Vanilla equity options
I trade the Asian markets sometimes with IB, they have easy access and data feeds for Asia. My experience is they are not much different from...
This question is for someone who has lots of experience and time spent in the markets in the past...would you, on average, in the current...
Just go naked short like that other guy did, selling premium is guaranteed riskless profit...its amazing Note: Do not go naked short
after some thought i agree, looking at realized is a better solution than what im currently doing. thanks for the tip
I trade all kinds of positions, so I wouldnt be surprised if second order risks rear their heads. however it hasnt been a problem yet, lets hope...
Well the point was to use it as a tool for PnL explain for gamma / delta PnL. I'm not sure if the nth order risk will matter with smaller...
Thanks, yeah I looked at this site... And I kind of figured it out. Use this formula to figure out your gamma/delta PnL since the last...
Yes, but even if we accounted for DgammaDspot we would get the same problem, as the formula is exponential, that is PnL builds up in an...
Actually on further thought, are you sure this is the case? Remember the formula 0.5*G*S^2 is not linear in nature. Let's look at an example:...
I tried doing PnL attribution in Excel but it's harder than I thought. Basically I'm looking for some way to attribute my PnL to the various...
I continously track the midpoint and I almost always get filled at midpoint if I wait a little bit. However you're going to take unwanted exposure...
Not sure what you're getting at...anyways no worries my question was answered by Martinghoul
Alright thanks
Anyone?
Upon a rehedge, you in essence lock in a profit or loss, so if you determine your gamma/delta PnL by the formula 1/2gamma*S^2, you lock in this...
Shorted ATM straddle, made a nice buck
There is nothing a mentor can teach you that you can't find online for free. As for the best platform, look into Think or Swim
Most brokers have them. I know IB does at least.
Look into variance ratios. A more "academic" way to check for mean reversion/trend in data. Although the math behind it reminds be much of the...
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