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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 7 months |
| seen | May 19 at 14:20 | |
| stats | profile views | 93 |
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May 23 |
comment |
What are VIX back-month futures based on? wow, thank you this is exactly what I had hoped. I read the entire vix white paper and did not notice where it said that (although the futures contracts would be detailed elsewhere), can you point me to where those particular specs are detailed? |
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May 7 |
awarded | Promoter |
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Apr 24 |
asked | What are VIX back-month futures based on? |
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Feb 29 |
awarded | Critic |
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Feb 16 |
accepted | Is Visual Basic a fast enough for millisecond orders |
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Feb 9 |
comment |
Is Visual Basic a fast enough for millisecond orders I didn't realize this "All .NET languages are perfectly able to compete with the speed of C and even FORTRAN." thanks! |
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Feb 8 |
comment |
Is Visual Basic a fast enough for millisecond orders emsfeld, I'm not going for high frequency trades, and ideally the brokerdealer and clearing firm were located geographically closer, but this is the estimation I have thanks! |
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Feb 8 |
asked | Is Visual Basic a fast enough for millisecond orders |
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Feb 3 |
accepted | What drives changes in implied volatility on ETFs/ETNs? |
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Feb 2 |
comment |
What drives changes in implied volatility on ETFs/ETNs? "With an ETN this probably had to do with option prices taking off in one of the underlying components." how exactly does this work and how is it tracked? |
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Jan 30 |
accepted | accumulation/distribution and options to create excessive position to hit the tape with later |
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Jan 30 |
answered | accumulation/distribution and options to create excessive position to hit the tape with later |
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Jan 30 |
asked | What drives changes in implied volatility on ETFs/ETNs? |
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Jan 3 |
comment |
accumulation/distribution and options to create excessive position to hit the tape with later a) not in every jurisdiction, which I never specified. b) not if the market cap isn't that large. I think you made too many assumptions. lets continue talking about roadblocks to such a thing, since getting filled without moving the bid/ask is easy now. |
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Jan 2 |
asked | accumulation/distribution and options to create excessive position to hit the tape with later |
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Dec 26 |
asked | how expected moves are priced into options |
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Dec 22 |
comment |
How to hedge a bull call spread one idea I just had is that it could be hedged with binary options that could be bought very cheaply closest to expiration (if price < 55, then max payout). the only problem is that binaries only exist in limited quantities and conditions (ie. BSZ is a binary ticker for S&P500 which can correlate to Nasdaq, also BSZ only has monthly options, so timing to get the cheapest binaries can be impractical for this strategy, and the strike prices are too few) |
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Dec 22 |
revised |
How to hedge a bull call spread added 126 characters in body |
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Dec 22 |
asked | How to hedge a bull call spread |
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Dec 4 |
comment |
Are there comprehensive analyses of theta decay in weekly options? my question is what does the theta decay look like on a graph. Is it the same picture above in a smaller time (ie. the first 2 days it decreases slowly) or is the just the last slice on the right of the picture above (ie. it decreases rapidly with no gradual beginning) |
