It’s amazing that despite options being a big thing, there still is no book that’s comparable to Bennet.
FWIW, we were using an off-the-shelf vendor and were getting 10s of mikes tick to trade. And that kinda slow these days
It definitely is me, LOL. I just got dumber over the years :)
No, it's literally factual truth. There are plenty of people here who know his real identity, just like they know mine. I don't think it matters...
My nickname always abbreviates to the same 3 letters :)
Because I usually open a new account every few years. Less bagage this way
I am a man of many names :)
Someone got in touch with me about a post from 2011, he wanted to understand the details of what I did on a specific trade. Made me feel special...
In fairness, it's more that this venue is not great for anything but alleviating boredom (that's why I am here).An open forum is not very well...
you need to know what to sell - the key word is "vol" Yeah, I get lost too, but I've always attributed that to the fact that I am just stupid :)
Every community has a lingo. Ballet dancers speak of batmans and jetés, rock climbers speak of underclings and gastons. Option traders speak in...
I think the article is reading too deeply into what is mostly a flows-driven story. Part of the the story is the level of vols, people are hedging...
1. Thank you! Today I learned a new word that I will certainly use again :) 2. I have to agree, the guy is literally spamming the board with his...
Wait, I was under impression that you were a doctor working at Brown (either a urologist or a proctologist). Or a basketball player. So now I am...
I have a fleet of couriers that take a bicycle to the exchange. We recently upgraded to electric bikes and our trading turnover has doubled! ps....
Given a hyper-grid of various parameters, what’s the standard deviation of sharpe ratios across that space? Cause if your SR varies from 0.3 to...
Maybe I misread his original post, but I was under impression he takes a subset of the strategy returns and runs some descriptive statistics on...
Basic metrics like TUW, worst/n-the percentile days or quantile sharpe will inform you of these problems just as easily. Here is the main point...
You’re right. My main point is there is no clear benefit from doing this. You have x trading period with corresponding results - obviously not...
It’s not Monte Carlo, it’s just re-sampling. There are standard statistical approaches to doing it right, but IMHO is mostly masturbation
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