LOL. Fuck both sides with a congressional gavel. MAGA (and GOP in general) are racist, misogynist snowflakes who elected a kleptocratic dictator...
Well, if Satoshi came back, he probably has enough BTC (and pull) to buy up sufficient number of full nodes and miners to be able to push a change...
dude, first of all "index $prem" is not constant and second of all, index is published with a lower frequency
(e) IIRC, Quincy offers tagged news feeds via separate cross-connect at key data centers - expect to spend about a fuck-ton, integration is a pain...
yeah, assuming execution at TAS you pick up a few extra pennies
If I was running short VX or V2X, I'd have a position in both 1st and 2nd contract blended by the remaining days to expiration (see code snippet...
Yes, depending on what you needs. Pure VWAP and TWAP algos kinda are exactly that. There is such a thing as "volume participation" algos - i.e....
Me personally? I'd get it from from our futures vol database or, if I did not have that, from Bloomberg (they have constant maturity series for...
Of the top of my head, I can't think of a liquid futures market (at least in the US) that does not have a liquid(ish) options market. My prior is...
True, I never thought of it this way (btw, I am @sle - just this is my new handle as I recycled the old one). On a different note, was wondering...
Most of the term structure in vol is expectation of mean reversion. That's why when index is low, the term structure is very steep and when index...
A more interesting question is - would you consider it a trend? In my opinion, forward vol (and generally, term structure roll up/down) is more of...
you think your bad luck beats my bad luck? :)
No tumult and definitely no market volatility expected. I know that for sure because I am really long vol at the moment.
Is there much happening there and if so, who are the players? "asking for a friend"
Interesting, I am exactly the opposite. To quote a great movie, "But in retrospect I would rather have been a poet. Or a farmer."
Not a bad choice... [IMG]
Yeah, if there is one thing that I've learned in this business... [MEDIA]
“To crush your enemies, see them driven before you, and to hear the lamentations of their women”
It's easy to sit in the bleachers, drink beer and yell at the players. It's very different if you're on the court busting your ass every day....
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