Interesting. Truth be told, I really don't know the answer and am definitely not at your depth of expertise, that was just a theory I had in my...
Leverage makes all the difference....
Pls correct me if I'm wrong on this assumption, but I've always thought that the volatility skews were due to: - most options pricing models...
thanks for the clarification.
Does this work only with commodity options, or will it also work with stock or stock index options?
Thanks for the offer, I've sent you an email.
Does anyone know of a serivce or website where I could get an updated value of the skewness and kurtosis of a particular stock's distribution?...
To Jahajee, Not sure if you missed reading my question to you above. You were asking for an intelligent discussion and I posted what I felt were...
Yes I agree with you. However, the OP stated that the fund made 100% returns a year. I think to make those kind of returns, you need to be quite...
ok thanks.
I'm assuming you've done this before, do you mind sharing on the following? What happens when the underlying hits your futures trigger point...
If they were highly leveraged, I think they might even have a problem entering orders into their brokerage platform to get out of the losing trade...
I shiver when I hear the words selling naked options. With stocks, you can only lose the money you invested. With options, you're highly leveraged...
There is a downside though, your profit on the upside is limited to the premium you collect. So if the underlying rallies more, you lose out on...
kiwi_trader, how do you get access to these options? Are they available on TOS or IB? Thanks.
Good idea! Thanks very much for the recommendation.
Yes the Backtrader is for the historical option quotes. It even gives the bid-ask spread at that time. It's not perfect by any means, but I think...
You can bactest it in a software called OptionVue. You'll need the Backtrader module if you want to backtest. It's data moves forward in 15 min...
Thanks Eric. I downloaded it and it's a very nice piece of software. The Monte Carlo simulation is really fast! Almost instantaneous. And the...
Everyone, thanks so much for the recommendations. I looked through all the recommendataions, and apologise that I wasn't clear on what I was...
Separate names with a comma.