thanx for the clarification. needs to get the post counts up.
PM is still not working for me somehow. cannot send or receive. love to talk about models too. it says "Your administrator has disabled...
One again, I agree with sle that normalizing by ATM IV is a good idea since it breaks down the positive link b/w level and skew, and make...
112 views and no participation?
Thanks sle for bring us back to skew discussion. We need adult supervision here :) Normalization by ATM IV effectively assumes vol of vol is...
I am already learning a ton from the option forum. I got a couple of more things to ask for your advice. What is a good place to get real time...
Atticus, Thanks for the response. I have a statistical model that forecast imp vol level and skew. This provides the basis to put on the trade....
My goal is to find out the most efficient way to express a view on skew. Say if I expect the skew to get steeper from 5 vol points to 6 vol...
any comments on my proposed combinations to trade skew? njrookie
I disagree. You do not need to do stat arb at HFT frequency. There are plenty of meet at 30m 60m, and even daily and weekly level. njrookie
I am reviving the thread since I have some additional thoughts that I would like to listen to everyone's comments. Here is the trade I have in...
Hi WinstonTJ, Ever thought about arbitrage trading on high frequency? You effectively make the market and try to keep the relative prices...
can you take client as a unregistered IA if the client works for an investment bank and needs to satisfy all the compliance issues?
For IB's Friend and family account, you do not need to be a RFA. Under IB's guideline, you can only many manage 15 accounts, and less than 20...
I am interested in the same question and would appreciate anyone sharing their experience. My current understanding is that IB can bill the...
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