basic idea is to delta hedge strip of options daily vs delta hedging that same strip of options weekly (other freq intervals applies as well)...
posted in economics section but no traction..reposted here What do you see as tail risks in the market now? if we define tail risk as assets...
What do you see as tail risks in the market now? if we define tail risk as assets with good chance of 3std dev move in a day? or 10 std dev in 5...
NEW OPTIONS ON CBOE SHORT-TERM VOLATILITY INDEX (VXST) LAUNCH THIS THURSDAY On Thursday, April 10 CBOE plans to launch options on the CBOE...
just throwing out an idea for discussion and have not thought very deeply abt it yet. pls feel free to give your comments/opinions can we do a...
some silly/stupid/bothering qns: y cant we use high downside puts if we think iv's too high vs rv? is it because if spot ever goes there, it...
Hi, After the website upgrade, the printthread view cannot show more than 40 posts. I tried using pp=200 in the hyperlink but it is still...
Cross asset classes and countries. I am thinking around implied vs realized, quantumfinancier's percentrank(SMA(percentrank(timeseries))) and...
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