Just curious where you get delayed data for free? Not for just a few symbols, for all symbols.
Last year I subscribed the CBOE end of day options data for all symbols. It costed $600 for a year. It was expensive compared to other data...
Did you need to do anything to enable options trading in your 401k account? I have a 401k account managed by TDA, but they just said no when I...
In addition to what taowave said, I think a bullish butterfly can be constructed to have positive theta at inception with a better profit-to-risk...
What trade do you mean by this?
Out of the curiosity from a retail: as an automated option market maker, what did you do throughout the trading day? Monitor the program and...
Without leverage, I think it's hard to achieve 30% annual growth even during the past a few years of bull market. It is going to depend on the how...
It depends on your criteria: what you mean by best/efficient. Using gain as the criteria, I did some backtest a while ago on QQQ using 10-years of...
Yes, it should match market price if evaluated at the current time because it was fit to that. I was hoping to get the underlying-vol correlation...
Interesting. Did they end up not using the trinomial model and using BS instead?
I think local/stoch vol models capture what the market thinks about how IV correlates with spot moves. One can certainly have her own view of the...
I'd like to predict the price of listed options more accurately than TOS. The risk profiles shown in TOS do not take into account underlying-vol...
This R package (RND) can calculate the implied distribution for you.
I'm thinking about building a tool for calculating risk profiles similar to the one in TOS, but using a local/stoch vol model instead of BS (to...
Just curious how did you get this number? I know the other side of my trade is probably MM but I don't have that info in the trade reports.
Synthetic straddle? I guess it works well for large directional moves, but costs theta in a range bound market.
How many days till expiration were the puts when you bought them? If they were just a few months away from expiration then they might have lost...
I see. Since you view it as a bear market, shouldn't LVSD be preferred over LVLD?
Is the goal to buy cheaper vol?
Thank you for all the detailed info! So far I have not received such emails. I placed thousands of non-marketable limit combo orders earlier this...
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