I don't think your answer is naive, I think that you are clearly working hard to become proficient in a complex area. I hope that the same can be...
This kind of comment is totally un-needed. You obviously have some insight. Why not elaborate on the statistical matter at hand rather than trying...
One of the things that interested me in this thread was the (semi) numerate discussions and the relative lack of boasting one one hand and abuse...
Natenberg is a classic basic book. Cottle is fun, but pretty muddled and "quirky" for anyone not obsessed with options. A good set of mid-level...
Pray for uncertain times. Is it "unAmerican" to hope for volatility?
Calculated this am with Optionvue's Theo price. We'll see in half an hour if it's possible. Good luck with yours - if you get a volty increase, do...
It's bit off centre to allow for an upwards bias in the actual, but has a reasonable amount of vega to allow a cushion should there be a quick...
And the effects of dVolty here:
Nice Position. I've attached a Dec/Jan DD here : showing the effects of time and actual price
My apologies for being OT once again... If anyone here is feeling in a riskarb/mav-ish mood, I've tunneled through Neftci, Wilmott and...
bps = basis points - i.e. 1/100ths of a percent (of volty change). Asking questions is not stupid.. The reason, perhaps, to use basis points...
Exactly, those vanity posts made me take this thread off of my RSS feed. On a more useful note, has anyone been able to get a copy of Taleb's...
Exactly. I've been looking at OIH a bit. Sailing, with respect to straddles, I've been doing unbalanced butterflies a bit, and I'd be...
Is anyone systematically doing ICs/CSs/DDs on any products other than SPY and other stock indices? I want to diversify a bit. I've looked at USO...
A "principal" of clear writing is to use as few words as possible to convey an idea.
Surrey is the arm pit of everywhere.
Riiiiiiiiight.... This is the poorest trolling I've seen in a while. What I don't get is what all these obviously fake posters get from...
Excellent info. Thanks.
Thanks. I can see eurofx having minimal correlation to SPX. Crude though - I worry that that would be inversely correlated (which is still...
I have a question about diversification. I trade about 1/3 of my account as index CS/ICs and I'm in the fortunate position of having had enough...
Separate names with a comma.