For those who size according to optimal f allocations - I primarily trade spreads and am wondering how opt F can be applied, if at all. Haven't...
notice more wsb guys here every day, good luck op
haven't studied tvix rebalancing protocol itself, but have seen firsthand how large baskets can move markets (uso, gsci, etc). empirically ive...
how about ml traders
sometimes whilst combing through the data researching a potential strategy, ill find data that directly contradicts my original hypothesis. for...
This one is the clear winner: [ATTACH] Although the Dalmatian print is pretty good too
Hm alternatively could I just use a synthetic straddle to eschew the issue altogether? Eg long 2 puts + long 100 shares (under the assumptions of...
^ so the takeaway being that the increase in both Delta and Gamma could offset the losses due to Vega? (again provided that the underlying has...
If I may revive an old thread (as I start to better understand what was communicated within it ha): McMillan in his books mentions that IV for a...
Hm, interesting and makes sense. Sinclair (I think it was Sinclair?) says that in a low vol env vol can be sticky delta, so that would make...
Let’s say you expect some binary event and IV just happens to be relatively low. You don’t know how market will react, but you know itll be a...
One more question re: long term maturities. Assuming the stock returns follow a more normal distribution, what would the IV curve look like in...
When I say normality, I mean a more Gaussian distribution. Eg less skewed So in the first part, I meant that single returns are skewed in the...
I think I understand now. Apparently, I had it all wrong? So short term maturities exhibit some skew usually. Index options always negative...
Recently started studying options and now reviewing distributions, kurtosis, skew, etc. I understand that certain market returns exhibit specific...
I don't use that indicator, but a quick google search shows that it may be possible via Thinkscript. Hope it's of some help...
Can you clarify what you mean by narrative in this context? Any examples?
Thanks, but as I said in my post I was unable to send PM’s as a brand new forum member. It looks like the forum gods have since bestowed that...
I'm a long time lurker, and somewhat inconsistent trader, but this post struck me as genuine so I finally registered. I've always done a lot of...
Amazing story. Love stuff like this. Thanks for the post.
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