what's your problem? you're dropping this line over and over in this forum (check your own posts). people are here to ask and learn, not to be...
Sorry IV, I completely concur on IV/price inv correl, but thread starter clearly states he predicts HV using a neural net, presumably from just...
I did an unscientific quickie on correlation between HV and price (daily close). Attached QQQ with 60-day HV and 1-year correlation. Pos...
This is not contradictory at all, is it? I mean the '87 crash *confirms* the statement....? That said, let's not forget the man predicts HV...
You are using index vol and implied vol (of index options) interchangeably and apparently you realize that. If there is indeed a (empirical, not...
have i lost my sanity or is this the looney board?
Good for you neural but eeeuh, how does this work? Say you can predict future realized vol 100% and just trade the underlying. How do you profit?
Exactly my thoughts. And just the thought of doing the calculations makes me reach for the aspirin.
I meant replicating a log contract by himself. Why can't that be done?
With your math background, you must know about variance swaps? With strikes at each dollar and penny spreads like on QQQQ this may actually work...
N(D1) = NORMDIST(D1,0,1,TRUE) N'(D1) = NORMDIST(D1,0,1,FALSE)
PM'ed
Tell me how you know that and I'll tell you how to stay in the trade.
These are two very different things, for example there can be a 5% price change either on low or on high volatility. Future volatility is...
Our Roman alphabet just does not suffice for consistency in the strike price code. They are working to change the symbology:...
No offense please Leeor, it's not your english, it's what you're saying: Now admit it: you're pleasantly drunk! Cheers!
lol yu ar frogiven
OP just can't handle the simplicity of a short-term ATM (slightly OTM). The one position that will do better is to double it: double-the-delta...
you a stubborn man.
If I understand correctly then a short-term OTM option fits the bill. In this gamma pic with the stock at ~ 35 or 45 this 40 call or put...
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