Study Guide for Dest's Journal

Discussion in 'Trading' started by Darc, Nov 14, 2023.

  1. Sprout

    Sprout

    lol, need an explanation for the explanation..
    question is how dumbed down can dest go without getting frustrated and triggered
     
    #31     Nov 15, 2023
  2. destriero

    destriero

    There is a level of material involving NDAs so I need to be somewhat vague beyond the lingo. The most efficient skew model is based upon spread premium; index cs/ps. It’s normed and is w/o peer in a modeling environment. Matrices run >10x faster (prob much more than using vols but not granular on time).

    I have tick data skew modeling reflecing microstructure (<5% actionable) and persistent skew conditions which can be arbitraged. Once I had the skews it became possible lock skews/switch values (D1/D2 (duration)) that added buying power under PM and TIMS RBH. IOW, the haircut required to hold say, a 300-lot SPX position, can ADD as much as $10K in buying power. Almost always a lower initial req than a box.

    Modeling skew in annualized vol-fig is 90’s era.
     
    Last edited: Nov 15, 2023
    #32     Nov 15, 2023
    nbbo, longandshort, Yik and 3 others like this.
  3. TheDawn

    TheDawn

    You need to quote my post twice to show how right I am? LOL The thing is everything no matter how complicated can be explained in simple, easy-to-understand terms and options and options trading is no exception. Sites like Investopedia.com is more than sufficient in making anybody understand options and how to trade them and the best thing is it's FREE!! Free is not always bad and paying is not always good or better or even necessary in many cases.

    We retail traders are here to make money, not to be used as ATM machines especially for things that we can get for lot more cost-effective way.
     
    #33     Nov 15, 2023
    Darc likes this.
  4. TheDawn

    TheDawn

    The terms are not important really. It's what you do with the terms that is important. Ok we understand now a married put is a synthetic call, also called a delta-hedged position, now what?

    That's why I suggest just to read investopedia.com to understand the concepts and then demo trade to experiment with what you've learned and to develop a strategy and backtest and then trade live in super small position sizes to test out the strategy irl to see if the strategy works and then gradually increase position size.
     
    #34     Nov 15, 2023
    Windlesham1 and Darc like this.
  5. destriero

    destriero

    Why is MsDawn replying to a thread concerning a dude he's blocked?
     
    #35     Nov 15, 2023
    taowave likes this.
  6. taowave

    taowave

    Yeah,thats bad even by Elite Trader standards

     
    #36     Nov 15, 2023
  7. Darc

    Darc

  8. surfer25

    surfer25

    Wouldn't it be nice to have the counterparties to all of your trades be people whose scope of knowledge was limited to what is available on Investopedia.
     
    #38     Nov 15, 2023
  9. taowave

    taowave

    Are you allowed to trade against yourself??




     
    #39     Nov 15, 2023
  10. destriero

    destriero

    typo and content edit.
     
    #40     Nov 15, 2023