Talk about time zone differences.... I'm still on 3/25. Can someone tell me who won the NCAA Men's Basketball Tournament? Where I live, I could make a lot of money with that information.
LOL, nice deductive reasoning. It's a neural-net developed with small input layer. I use it primarly to predict my short-gamma hedges -- it helps to get in front of my position's gamma-accumulation. Occasionally, it produces a 90(10) reading in which I will take a sizable directional bet. The goal is to replicate an experienced tape reader in a swing-trading time-frame. It has limited applications for long-gamma options trading, as the hedge parms aren't very discrete -- hence I use it to front-run my short-option hedging. Today was sweet guys, seems like a lot of ET went long today, good on ya. No inside info, not that I wouldn't trade the sh*t out of it. riskarb
I believe you follow market-makers. They went into year-end with short gamma positions, which resulted in rising implied volatility. You predict through: realized volume > implied volume = go long gamma realized volume < implied volume = go short gamma and swing formula. Thank you for the reply.
sub volume for volty, but I certainly agree with the above. When do you "realize" volty? therein lies the rub -- it adds a predictive layer, hence the NN. riskarb
I'm watching the Pitt vs Ok State game on CBS out here. Sorry about the coke out the nose! Ooops, did I say that? :eek:
no BB for me, stuck listening to NPR with a bunch of geriatrics... whoa boy. Tahoe getting a lot of white stuff, er, snow. Serious about the Pepsi, but it's a mil-spec laptop with a sealed kbd, no worries ;-) riskarb