I'm curious as towhat strategies they advised you to engage in? There are a bunch of delta neutral positions that can be put on as a retail...
All this will do is finish off the small marketmakers still left.
I'm not sure how familiar you are with statistics, but here it goes. If you take one standard deviation of returns for a stock, that should mean...
I Agree, it does seem odd. I would have figured that people would come in for some puts. And I do think vols pretty cheap right here, but some...
Yeah, I thought was odd. It was one of few stocks on the my watch list which was green. I can't say I searched for news about it, but that...
I'm going to agree with coach here and reemphasize the need for a catalyst for the IV to be mean reverting. It isn't enough to say that the IV is...
Eh, ignore them too an extent, but long vol trading is actually very difficult. This is true whether it's long gamma or long vega(there is a...
I thought it was just your helpfull personality.
A couple of things, otm options are soft deltas. This means that they won't generate as big a profit as you might think. This is due to two...
What types of positions are you looking to put on when you say long vol? If you are just buying options for direction, then MTE may be right...
Well, at least I was able to write a program in Matlab which automatically loads data from yahoo and then calculates month HV using close/close....
I've been meaning to get that book and I see that it directly addresses the issue. Anyways, I was actually away for the weekend, but I'm back and...
Sure, I'll post or send a pm. I found a paper which lools at the Swedish stock markets seasonal volatility patterns. Here. It has some...
Matlab and Eviews, the latter is easy to use for time series, but the former allows more versatility. I had loaded some data in Eviews only to...
Yes, I've thought about, but haven't run anything yet see if something is there. I guess that it would show up in the partial autocorrelation...
I can't really give a definitive answer as it has been a while since I did disciplined gamma scalping. Right now, most of my long gamma plays are...
I presume these are 06 or 07 and not 05? If you say they had a dollar of time premium, these look like the 07s. The calls are trading around...
How about you first? Just kidding I don't trade it, but it looks interesting. This is a stock that was given up for dead. My guess would be...
Interesting theory, except that Wal-Mart didn't arrive in California until after 1990, long after CA taxes got out of hand. Here is map of...
Guilty to an extent, but I actually think tech could be on the upswing. Semis seemed to have bottomed in the last quarter of last year and...
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