obviously you have never worked on a desk. every place i have been at the traders could program, not necessarily well, but could program...
if you want to be interviewed on TV or sales then go for economics or an MBA. if you want a legitimate job on a trading desk as a trader then go...
i absolutely agree that optimizing a strategy to get it to show strong results for a backtest works. give me any 2 markets and i will produce an...
yes http://www.rtsgroup.net/
if you expect this then don't do anything. there's nothing wrong with selling spreads. just most people sell a put spreads on rallys and call...
does trade station let you write a program against it? you need to get the prices, generate a signal, and then submit an order. most platforms...
does tradestation offer an API? with an api that includes the basics you can do anything.
it basically lets people who do not know how to (or want to) write code develop something useful. trading desks are filled with the nastiest excel...
i worked with variance swaps several years ago but retail investors cannot trade them. i am not sure about the vix but i think it's implied vol...
knowing the flow is probably the most important. if GS comes in and buys the offer over and over willing to give up edge then I would join them.
thanks for the lesson on EV. i think someone mentioned it to me in grad school. but just by knowing your current expected value doesn't mean you...
you can look at the relative pricing. ATM calendar spreads should be more expensive than OTM/ITM cal spreads. a 10/15 call spread with the...
do you have a link, data, or a paper to prove this?
everyone who have been trading/investing options knows that even though most expire worthless the few that don't end up costing you a lot. it...
you could buy the euro ETF 'FXE' or buy a bond/note/CD denominated in euros.
In my experience for exchange traded securities an automated system is superior to manual. The economies of scale seen with this approach is...
most things written on trading and investing are useless but not false.
right. GCQ6 and SIN6 have an 88 correlation. this is based off logrithmic daily returns. www.mrci.com has correlations as well
here's data over the last 85 days of some indexes, energies, ags
you're not missing anything. the shorter the maturity the less viable strikes. you can chat me on yahoo when you want a quote or a better quote...
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