B4 you invest in ‘deciphering’ Toda and Yamamoto, you might want to scan the www for some/any implementations based on their approach. After...
Not sure why either one of these points is YOUR problem .. if you read my post, you must have read 1) I don’t care about his p/l and therefore his...
Resto, It is clear to all reasonable readers on here that your 'answer' was totally not useful, if not outright confusing... but this has been...
well... the secret to day trading is.... a good nap... ** with all the other silliness that going on on ET , I felt I had to say this...
I never thought I'll have to 'defend' Tom on here. I have great respect to what he has accomplished and has been doing for the past 30 years in...
@TheBigShort thank you for looking into this — this BF does exploit the skew to have this Greek profile, though @Baozi is making a good point...
Very reasonable, especially when you can also close a 5c option for zero commission, in which case they are even cheaper than TastyTrade .. (0.65...
Yes, the time-spreads are the key for these, and b/c of these points that I posed my original question on "do such (4-legged) 'animals' exit"?...
I bet you will get nil by way of a useful/informative response.... but I shall remain hopeful I am wrong on this ...,
Thank you Maximum, The term structure is surely informative on the Vega, but controlling for a positive Theta appears to be a bit tricky, I think...
In light of the low VIX levels nowadays, which (4 legged) ‘animal’ has negative Delta, positive Theta and positive Vega?
@glai: As I once read in a fortune cookie: "reading the tea leaves could bring you good luck and much fortune..", I suppose not....
Well, the universe of option traders is divided to three groups (divisibility by 3 is almost universal... as you may know..) a) those who are...
You seem to be a bit perturbed by my comment—there is really no need. I actually enjoy reading your journal/blog very much—(it provides some sort...
Celebrate your weakness and push the damn delete button
Thanks Krug for sharing...
Intermittent fasting? How often?
Why did you do that CARL ?
Re-posting:... A message to some day traders.
Brooks and Adam too... Clearly there is still much to be desired with public (non-proprietary) backtesting software, especially in context of...
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