Is order arrival rate analysis superior to DOM? I keep hearing OAR...
May have been discussed already, but how does one measure if a divergence between co-integrated stocks is caused by informational shocks or...
What would you have done here? See attached
I'll back test some ideas, thanks guys
Does it pay to closely follow the bid size size and ask size differential? Is it better to look at the bid/offers close to the current price than...
Mutual funds are a major part of the reason a smile exists...yes, mutual funds hedge with options (and futures, CDS, and other derivs)
search for a VIX white paper, they show the details of the calculation over a rolling 30 day period
that's what I figured, but thought I'd ask anyway... thx all
collect dividends? Are you referring to being short vol or premium? This strategy can also be considered nickel vacuum in front of steam...
Thanks for the points. Do the futures ever trade at a deep discount or premium to q's? Sorry for the dumb questions, but I need to know.
Any major reason why one would want to trade QQQQ over NQ? You get better tax treatment with NQ than you do with QQQQ. Are their correlations...
Well respected in the ET community? Or what? he posts a lot of 'esoteric' methods??
It now costs $570,000 to insure $10 million of Dubai sovereign debt against default for five-years, up from $440,000 at Wednesday's New York...
So Dubai World is the Sov Wealth Fund that bought up a ton of stuff over the last few years?
@1086.25 :confused:
@1090.50 ????
what is zeta? A derivative of a greek?:confused:
And this is good because it is less of a drag on computing power? Thanks for the replies
What's the significance of fast fourier transform and discrete fourier transform?? Is it used widely in practice?
http://www.optiontradingtips.com/pricing/free-spreadsheet.html Create your own template to your taste and have it call values from the spread...
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