Got it. I would look into that. Thanks.
Is it possible to get closer to stationarity by combining 2 of the same futures contract but for different expirations (calendar) to form a pairs...
To find the maximum price of a stock within a date range using Google finance on Google sheets I use:...
Wow. Did not know calendars could also behave wildly . So neither pairs or calendars are useful to reduce or eliminate tail risk. I guess it’s...
Interesting. I understand how it possible for divergence to occur when we use different indexes or commodities for a spread trade. However, for...
I assume you mean calendar spread options offered by the CME? If so, are those tight or at-least with reasonable bid-ask spreads? Never seen CSOs...
Spread trade involves going long and short 2 different but correlated stocks or futures. It’s also called a pairs trade and futures spread when...
As we know 2022 have not really been a good year for the stock market. It got me thinking and I have a lot of questions. Bonds which are supposed...
[MEDIA] At the end of the day. It appears it does not really matter. Just scaling
It appears form the picture that Vix futures and rate experience volatility and direction correlation and not inverse volatility correlation? You...
Well written. So much risk everywhere. You try to trade non directionally and there is still risk that RV be more than IV. And you try to trade...
OnDemand requires a live and verified account but TDA is not available in my current country of residency. Do you know of another manual(scroll...
Lol:D
There are G.O.A.Ts (greatest of….) on ET. I did not even notice that. That’s some delicious likes to post ratio right there. I am impressed :D....
EI? Not sure what that is. Yeah with most option pricing tool you can see how OTM is significantly affected by change in IV compared to ATM...
Well explained got it. :D
In summary: Assume right now I buy a put expiring in 1 month and simultaneously purchase another put expiring in 3 years times. If there is a...
Indeed I was. :(
I understand how IV varies across expiration and all that(volatility term structure). Also longer term expirations have larger vega than shorter...
I just created a thread some minutes ago. https://www.elitetrader.com/et/threads/are-there-verifiable-ta-strategies-with-high-win-rate.370722/...
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