Yes Gambit, Transcend is a good firm. Last I checked though, they didn't offer portfolio margin. Has that changed? Are they still clearing...
You were right, I can hardly believe it! Congratulations. Good call.
"Looks like they'll come in about $9 per share (for the quarter), which is well above the estimates. On top of that they're probably going...
Thanks. I would love to have a look at it! Send it on over. I will test it over the weekend and post results here. Edit: I usually work in...
How far back do you need it?
Hey Peil, "birthright" is one word. So is "nutjob." Just FYI.
So you want to trade the skew but immunize yourself from any delta, vega, gamma, and theta risk? That is a pretty tall order! I can't see...
Thanks for the tip! Given your track record, the obvious move here is to SELL the 56 put. Practically a sure thing.
I am shocked, shocked!, that they have passed over William Schamp (ProfLogic) once again. And deeply saddened. And Jack Hershey, they ignored him...
Civil war? If it came down to it, the 1% would flee, not fight.
I apologise to Maestro. My doubts about his academic credentials were unfounded. He does indeed hold a PhD. from a highly-rated eastern European...
For those interested, "Dr." Bogdan's company trades under the symbol QAT on the CNSX, a Canadian penny stock exchange of dubious anticedents....
Not true. Usual hypothesis is that mu = r + (sigma^2)/2. The condition mu = r corresponds to the process S(t)B(t)^-1 being a martingale -- a...
You're right! We're consumed with envy. Many of us have worked in this industry for years, spent countless hours studying the options markets,...
You seem to have lost your train of thought here. Maybe you should come down off the three-day coke bender and get some sleep. So you have got...
Going from C# to Java is a lot easier than going in the other direction. Usually it is pretty simple. I have used cs2j and have had no...
Hold on! Don't hire anyone! I will complete your project for $199.95*. Just to be sure, post the spec. UML if you've got it. And a few...
Excessive! And requires estimating parameters at a higher frequency than his garch estimate. Easier to just fit a t distro on high and low...
A good idea nevertheless. 5-day rolling dv01 in this context is basically a rolling 5-day correlation, somehing I had not thought of trying. I...
Thanks! I had never thought of applying dv01 to vol derivatives instead of rates. Makes sense though. ... and, whadayouknow but the second...
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