there is no god and i dont need 'him'. thanks for nothing. https://www.cboe.com/ms/vix-options-specsheet.pdf CUSTOMER STRATEGY-BASED MARGIN...
VIX. thank you. Thats for futures though. How does one know if it applies to options?
No you didnt you dick, I sold these options so someone else bought them. we'll see though
Why is the maintenance and initial margin requirements so high for VIX options on IB? For instance, short VIX call 40 .. equity with loan $-1200...
Who is blaming the broker ? I only said their software shouldn't call something a short strangle when it's not
They are fine . My max loss is 16k on the combo. I only left 10k of excess liquidity in the account. Would portfolio margin vs regular T make...
Which broker do you recommend ? They chopped my 6k gain to a 5k and the margin turned right the fuck around after they chopped it. I made the...
How would you do this with VIX which can't directly be traded ?
I'm only applying options to volatility indices right now, so what does one do there when you cant directly buy or sell the underlying? I read...
I cant handle the high-resolution video. Too many damn pixels that arent porn freaks me out. https://arxiv.org/abs/2001.01789 The quadratic...
At the risk of giving myself more competition (yeah right, who here is gonna implement this?)...
Any books you recommend ?
I dunno how I got raped? It was only a few hundred dollars loss. I learned from it, I entered a VIX short strangle correctly, and its been paying...
If you want to use the CIR model yourself, there is matlab code to estimate the parameters ,...
Thats a deep and good question, I do not know. I think this has a lot of explanatory power though...
trader, yes, its always a moving target. the model worked perfectly fine on this selloff and I had accounted for the possibility beforehand due to...
I think its an interesting question.. when you are fitting probability distributions, its not called a curve fit since its a stochastic model, its...
The brokers numbers are based off the implied volatilities, so i dont think one could be said to be wrong and the other right, only that a...
LMAO. Actually, yes, i've self-published papers and been referenced by major academics in the field. heres the definition of risk-neutral...
You have no idea what you are talking about. Risk neutral densities do not imply gaussian distributions
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