As ΔSK10 (change in strike skew)
What would be the fundamental reason/logic behind why this happens? Is there any? (Skew steepening when RV exceeds implied)
For some reason when I plot RV-IV against the realized skew, I don't see the relationship you speak of. Instead, I see no relationship. I've...
Don't you mean that skew flattens when realized starts to exceed implied?
IB has customer service?
edge means advantage. strictly speaking it should mean some structural advantage you have in a market - low latency, information edges,...
im on the younger side here on the board, so I don't know anything about iras, but I know it can generally be advantageous from a tax perspective...
Im having some trouble relating these terms to vol surface. I understand their basic definitions (sticky strike = vol & PX are inversely related,...
that is indeed the vix
That's what the broker told me. Aka on paper its a real risk, in practice it rarely happens. In your situation, what were the conditions that...
I'm designing a strategy that requires me to take a short position in some single names and trying to determine what the risk of recall might be....
i am using them via ninjatrader and it comes w free EOD data and am wondering what level of quality im getting. only using EOD settlements, not...
Yes, I haven’t had much luck w IB CS. I’ll have to look elsewhere I suppose
IB mostly
I am looking to trade spreads via exchange contracts if possible, but having trouble gathering info on these instruments for ice I was able to...
walk forward, its a method designed to reduce data mining bias when parameterizing a strategy.. extremely ironic given the nature of this book...
lol they even have a chapter on WF analysis
Hey Dest, in an old thread I remember reading that you trade (or used to trade) for a family office or some other firm. Jw but in what ways does...
Oh how quickly people forget the vol events of 2018
nothing special about optimal f vs kelly, optimal f is simply a constraint on kelly normalizing it to fall btwn 0 and 1 both are silly to use at...
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