Ah.. interesting to see your views. And you are correct; i do not believe in forecasting market processes. I will not argue about this point...
Mav, i have learnt a ton from your posts on ET. But i will be the devils advocate here; as a retail trader, i dont think one should hang their hat...
Totally agree. It has to be quantifiable; but you also need to watch out for the erosion of the edge. Also, even if you have a quantifiable edge,...
Like baggerlord mentioned, just before reading his post, i was thinking exactly the same thing - that its amazing you are providing such useful...
thanks stevegee58 and mav for the information. Just got off the phone with IB rep. Turns out they use binomial and black-scholes; one for equity...
Mav, I hear you. Not selling them at lows; been selling them at 30 and 25 and 20 and 15. Cant wait and not sell when its at 15 cause if it sits...
TraDaToR, For Energy EIA reports are one of the important ones. Bloomberg genric cal has these listed; probably a good start....
just some short prem mav. Your book must be similar. a butter here, a ratio there so on.. :) Mav, your excel, is it the hoadley. net one? or...
Hello John, I've tried all 3 models on ToS and the differences are smallish (5-10 deltas in ES). Not sure what IB uses; also if you want to play...
Hi all, I have somewhat of a very spread out position in /ES and there is a huge discrepancy between the deltas shown between ToS and IB. Its a...
Update: just a minute later; i got a couple of option orders filled and now i see the print; bid ask as should be. So perhaps the market was...
Have seen this before. And it seems like the market is moving but how is the bid and ask same? Possibly showing up like this as the market is not...
Basically its just hard to analyse non-stationary data series. There is a lot of info here:...
True Bob. What i mean is after say a big flush down and a vol spike, there is a high probability that vol say an year out will come down but short...
There are a ton of people out there who claim its easier to forecast volatility but i think trying to forecast vol is just as challenging as...
i see sometime a 1 or 2 cent cancel fee after i have modified and/or cancelled a ton of orders. So it really is close to zero if any. -gariki
Its not just fat tails ironchef; but more to the point that the financial time series as opposed to the data series that usually show up in...
hello botpro, When you are short premium and are putting on hedges you are actually locking in losses; not profits. Since the option pricing...
newwurldmn, true only if you are putting yourself in a position that one trade (or 10 for that matter) going bad will end in your blowing up. I am...
Jamie, secret sauce formula (theo)=bid+ask/2. If you think you can do better then think twice. Very very smart people have been doing this for...
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