Wait, so it's a 2x short put (one of which is synthetic) and 3x long put. AKA, 2x3 ratio spread. What do you think is so magical about it?
Doesn't make me less of an insecure moron :) BTW, for all the haters out there. A friend who is a fund allocator is gonna get me long-term...
I’d imagine this would be it: https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.margins.html#span=span&marginsTab=INTRA&pageNumber=1...
It’s gonna be something silly like $250 per spread. Is the idea based on forward dividends or something else?
Oh, insulting people on ET is buckets of fun. Arguably, that’s one of the very few valid reasons to be here for people like myself or @newwurldmn...
I don’t know, do you? :)
I was not aware that they rebalance so infrequently, thanks for the color. It makes sense in retrospect, since there gonna be so many stocks and...
I'll repeat one more time, there are factor ETFs tracking all of these factors and their returns are pretty fucking transparent. All you need is a...
In terms of decision making, the classic Kahneman/Tversky studies seem to suggest exactly the opposite, that neutral to tempered-positive thinking...
The point is that our perception of what drives success is largely shaped by the survivorship bias. We always hear about successes of optimistic,...
[IMG]
But your strategy isn't "AI", so it does not count!
All of the major factors have listed ETFs and you can look at their performances (though most were listed in 2010s and are for the US markets...
Microseconds is so last decade, it's nanoseconds now. You can get stable 20-25 mike median latency form a commercial system these days and the...
Unless you've been around the industry for long-enough time to understand the ins and outs of factor investing (and skimming through your profile...
Actually, in stat arb making roughly bid/ask or even less is not uncommon for the first research pass. Assuming the signal is real, either because...
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