Oh, OK I see where the coin is not dropping... hahaha now explain derivative from an aspect not related to finance, just keep in mind that the...
What is the definition of derivative to you?
I was not sure, but now am convinced that you have not at all understood the original post, and I just got dragged in the mud wrestling with you :(...
Checked the data again, its actually from Feb 1971, so roughly 50 years and not 60, but exactly what do you mean data on SPX vol? I have a feeling...
Mean: 0,03% Standard Deviation: 1,09% Median: 0,05% Kurtosis: 25,29 Skewness: -1,05 Minimum: -22,90% Maximum: 10,96% Above based on 60 years...
You are selling Cauchy (there are others too of course, but he is the meanest MF'er) and getting paid Gauss, options selling is all about...
good one! hahaha, I liked it even more as it was from one of my absolute all-time favorite movies :).
You may wanna also have a look at the, Dumas, Fleming and Whaley paper. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7373
How much headache (sorry, capital) are you looking to get? In my view having traded for 12 years at a prop shop should have equipped you with a...
My last cents on this topic, and then I will leave this discussion :). Mike fundamentally short strangles are the basis of 80% of all...
You listed a good list of general trading/housekeeping items for anyone to keep in mind, provided it is tweaked for the appropriate asset class....
Thanks for your answers, I am just going to take the risk of making a fool of myself by saying you are quite new to options and did a pure...
Can you explain a bit more what we are considering here... "losing deep ITM" so are we looking at it from the buyer's perspective, the buyer has...
working now! Had issues with them as well, but active now.
This business is no different than any other, or the fall of the events of a large number of events is no different than any other. In a selection...
Possible to make it independent of a specific data provider/platform.
Very sincere and honest question to you, what do you think a market maker is and what is their business model? I am quite certain that in the...
Which category, Retail, Institutional? Which asset class, Equities, Derivatives, Fixed Income/Rates... You should get the idea now that it is...
It will not be simple to come back from a 66% loss, but hopefully it was money that he can live without and was suppose to be used as education...
Net Liquidation figure is what will be left in the account after all the positions have been unwinded. as you are "asking for a friend" tell him...
Separate names with a comma.