i would imagine the margin wouldnt be any more than short 2 verticals and a cash outlay of the 4 remaining. As long as the expiration is identical...
Thanks Fan27.. can't wait for that course to start ! :-)
Thanks for the input. I hope that after my ML class, I can discern the differences bet ML learning v. backtesting thru a commercially available...
IOW, you treat it like some black box process where u "surrender" to the tendencies instead of saying what would performance be if I use Trigger...
I am going to taking machine learning next term for my MS in CScience since it seems to be latest buzzwords today in the job market. Can someone...
Condolences Beck
Far from it... Floor is easy! There is a HUGE structural edge being on the floor- cheap commish, b/a spread, no worry about fat finger, or...
picked off like his mkt is 4/4.1 and suddenly he gets lifted for size on 4.1 , then news breaks and now he is short gamma with stock up $5
I have always wondered how MM these days make $$ given the sheer number of options exchanges alone (16?) in equities. I have a MM friend at IB and...
Hi. I used h/s as an example. Those things you mentioned are easily quantifiable thru line-by-line backtests where hundreds of trades are listed...
have you considered ramping up your research from eye balling charts to something more quantifiable, replicable and most important reasonably...
hi destriero, so when you say "think of vol as synthetic time" do you mean think of implied vol or realized vol as synthetic time? Just to...
This will cause a material displacement of all these desk traders 5-8 years out much like the AWS cloud has displaced lots of sysadmins now. It...
There was a great post here a while back about root vega or how to be vega neutral... find it and take his advise. There is also nothing wrong...
Why pm? Why not? if they have a specific question, then least they can do is to look me up and fire off questions this way. I am not vendor/ as...
Amibroker can do custom spreads, trade off of it, fire off api signals from it. Pm me for more info.
Pm me and I will direct you to your 1st steps so u don't waste time. Ami, with an in-depth cognition of its limitations , is miles ahead of other...
tom.. u r too funny :-)
tortoise.. I am 2.5 hours from Boston. I am an "empty vessel" for trading methods and would welcome your insights. LMK, I can visit my daughter...
joebone, the thread is "Amibroker options backtesting" and i can tell you it can be done for I have been doing it for 1.5 years. Much like any...
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