Most things economists come up with aren't applicable to real markets. That's why they invented the Lucas critique after all, so if their models...
Interesting read: http://pchen.ccer.edu.cn/homepage/Major%20papers%20by%20Chenping/SNDE96p.PDF IMO random walks are a joke. markets cycle and...
Vol tends to cluster. There's a paper somewhere showing the market outperforms when vol is low, as do premium selling strategies. When it's high...
yeah the IV ranking is bullcrap. For example, last year was a fantastic year to be short vol despite VIX being super-low. That's the nature of...
Hell yes SPY @ 190 u mad? [img]
Was just trying to fit in...:( This is the ES Journal after all... (Secretly though I've been permalong since jan'13 :cool: through short vol,...
if picking up pennies in front of a steam roller is stupid, is it smart to drive the steamroller instead? that is the question one must ask. and...
LOLWAT Man I love all these conspiracies people present. Only brokerages know the "REAL" value huh?
Hardly news. The premium in options is documented everywhere these days. On avg. it's a bit above returns on equity. Bottom line is, don't buy...
Tomorrows crash will be like nothing we've ever seen before...you heard it here first
Yes, IB allows routing, for a hefty cost. Their SMART routing is the cheapest option, where you have no control over where your order goes. I'm...
And how many serious investors go via prop firms? And how many prop-firms have access to HFT-type infrastructure, all the worlds dark pools etc,...
1900 should be like a magnet
Yeah that's whats called barriers to entry. The higher, the less efficient the market will be. I mean, everyone can become a billionaire cowboy...
Trade on sim until you have a solid, proven profitable plan on how to proceed. Dont trade real money until you have all this in place. Keep...
That's the exact problem. And it's not just my broker.
The problem right now is there's huge barriers to entry and little to no transparency into the "new" market making. I dont mind HFT getting...
What about filtering the data based on out-of-line IV numbers or based on some criteria for max b/a spread? Then look at two nearest correct IV...
Reason?
If someone steps ahead of your order in increments that you dont have access to yourself, obviously thats a problem. Its one of the things I would...
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