Vol spikes when SPX falls. When SPX falls, yellen lowers interest rates. This results in a weakening of the dollar relative to the euro. And in...
-- Be long bonds (duh) -- Be long superleap call options on extremely undervalued equities. If vol spikes the options can go up even if the...
Besides the trade commission and the coupon, of course. Do they charge you anything to borrow the bonds for shorting them? The SLB rates tool in...
Same industry, different fundamental ratios Long AZO: PE: 20.5 Net income growth: ~8% and flat Profit Margin: 11.5% and rising Return on Assets:...
The options may be illiquid so there won't be trade prices on all the dates.
Is there any tool for graphing option spread bid/ask prices over time, with several years' history? If not, how much would you pay for such a...
I shorted 100 TSLA @ 252 last week. FeelsGoodMan.
I'm up 10% this month with a long/short portfolio (about 2/3 long and 1/3 short). I'm in the green on almost all my longs and almost all my...
I am short TSLA, 240 calls and 265 calls. TSLA makes great cars but they have negative profit margins and an absolutely absurd, dotcom-bubble-era...
I suppose you could get around it by only trading SSFs and having a historical dataset for SSF prices, but the stocks with SSFs tend to be the...
That derived dataset would tend to be really inaccurate for stocks with thinly traded options with gigantic bid ask spreads. i.e., most of the...
Stock prices rise and fall in response to interest rates for the same reason that bond prices rise and fall in response to interest rates...
Pick any one marketplace like AQS and use that then... If SLB is a reasonably efficient market then that will be close to the rates everywhere else.
I want to have 10 years of history of how much it cost to borrow each listed security for shorting it. Does this dataset exist anywhere?...
A PE ratio over 500 on a company the size of AMZN is crazy. It's like the dotcom bubble all over again. They have to grow earnings by 30x to...
Occasionally it has something interesting, but it's mostly crazy clickbait.
According to the CBOE website, they let you hedge a short SPXPM option with an identical long SPX option (but not vice versa), so I can close it...
Looks like they completely ignore the options margin formula that's posted on their website when you have portfolio margin. To naked short 100...
We've had a recession every 7-10 years for 40 years... 2008, 2001, 1990, 1981, 1973 It's about time for one.
Is any kind of chartism legit? Has anyone actually backtested this strategy?
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