just catching up here... first comment, on the "expectancy" formula. i know acrary knows this, but it should probably be explicitly stated the...
you and i don't see eye to eye on, well, almost anything, really, lol, but on this i have to agree with you. sometimes this place reminds me a...
Barbary treaty, enacted 1796 by the executive and legislative branches of the American gov't.
there is 7 percentage points difference between the two IVs and 5% difference between the put costs - seems pretty close to me...?
the assumption is that convergence on the long strike is an acceptable risk.
that makes sense: i wouldn't expect much correlation between price and volatility if there isn't any volatility. :)
i agree with this. the western countries with the lowest per capita abortion rates - much lower than the US rate - are also the liberalest western...
it's a moral choice. it's a value judgement of the relative worthy of the fetus compared to everything else. Judaism is very explicit on this...
that's one advantage of the Left Coast: pills grow like weeds. er, pills are weeds. no, wait, the weeds are pills. something like that......
that matches some gap studies i did on NDX/NQ. fading any and all gaps and closing at the end of the day was a net wash over the long run. the...
that's exactly it. the assumption is the short is being covered at signficant profit and a fresh short taken on at the higher strike. if the...
i'm going to build my own in Matlab. between... http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/ and......
if i start with both bull and bear 2:1 ratio spreads - short positions striked ATM - and the underlying moves to either wing strike - is there any...
imo deciding on a specific definition of trend is not near as important as applying a definition consistently. pick one that matches your trading...
so what - the replacement will also be a racket. in terms of profit potential - for indie traders - nothing at will change with the disapperance...
good points, but at the moment i don't actually want that. for me the VIX positions are part of a larger ES plan.
for every front month long, i take a short on the furthest out month. it hardly moves and offsets the margin needed to lay on a position. they get...
the spread right now is "only" 150. until i find a better way, i look at it as the cost of doing business...
no. tried with play money, but that trade just doesn't suit me. i just can't be short volatility, it's not in my nature. and a man's got to know...
you'd rather use options than the VIX future?
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