Have a look at this pdf: http://www.nuclearphynance.com/User%20Files/2/Dispersion%20-%20A%20guide%20for%20the%20clueless%201.1.pdf
Do a search on google on 'dispersion trading'
http://www.ex-dividend.com/
http://www.livevol.com/QuotesVolatilities.aspx
If you look at the bid-ask spread, you pay about 2.50 more in the e-mini compared to the spy.
Simply put, yes. I did a calculation for the S&P 500 from Jan 1950 until now and came to 8.02% annualized, although this is ex dividend
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They are looking for people for season 3 at the moment: Now Casting for Season 3 of Wall Street Warriors We are looking for 4-5 main...
Select the symbols and do the following: Go to Edit => Replace (Ctrl+H) Find what: .TO Replace with: -TC
Hi could you also sent me an invite, thanks
Thanks Nazzdack, with 'approximately dollar-weighted between the two strikes' you mean a vega neutral position?
What if you could predict the skew would decline or rise? What would be the best setup to exploit? buying a couple of strikes? or 1 strike which...
Trading futures with redi is the same as trading, stocks. No difference in speed etc.
Hi gazmax, I mean straddles/strangles on equity indices. I have done some more research and the pricing of the vix is almost the same as the...
For equity you can place GTC etc. orders but futures only day orders
GS
I trade from Europe and trading is good with rediplus on the euro futures markets, never had any complaints about it, same goes for FX.
I meant lesser adjustments
Thanks for the answers, I forgot to mention I have access to the OTC market. Basically I want to set up a vega position and hold it for about...
Hi everyone, I am looking into trading volatility and I have a question for people experienced with volatility trading. I developed a...
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