A current Bloomberg article, Wall Street Bulls See Hope for Reprise of Earnings-Season Bounce, says The arrival of earnings season has...
Thanks. With the Sep and Oct VIX futures down so little, why were VXX.IV and VIXY down so much today?
Today VXX plunged 9.19%, much more than VIXY, which fell 3.17%, because of the story Barclays Resumes Further Issuances and Sales of Certain...
I'd expect that the volatility market responds very quickly -- within a day -- to reprice options when realized volatility increases.
In Positional Options Trading (2020), Euan Sinclair says on p110 that "short-dated options had the highest variance risk premia" according to the...
VXX (long VIX futures ETN) has a lending fee of 33.8% on Interactive Brokers. If I were to buy a large position on IB, what is the chance I would...
The study looks at slippage based on trade prices, not commissions.
The 'Actual Retail Price' of Equity Trades is a recent working paper, covered by Bloomberg. Abstract We compare execution quality of six...
You are just making noise.
VIX options will priced relative to the VIX futures contract with the same expiration, not spot VIX.
If you are able to time the stock market intraday why not just go long or short S&P 500 futures?
What value did you add to the post just before yours?
Define "smart". The closest thing America has to a national IQ test are the SAT and ACT. Do you doubt that the average score of quants who took...
Could you explain how? If I understood this I would more comfortable investing such an account.
Nexo says you can earn 8% on a Fixed Term bitcoin savings accounts. Would it make sense to invest in such an account and hedge the price risk of...
Even if that's true, one could in theory short overvalued stocks and hedge by being long individual stocks or an index.
Thanks for this. The CFA (Chartered Financial Analyst) curriculum could be of interest, although it covers accounting in more detail than most...
RIP. I recommend his 1997 book "Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies", which...
She can wear what she wants. I don't think disrespectful comments about women belong on this site.
https://www.cnbc.com/2021/05/03/verizon-sells-yahoo-and-aol-businesses-to-apollo-for-5-billion.html Private equity firms cut expenses at firms...
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