Mathematically, the way puts and calls are priced is different, this point is also illustrated in the put-call parity which should show that...
If you look at the stock market on a day-to-day basis, it may actually kind of look like a zero-sum game but it's actually not. Think of it...
It depends on a whole gamut of factors and as you should recall theta is different for calls and puts. If you really want to see the effects of...
Let us for a second imagine a world where people only traded single equity options positions. If this were the case, one person wins and one...
Of course it is, both are components in the computation of VaR and ETL.
Curve fitting has been notoriously inaccurate, a stochastic model would be much better. However, basic stochastic models are only so good until...
Your question is a bit ambiguous, when you ask per trade are you talking per position (i.e. per stock) or are talking about per strategy? If...
Geometry and behavioral finance never seemed to bode well for me.
Well most simply put, a "mean-reverting" series has a negative autocorrelation!
I apologize for bumping an old thread, i.e. if it's a faux pas around here, but anyhow to answer your question simply put yes can you trade...
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