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  • 0 posts edited
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  • 11 votes cast
Apr
24
asked What are VIX back-month futures based on?
Feb
29
awarded  Critic
Feb
16
accepted Is Visual Basic a fast enough for millisecond orders
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!
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!
Feb
8
asked Is Visual Basic a fast enough for millisecond orders
Feb
3
accepted What drives changes in implied volatility on ETFs/ETNs?
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?
Jan
30
accepted accumulation/distribution and options to create excessive position to hit the tape with later
Jan
30
answered accumulation/distribution and options to create excessive position to hit the tape with later
Jan
30
asked What drives changes in implied volatility on ETFs/ETNs?
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.
Jan
2
asked accumulation/distribution and options to create excessive position to hit the tape with later
Dec
26
asked how expected moves are priced into options
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)
Dec
22
revised How to hedge a bull call spread
added 126 characters in body
Dec
22
asked How to hedge a bull call spread
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)
Dec
4
comment Are there comprehensive analyses of theta decay in weekly options?
extrinsic value is everything that is not intrinsic value... so theta, volatility.
Dec
3
comment Are there comprehensive analyses of theta decay in weekly options?
yes, assume at the money or 1 strike out of the money where the extrinsic value is greatest.