The spreads in NDX are as wide as Montana.
As I said before...BBG can give the data away for free...you will still be paying tens of thousands per month to the exchanges for non-display...
It's not the vendor fees that are the problem...it's the exchange fees, particularly non-display. $2k/month for BBG (or even less for...
More time to expiration means more time for the option to cross the strike, so higher delta. But keep in mind that for equivalent DITM options...
The Bible is Dynamic Hedging. Espen Haug's Models on Models is timeless as well.
Spitznagel was the biggest bull in the commodities boom. Taleb bought stocks all throughout QE. The "permabear" label is extremely ignorant.
Spitz is the real deal, I know one investor who has been with him for years. He's still running BSPP, which is the same strat Taleb used at...
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