[IMG]
an illiquid futures market OP wants to trade exists. not many of those left, sounds like fun and a good way to make money if you're any good
i can't speak to your modelling but i think corn has been gotten beat a little to hard lately...i live in corn country and growing conditions...
Not to be rude, but if you can't get through Natenberg you probably shouldn't be trading derivatives yet. Try again.
I'm actually more interested in what kind of farm you have than anything else
and yet here you are. absolutely embarrassing.
i searched "ORATS" and the full name was the title of the first result. C'mon son.
how has this constant shill not been banned yet
your current broker. get TDA's thinkorswim client, the "risk profile" graphs are what you're looking for
don't be snide towards Robert, he's contributed more to this community than most and deserves some respect. you're asking for tax advice -- a...
for starters, compounding doesn't work like that when you can only buy/sell options or SPY shares in integer increments
reveal the ticker or get gone
Standard deviation moves are garbage in the context of gap risk. Not to mention a 1sd move only captures ~2/3 of moves in a normal dist.
SPX vs SPY or another ETF will depend on your size
put/call ratios are notoriously inaccurate because they don't tell you the direction or intent of flow (hedging, put selling, outright put buying...
if anything I'd do this on the ES futures so at least you can close it overnight. the risk premium may be gone by cash open but that's anyone's guess
https://www.elitetrader.com/et/search/11459081/?q=download+data&o=date&c[title_only]=1 try here.
will someone please ban this motherfucker already
it sounds like you're describing a lookback with a straddle payoff. as with the fairput/faircall, this instrument already exists as an exotic and...
at this point i'm convinced thecoder is a dest alt account. no one can be this arrogantly retarded.
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