Introducing TPA -- Tick Preference Arbitrage. aka Tick-PIiMA

Discussion in 'Chit Chat' started by destriero, Feb 29, 2016.

  1. EPrado

    EPrado

    Damn. My head quant didn't use the cymbals. It's all in the cymbals.
     
    #21     Feb 29, 2016
  2. destriero

    destriero

    They won't know whom to follow -- the head quant must have cymbals and the sparkly gold vest. The alpha must have those accoutrements and be allowed to throw his s*** at the lesser quants.
     
    Last edited: Feb 29, 2016
    #22     Feb 29, 2016
    m1nt and lucysparabola like this.
  3. newwurldmn

    newwurldmn

    Another trade we (my team of quants and fundamental researchers) are working on for today (as per the recent Put Selling thread):

    1. Sell put and receive your profit.

    Risk free!
     
    #23     Mar 1, 2016
    EPrado likes this.
  4. Yeah, you guys all think you're fancy. But don't forget Larry Williams who, when time stamps were something of a slippery notion, made over $1MM in his personal account while simultaneously losing over $6MM of his clients' money in managed accounts.

    Bunch of wannabes. :p
     
    Last edited: Mar 1, 2016
    #24     Mar 1, 2016
  5. destriero

    destriero

    lol how did he not make more if he was self-dealimg against his client accounts?
     
    #25     Mar 1, 2016
  6. THAT is the question!

    But I stand corrected. He actually made less than $1MM while his clients lost more than $6MM. The NFA's Findings and Conclusion:

    There is no question that Mr. Williams's personal trading accounts had a material effect upon his composite trading performance. The record reflects that for the first quarter of 1987, Mr. Williams's composite performance showed a loss of $6,122,281, while at the same time Mr. Williams's personal accounts experienced a gain of $902,599. The Panel finds that the fact Mr. Williams was making significant gains while managed customer accounts were suffering considerable losses would be a material fact which a potential customer would need to know in order to make a fully reasoned decision.


    Surf knows Larry and defended him on the matter here at ET. Perhaps he can shed some light on the details.

    Anyway, sorry for the distraction. Please continue with this fine thread. :D
     
    Last edited: Mar 1, 2016
    #26     Mar 1, 2016
  7. EPrado

    EPrado

    Does this work with calls as well? How about futures?

    Your quants are obviously much more talented than mine. Can I ask where you recruited them from?
     
    #27     Mar 1, 2016
  8. newwurldmn

    newwurldmn

    Doesn't work with futures. But it works with any options that you can sell. I learned recently that you can sell options. Apparently people have been doing this since 2014.
     
    #28     Mar 1, 2016
    destriero likes this.
  9. EPrado

    EPrado

    Thanks for the clarity. I sold a bunch of gold futures earlier today. I did not own them prior to the sale. So I am sitting on a large amount of cash. I wasnt sure if I could just go out and spend the money. Now I know I must buy the contracts back and then go and sell a ton of puts instead. I plan on selling the puts tomorrow morning then going shopping with the proceeds. It's so great I can just sell them and not worry once the cash hits my account. No need to pay attention to the gold market since the trade is over and I have no exposure. I guess I will root for it to go down since high gold prices are bad.
     
    #29     Mar 1, 2016
    destriero likes this.
  10. But the higher they go, the more you can sell them for!
     
    #30     Mar 1, 2016