
Long stock = long CALL + short PUT It doesn't matter which strike. If you buy a CALL and sell a PUT at any strike, the position should behave...
Wow that's expensive! I wonder if it's possible to negotiate better rates with them or see if they have alternative commission schedules? I can't...
Perhaps, or perhaps people weren't convinced by the last rally. You'll notice VIX has made higher lows on each rally.
In reference to volatility and decay, you could think about it this way: you have the exact same number of long and short options in the collar...
If the two positions are synthetically equivalent then applying identical trades to both positions will result in two further synthetically...
http://www.elitetrader.com/vb/showthread.php?threadid=78187
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