The system is 100% automatic, there's no discretionary decision.
Unfortunately not.
I use a system that trades at the NYSE's stock market close. As I'm living in Asia, that involves having a quite shitty schedule. So I wonder if...
Are you sure you wouldn't be taxed for trading earnings in Singapore if they are your main source of income? I know capital gains taxes are in...
Actually, as margin requirements for short positions on VIX futures, VXX and UVXY are so high, I just simply go long SVXY (I wish Proshares hadn't...
What does that mean in practice, could you give me an example? How do you hedge a VXX short by being long volatility if it isn’t by buying VXX...
Excuse my ignorance, but what do you mean with “hard deltas”? The problem of using short ES as a hedge is that the futures “beta” keeps changing,...
What would be an effective way to hedge a short VXX position? I have been studying this (and UVXY) for years but I can’t find any strategy with...
Will it be possible to go long, though? I wonder when will futures options be offered.
I actually calculated something like that. The only problem is that I know historical VIX values, but the VIX doesn't tell me the IV of a...
The problem is finding bets with positive expected value. If you want to randomly bet for unlikely scenarios, you can just buy literal lottery...
I'm asking about the SP500, not SPY...
I see, thanks. But I'm looking for older data. As you say, if I wanted information from 1993 I could just download it from Yahoo.
Thank you. I'm not familiarized with Quandl, so it's a bit confusing, it seems like I have to download an add-in for excel or something like that....
I'm looking for daily historical data (adjusted close price is enough) of the SP500 including dividends. Something like this but including...
I see, Taleb precisely was talking about currencies. "But if you have a 24-sigma event on an option that’s 24 standard deviations out of the...
Why would all money in circulation disappear if the US government doesn't pay its debts? We could be betting in a different currency anyway, as I...
The same party that would enforce any other payment. Both of us would need to deposit our money in advance in the bookmaker or similar.
In this exact case, betting against the government paying its debts, maybe there would be no payoff in the financial markets, but a bet could be...
You could bet in a currency different than USD that the government will default . It may be more complicated to find a counterparty, but it's a...
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