This is really the crux of the issue. I think what people are struggling with (myself included), are the concepts of strategic dominance and...
Thank you for taking the time to read my (long) posts and reply in so much detail. I have read all your responses, but I won't quote every piece...
This is another part I have trouble understanding. You say the hedging orders appear like stops, but in fact, they are stops - at least in the...
OK. I have identified one source of misunderstanding. It comes from your post on Nov 2. The bottom of your simulation screenshot contains the...
I seem to have offended you and for that I am sorry. I am not able to right this minute, but I will try to give very specific examples of my...
I infer the approach is not making money because the liquidation PNL is negative. Didn't the PNL on the prior live trial also go negative because...
I should add that the "trading game" may be very valuable in terms of simplifying the programming of otherwise very complex logic. That is a...
Dear Tom, I have been following your posts for years now, going back to when you were first simulation testing this thing. I admire all your...
Mr. Crayon, I will try to answer your question directly. You seem to be asking why your call spread is not worth $1 before expiration when the...
I am not sure 100% follow the trade you are proposing, so I am not sure I get what you are trying to accomplish. Could you give a detailed...
Cool. Thanks. To extrapolate this a little bit, it seems important to recognize when going to the trouble of formal modeling actually generates...
Gotcha. And then the simulations begin in earnest! Martin, another question for you about sims. I am pretty familiar with running simulations...
Thanks for the advice Doobs. The real heart of my question is what are some modeling approaches people actually use to form these opinions? I...
You can change the year in the URL to go backwards in time...
Thought folks might find this interesting. It is the papers archive for NCCC-134, a USDA multi-state project for research on Applied Commodity...
I agree, and even more so without access to expensive data. It's exactly that costly trial and error that has kept me out thus far. I have a...
I've thought of it, but it seems like the ag options are super thin/only traded for a very few strikes. I actually have some ideas about listing...
People are trying to tell you that it's highly unlikely that their incorrect model happens to perfectly predict profit and loss scenarios. In...
I appreciate the advice. In the case of cash protection, I am gonna have to do a lot more research/data work to determine how much edge there...
Ah, ok. I guess I was thinking that vol is positively correlated with vol of vol and so the term structure would be expecting both to trend back...
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