Lawrence, I took a look at your thread. It looks like you are doing something interesting but I doubt anyone would know what it is. An...
Still trying to get my head around FAS/FAZ I looked at the follow data 12/13 FAS 58.34 FAZ 42.52 Russell 696.09 1/18...
If you go to the Direxion web site you can get a download of the composition of the FAS and the FAZ - http://www.direxionshares.com/etfs It is...
I am clueless when it comes to ETF's. Would appreciate some help. I understand the basic difference in FAS vs. FAZ, however why would one buy...
fb - I appreciate your honestly and strong desire to learn. This is a great thread. Not only are your comments interesting, but you have also...
The way each Greek is calculated is to make assumptions about all the other Greeks, hold them constant, and back out the isolated variable. There...
I am not going to address all of your concerns but 1. The Greeks are not derived via laws of nature, like gravity. There is some fudge in...
the - Delta can probably mean all kinds of cool things. However, for you, the simplest explanation is probably the best. Delta is a measure of...
Something is wrong with the logic of your model. Something is wrong with the logic of your model. Something is wrong with the logic of your...
What is really needed to evaluate your position is amount invested and anticipated return. I do agree with you that the dividend play was...
Using stops â possibilities 1. You have to leave a position unattended. 2. You are trading multiple positions in very fast moving markets....
Don, How did you get your data to code for 0-6 to begin with. Are there data bases that code for day of the week? Thanks
Not only am I quickless but I am clueless. What is the objective of HFT? To take the bid ask spread? What difference does it make if you...
What would be the mechanics of running a stock up? Just off the top of my head I would look for times when trading volume was low. I would...
Someone pointed me to the CBOE web site and it does have lots of detailed info on weekly. Only questions now would be 1. Do you think a...
Options â weekly vs. monthly series I am one of the old ones (think Roy Hobbs) getting back into the game. Right off I noticed there are 2...
Not sure if the Euro will be modified within 3 months because of everyone dragging their feet. There is no doubt that it should. The concept...
Ryan, I don't know what kind of system you are using but it seems to be working. I am following your lead. I went with 20 57.50 calls ACN at...
Cactiman, If you are going to do options it is good to have a nodding acquaint with The Greeks - especially Delta and Theta. You certainly...
Lawrence, I am not saying that it never works. I am saying that without knowing more about the type of model you are talking about it is a...
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