LOL that's the best
Then you gotta have a kick-ass initial guess, lol
What he said, most applications apply an iterative method to find implied vols
What implieds did you get in the AAPL options at? And where do you expect realized vol to go in the the life of the trade?
Bulk of algorithmic trading is around buy side execution, so they probably are.
my MOm says I have bad posture because I have a huge cock.
Static replication of barrier options, Derman.
:D that is hilarious. I'm not a racist, I've had a black girlfriend once.
your mom's hot.
These posts have become quite entertaining seeing how desperate these losing traders have become.
You get charged implicit fees on SPY by State St.
I'm certainly feeling it. Haven't been a good viking all my life, so I'm probably not gonna end up in Valhalla.
You'll be profitable once you can spot clearly defined inefficiencies along with practical means to exploit them. Took me a couple of years to...
holy smokes that's the last 4 digits of my number. How did you KNOW THAT?!
What's big, yellow, and eats rocks?
A big yellow rock eater.
This is the most awesome thread thus far on this deity forsaken forum.
Advanced stats is needed for derivative valuations, lots of risk management techniques, and return volatility estimates.
Hey just wanna say you're doing great. Looking forward to your future performance, all the best 2013.
He most likely meant hedging gamma, so your portfolio's net gamma~ 0.
Free vol forecasts from NYU's VLab, you're welcome.
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