Yeah, it seemed like the legal team wasn't totally sure how the vix could be manipulated, much less HOW it WAS manipulated. They called me to pick...
https://www.reuters.com/article/cboe-lawsuit-volatility/update-1-cboe-market-makers-targeted-in-vix-manipulation-lawsuit-idUSL1N1S42H3 I've been...
No, on settlement they ALWAYS trade the entire strip. This is ensured by the EFP orders from the vix market during the SOQ process.
They already gave you the answer. The CME adjusts margins in a very formulaic way. They stress test % moves, as well as standard deviation moves...
CIS is my hero
alpha dog condenses a day of trading into 3 minutes
I'm starting to see gamification take off in the trading world. This game for instance just popped into my daily google search results:...
http://home.ubernerdz.com/index.php/2016/11/15/bad-election-day-forecasts-deal-blow-to-data-science/ It seems the Wall Street Journal has learned...
Options swing trading in vix < 15 market environment = death. Also, the OP's logic...LOL.
I understand what you mean. The liquidity works for my needs as well. Liquidity is still an immediate concern for the spxw's. As ive already...
Not true. Liquidity is the most immediate concern with the weekly options... but you are correct in that it isnt for a lack of volume, exactly....
The daily expirations do provide unique opportunities for both buyers and sellers. Karen is a one-hit wonder. Her time in the limelight will end...
Weekly options certainly have some liquidity issues. Many of the large market-makers wont actively quote the weeklies. It is appropriate to be...
We have done a lot of trading tech consulting, though i have never been a pure HFT and probably cant guide your project alone. However, we were...
My company is analyzing a new long/short equity index trade using PCA to model the values of various equity indexes around the world. Question:...
Wall street guys have unlimited leverage, as much capital as they can stomach, zero transaction fees, access to the best technology/quants, a self...
What were you looking at to suggest a downmove? I was looking at market profile which suggested a bullish bias, especially if we saw a follow...
Well, there's the downside puts and upside calls, but the EFP strip is from one expiration, not two. You are thinking of the vix cash calculation....
Yes, the other side of the EFP vix transaction is a variance strip in the SPX.
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