convexx's "hitting bids and lifting offers" ETF options

Discussion in 'Journals' started by convexx, Sep 13, 2014.

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  1. convexx

    convexx


    Also, there are a lot of moving parts to this. A guy trading in delta1 doesn't have to worry about the forward, unless they are short-liquidity (and Px). I have to contend with various decay(s) (drift), as well as stickiness and the general vol-line in indices (lesser-extent, in shares).
     
    #31     Sep 16, 2014
  2. convexx

    convexx

    #32     Sep 16, 2014
  3. convexx

    convexx

    #33     Sep 16, 2014
  4. convexx

    convexx

    #34     Sep 16, 2014
  5. convexx

    convexx

    #35     Sep 16, 2014
  6. convexx

    convexx

    #36     Sep 16, 2014
  7. convexx

    convexx

    #37     Sep 16, 2014
  8. poring over details in journals bore me. just curious about a synopsis but never mind I guess. see ya, good luck
     
    #38     Sep 16, 2014
  9. convexx

    convexx

    buh bye.
     
    #39     Sep 16, 2014
  10. scr12

    scr12

    Is majority of your trade in listed options are asymmetrical fly's?
     
    #40     Sep 16, 2014
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