Same thing with short options and obviously my option buyer would have to settle for that.
So, what I have in mind are "capped" options and CFDs (or futures). Let's just cover a capped future, as options are similar. The current...
Also, I'd like you to comment on the particular type of OTC instruments I have in mind. If they exist already, I'd appreciate if someone would...
Now I know where to start, thanks! :)
Do you know if / where I can trade OTC options? For instance buying or selling butterfly strategies as one "product", with bid and ask prices and...
There's a lot of mathematical masturbation behind volatility forecasting but in essence it reduces to one question: How much margin should I add...
Just running the improved version of my software on some 300 randomly selected stocks that my laptop can finnish today. I've got 9000 stocks...
Again, I wanna reiterate: this is just my personal, independent, qvasi-risk-free idea. If you really want risk-free then buy IBM.
I'm not implying I know *what* the catch is, it's just that I deeply know that deterministic interest rate bets are just as doomed to arbitrage as...
Well then most probably you don't (really) trade options, or else you would know there's a catch. But good luck with what you're doing!
And try explaining that to the hedge fund who only employs a single quant, that is me, and he isn't even recognised as a quant because everyone...
>> Simple linear interpolation is trivial. Hardly falls into the "killing yourself" category. Try explaining that to the boss who also trades...
Killing yourself over fitting the yield curve to the Bloomberg reference in order to use that with options trading is like interviewing people...
My view on the interest rate for option trading: it doesn't matter. Compared to volatility it's effectively noise. Detailing: there are actually...
Such a frontend could be entirely open-source and needs to be so - because it would require some degree of standardization / protocol agreement...
Noone replied, so I'm gonna continue myself. Sorry for lorbing :p The web frontend idea was specific to my trade flow, but I just had an idea....
I tried naked puts at some point, but the PNL was pretty random, if not negative. Didn't try dispersion trade though - and at the moment I'm too...
This is a follow up from the 'Options Backtesting Software' thread, I'm thinking on a business plan and would like your opinions. Please don't...
So TWS uses linear interpolation of strike-volatility for options of a given maturity, then linear interpolation of variance between maturities....
Two questions: 1) Do you think trading is something where everyone wins or it's a zero sum game? 2) Do you think you can open-source your...
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