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  1. convexx's stfu journal

    I have done couple of PF's in past based on his idea and currently on SPX fly. I will probably close that on 2000 touch today. So yeah, kudo's...
    Post by: scr12, Sep 5, 2014 in forum: Journals

  2. Trading & the Zero Sum Game Debate

    Even tho' it is a tall order to see this data, it can be calculated for individual mutual funds. M* calculates "dollar weighted return" which...
    Post by: scr12, Aug 28, 2014 in forum: Trading

  3. Trading & the Zero Sum Game Debate

    Yes. If you need raw data to calculate. http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html Couple of %ge points is not...
    Post by: scr12, Aug 27, 2014 in forum: Trading

  4. Trading & the Zero Sum Game Debate

    Dave ramsey pimps 12% number in his shows. Average is not a very useful number. Correct way to calculate is to calculate CAGR....
    Post by: scr12, Aug 27, 2014 in forum: Trading

  5. convexx's stfu journal

    Thx
    Post by: scr12, Aug 27, 2014 in forum: Journals

  6. Trading & the Zero Sum Game Debate

    I agree mostly, but one couldn't buy S&P500 until 1972(?). If you calculate CAGR from 1972-2013 it is about 10%
    Post by: scr12, Aug 27, 2014 in forum: Trading

  7. Trading & the Zero Sum Game Debate

    Inception is a tricky word. Actual SP500 index is constructed in 1957. Data prior to that is S&P composite index (started with 90 stocks)....
    Post by: scr12, Aug 27, 2014 in forum: Trading

  8. E mini inverse/ hedge

    I am not understanding the question. Why do you want perfect correlation for hedging with one future with another? You can always reduce or...
    Post by: scr12, Aug 26, 2014 in forum: Index Futures

  9. convexx's stfu journal

    Thanks for the journal. Along the same lines newwurldmn questions, what is long duration for you?
    Post by: scr12, Aug 25, 2014 in forum: Journals

  10. convexx's stfu journal

    Truly amazing. World has no fear in any asset class. Macroman posted interesting chart which captures fearlessness of investors....
    Post by: scr12, Aug 23, 2014 in forum: Journals

  11. New look of ET

    Is it possible to show the posters join date?
    Post by: scr12, Aug 23, 2014 in forum: Feedback

  12. Intraday Momentum: The First Half-Hour Return Predicts the Last Half-Hour Return

    Interesting Paper http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2440866 Abstract: In this paper, using intraday data from January 4,...
    Thread by: scr12, Aug 21, 2014, 1 replies, in forum: Trading

  13. Last pitch fork worked - trying another

    Ok Thanks
    Post by: scr12, Aug 8, 2014 in forum: Options

  14. Last pitch fork worked - trying another

    Could you give color on your strike selection in this last trade? In your previous thread, you had mentioned that you prefer to go first strike...
    Post by: scr12, Aug 8, 2014 in forum: Options

  15. What is the Strategy Called...

    I think it is also referred as Jade lizard at Tastytrade
    Post by: scr12, Aug 5, 2014 in forum: Options

  16. Credit default swaps

    High yield bonds are highly correlated to equities. Investor could also have reduced or short exposure to SPY or IWM, instead of CDS
    Post by: scr12, Jun 5, 2014 in forum: Options

  17. What is the right bullish strategy under high IV?

    [IMG] I do not believe Apple has high IV.
    Post by: scr12, Jun 4, 2014 in forum: Options

  18. Do Option Sellers Have a Trading Edge?

    http://i58.tinypic.com/fmrre9.png This is from GMO white paper "Rethinking risk: what the beta puzzle tells us about investing" One can also...
    Post by: scr12, May 14, 2014 in forum: Options

  19. What does Karen the Supertrader and her results say about volatility? Oversold?

    Great info. I assume this is for SPX. Could you please let us know the test period? Thx
    Post by: scr12, Apr 3, 2014 in forum: Options

  20. The top 3 guys who make over 1 million a year at my firm...

    Thanks sOmmi. I am following this thread with some interest. Is there any ratio you recommend for ZN-ZB spread and other spreads?
    Post by: scr12, Dec 11, 2013 in forum: Prop Firms
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