How sensitive if your modeling to the conversion between trading and calendar days? As I'm sure you know plugging in calendar days is not going to be accurate.
These are mid-week but I weekend delete outside the front end (CQG, TT, Excel). Pushing dates to LTD +2 days for weekends to model the two (back) tenors if using TDA in cash vols. CME (SPAN) gets it right.
I spent years deciphering your posts… it made my knowledge expand ten fold… but bruv, I haven’t understood a single post in this thread… it’s pretty incredible to see… just when I thought you topped, here we go. please keep on. P.s please forever talk about about flies and any newfound wisdom related to that type of trade. thanks Dest
Welcome back Sigma. I think that if you’re successfully using his previous stuff then you should be doing ok anyway. I’ve got his pitchforks with live data (finally) in excel for all 0 to 14DTE in spx/spy and I trade them a little differently. Although I am looking at his new stuff as well which looks to be a big step up
Thanks, I’m doing well. I trade skip strikes in $SPX mostly. I’m curious if you or Dest trade 0DTE flies … I might’ve missed content related to that if so, I’ll look back.