I disagree. This site would not lose any cachet if it implemented a newbie area. A few quant message boards have it(ie nuclearphynance,...
Yes, they all work. Which have a quantifiable edge? Simple, buying the bid, selling the offer, period.
The perceived influx of new supply coming out of the Gulf of Mexico could have led to the selloff.
Thx RM, I entered and exited @identical prices and made $0.20 -comm. still a pretty darn good trade for a weekend hold. Still holding my...
just curious nitro, did you pay $179 or did you pay something more and have to send in a factory rebate to get that price. I recently bought a...
The mole doesn't bother me as much as the nasty chest burn which is causing her skin to stretch, blech! I still wouldn't kick her out of bed...
*shrugs* selling cheap gamma via index otm strangles provides no edge whatsoever. Ignoring leptokurtosis, otm's are fairly valued. [edit]Haha,...
The VIX options are priced based on the VIX futures contract VIX/U6-CV which closed at 129.50. multiply by .1 for approximation to spot vix. You...
http://www.cboe.com/Products/indexopts/vixoptions_spec.aspx http://www.cboe.com/micro/vix/VIXoptionsQRG.pdf
If you trade on the primary market, or retail, slippage will rarely work out in your favor, that's all I meant.
That 'way better fill' as you call it, is an illusion. Once you learn the mechanics of microstructure, you will see what I mean. :cool:
<----------see handle
you obvs. don't understand market microstructure very well.
A-ha! so it wasn't just me then. I thought I magically faxed myself to London or something when I start to re-read some threads. Good to know the...
That sounds great, b, best of luck. In your estimation, at what level, or size of your book does 'second order greeks' start to become a necessary...
The irony of the whole situation lies in the fact that the SEC unintentionally created the current market regime which allows and encourages the...
A customer could mention something in passing to her former employer about how your wife is still in town opening up shop, yada, yada. Next...
Ok, so the market exhibits leptokurtosis, GREAT! How does that make me money? So, your second sentence suggests that the distro changes from...
Don't forget la creme de la creme = Mr. Double! :D
Haha nice try fellas. As a good family friend to the president and CEO of a regional life insurance company, I can tell you first hand this does...
Separate names with a comma.