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  1. margin on short option positions

    I made money you ignorant dickhead. Just like i predicted . Thanks for nothing
    Post by: stochastix, Sep 14, 2020 in forum: Options

  2. What volatilty index futures and options existed besides VIX?

    OUCH. well hopefully he doesnt have to blow his brains out
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  3. October VIX

    What point did he make? He just said think about but didnt say what he thinks about it. I need to write some code to implement this...
    Post by: stochastix, Sep 10, 2020 in forum: Trading

  4. What volatilty index futures and options existed besides VIX?

    I have a bipolar friend who is far more stable than trader KING 007. get some help bud. the ignore button on this site works really well
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  5. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    Thanks for that book recommendation. The authors writing style is interesting. I was explaining to my dad how we were basically selling insurance...
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  6. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    I appreciate the warnings but I know how to do statistics without the IID assumption, looking for structural breaks, irregularly spaced time data,...
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  7. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    whats that got to do with the price of eggs in china? so you think its all Gaussian? stochastic volatility has nothing to do with gaussian. Python...
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  8. What volatilty index futures and options existed besides VIX?

    there are other indices, but they apparently dont have options or futures trading. for instance,...
    Thread by: stochastix, Sep 10, 2020, 31 replies, in forum: Index Futures

  9. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    Yeah, my apologies I my humor detector must be broken. I did not see your comment as innocuous commiseration but rather as arrogant uneducated...
    Post by: stochastix, Sep 10, 2020 in forum: Index Futures

  10. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    You are an idiot and a douche bag. https://en.m.wikipedia.org/wiki/Stable_distribution
    Post by: stochastix, Sep 9, 2020 in forum: Index Futures

  11. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    Lmao. Yeah. ARMA processes are cutting edge . Most likely whoever said that is delusional or uneducated. Wow, autocorrelation, now on the cloud...
    Post by: stochastix, Sep 9, 2020 in forum: Index Futures

  12. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    The stochastic volatility assumption is not just an assumption .. also has not much to do with stable distributions. time series assumes uniform...
    Post by: stochastix, Sep 8, 2020 in forum: Index Futures

  13. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    Yeah, when calculating the integral you usually have to discretize if there isnt a closed-form expression. im not trading options or futures...
    Post by: stochastix, Sep 8, 2020 in forum: Index Futures

  14. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    I'm a genius and I'm always right, and people like to spout off without thinking or analyzing around here. Sometimes i do get clumsy and hit the...
    Post by: stochastix, Sep 8, 2020 in forum: Index Futures

  15. margin on short option positions

    Im gonna call up CBOE and tell them to fucking pay me for the part I got fucked on
    Post by: stochastix, Sep 7, 2020 in forum: Options

  16. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    It depends what you mean by superior. Yeah the joint SPX/VIX calibration problem was solved in discrete-time nonparametrically but the...
    Post by: stochastix, Sep 7, 2020 in forum: Index Futures

  17. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    @ffs1001 Well, it allows for instance to compute the probability of a VIX option culminating in the money or not. My first attempt I got 88% which...
    Post by: stochastix, Sep 7, 2020 in forum: Index Futures

  18. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    Huh? Read the paper dude ,it has nothing to do with normal distribution. Whats this trend of all these knee jerk reactions of people yelling...
    Post by: stochastix, Sep 7, 2020 in forum: Index Futures

  19. Measuring instantaneous variance of SPX with VIX and the Heston stochastic volatility model

    This paper attached provides a relatively simple and accurate formula for the VIX futures based on the CIR model (square root diffusion)...
    Thread by: stochastix, Sep 7, 2020, 26 replies, in forum: Index Futures

  20. margin on short option positions

    Really, so whats your prediction for the VIX on Sep 15th? Do you use any stochastic volatility models ? Yeah, if the VIX goes to 46.12 on the 15th...
    Post by: stochastix, Sep 7, 2020 in forum: Options
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