Right on cue: http://www.elitetrader.com/vb/showthread.php?s=&postid=1240767#post1240767 :D
Agree with everything you say as usual! When the market does force the trader to learn, some are better at dealing with it than others.
Yes...unless you are RichardRimes :D
That's why it's so popular with beginners as evidenced by the length of the SPX Credit Spread thread. The high winning % is alluring and requires...
Round and round it goes. Where will it stop? Nobody knows. At the beginning of the this journal I discussed the cheap gamma concept in detail:...
You may want to consider posting the project on one of the following: www.rentacoder.com www.scriptlance.com www.elance.com If you do post...
FWIW: As discussed before, under the right circumstances shorting volatility can be a high probability play. Earnings, FDA,court rulings etc....
My apologies. I can sense that we are going to get into some communication and comprehension issues here that are not easily resolved via this...
Just curious, what information do you hope to glean from that? Perhaps you're equating winnning % with long term positive expectancy. Win/loss...
Worth having but not as per your current requirements. It is more of an academic text.
You mean re-straddle components that have had outliers in opposite directions right? Good luck with journal no.4 Riskarb. I'm still trying...
Ah yes, but this is in chit chat! [B] Only when single digits are printed. Until then, we need someone to man the options room in ET chat.
It's that time of the week again. VIX printed 10.66 intraday here. SPX still at 1365.
VIX just printed 10.66....your time is near LOL.
What was the price for vanilla 460 OCT/NOV long CALL calendar? Being an OTM calendar with massive tenor skew, it would have been relatively...
Call that a dip?! Made it all the way down to 455 at the open LOL. Strong.
Drinks are on you then! Might want to hit the offer on those long CALLs near the open before the vols get crushed. Will probably also trade...
Hi Rosy, If you're referring to CCAPI: I'm looking at getting some other broker interfaces and data feeds integrated with it as they...
Yes, you sold the 460s for $4.40 and you could have bought them back at the close for $1.50 The risk/reward for holding on to them was not...
Thanks for that. Batch makes sense. By the way, it is Whaley. Wonder if you'd considered leveraging Quantlib for your app? Supports...
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