I found synthetic data very helpful in dealing with path dependent aspects of the strategy, for example on placing stop-loss and take-profit...
“ And like that, poof. He's gone. “
I heard @poopy is Keyser Söze…
The level of economic literacy in the thread is staggering.
Do you mean the basis packages? I think their new variance swap futures would be a better way of trading these packages anyway (so it would be m2...
I am sure they love it :)
My understanding is that it's going to be a separate order book for each symbol, you transact on the symbol but get filled as a spread. Similar to...
That’s not what I said at all. I said to try shorting SPX against every dollar of exposure and see how well you do. That is, make it market...
It's a long-only strategy, so you want to think in terms of market-adjusted returns (which is especially true since everything rallied like crazy...
It’s a well know source of alpha, which has been gradually disappearing over the last 5 years or so despite a high number of IPOs (SPACs are...
Yup, I got a totally different message from your original post. Everything you said is on-point. Mental game can be the main marginal contributor...
I used to ride a bike in NYC, it's a coin toss no matter how good and defensive a rider you are. Most motorcyclists underestimate the risks and...
It’s also a bit more complicated since it excludes rolls, EFPs, blocks and BTIC
That’s 20% decline on a variable that does not go up or down that much in any given decade. It’s pretty dramatic if you ask me.
True, you’re right
I also assume that they are using some of the interest right?
Yeah, for sure! But for now Trump needs train in MMA and lift weights, so he can avoid gang rape by a pack of convicts in the Rikers bathroom.
Poopys click-bait is like crack - first time it’s free :)
Cancel culture is someone getting booted off some site for taking a non-consensus view on an ambiguous topic. For example, if I posed on a car...
Was there any updates on this? They had both options on futures and a new (yet another) iteration of variance futures in the pipeline but suddenly...
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