Yes better than porn. The new kinky trend: http://www.google.com/trends/explore#q=options%20%20porn
The priority is to get away and claim your money back. Then do some research/learning and only then (maybe) invest. You need to find out if...
I agree. For my VBA needs, 99% of times the Microsoft Office reference site has been enough. Like OP, I have been using Excel at work but we...
If you have already all the data in Excel what stops you to add some formulas/code etc to calculate the values you need? One thing I have found...
Best thing would be to do some (back)testing. If there is such an effect that can be traded profitably, you need to think the risk you have to...
I'll give it a try b/c it's an interesting and basic question. A calendar spread that is vega and delta neutral. Say the 2 expiries are T1 and...
There is this Neuberger paper (not finalised yet): http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1571700 where a "skew swap" is...
The way I read it is he means long risk premium. So it is the guy who is willing to risk more in order to make a bigger profit. On the other hand...
Do you mean everything is free including live quotes. access to historical data for example? You don't even have to do a minimum amount of...
Hopefully you will post the KOSPI trades too? As this is something I was considering to try. Wish I had more money in my acc or more experience to...
I bought yesterday the FEB 30/37.5/45 fly. Just wondering if you think the calendar has a better edge (other than transaction costs) Are you vega...
On a serious note: Guess who has just exercised his MAR-13 100 Calls! (= me) To cover for getting assigned the JAN-13 100 Calls I sold. :(...
Good comment. Plus I imagine top professional traders have teams of whiz kids (lol I'm becoming too American reading this forum) who will for...
Oh yes and there is also atticus' PF method: A thread worth spending some time. Sorry no teenies in there - only 25 and over (delta)...
Looking forward to that! I have also been looking at what can be generally put under the category skewness-kurtosis trades and I have come up...
I guess you assume that spot and time are unchanged This is because option value is not linear to volatility (check the B-S formula on Excel...
In this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=255405 there is an Excel spreadsheet by the OP with such strategy
I guess in theory they should be the same (or very close) over a very short period of time (say less than 1 sec), the shorter the period the...
There is this paper: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1879583 I had a quick read in the past (ie read the introduction and...
Group A: You are lucky enough to find a slot machine/roulette etc that has a fault and pays off more than it should thus giving you (instead of...
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