263 reputation
16
bio website
location
age
visits member for 2 years, 8 months
seen Apr 11 '12 at 11:58

Dec
1
comment Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)
Thanks Chris, sorry, edited my comment. Why even have Alpha Indexes then? Is it the options capability on them, or do they behave differently in some way? Thanks.
Dec
1
comment Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)
Thanks. So to simulate AVSPY (Apple vs SPY), one could simply buy Apple, and short SPY? Would one need to match up the amounts bought / sold to 1 to 1, to do the equivalent? Secondly, why even have Alpha Indexes? Is it for the options capability, or ?
Dec
1
comment Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
Perhaps you can generate another question to help clarify this subject further. I'd love to know (i.e. please comment here, if you do), thanks.
Dec
1
revised Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)
added 4 characters in body
Dec
1
revised Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)
added 39 characters in body
Dec
1
asked Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)
Nov
29
awarded  Commentator
Nov
29
comment Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
Thanks Lliane. Did you see Tal's comment above, also DKM's answer below? Thoughts?
Nov
28
comment Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
Can you please give an example of how it is "already priced in"?
Nov
28
comment Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
Can you please clarify the term "90% puts and calls"?
Nov
28
asked Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
Nov
28
accepted Does an option's price “ratio” with the underlying security price?
Nov
28
comment Do markets typically fall fast, and rise slowly
Thanks Bootvis and Patrick for enhanced explanations.
Nov
28
accepted Do markets typically fall fast, and rise slowly
Nov
27
awarded  Scholar
Nov
27
accepted What are good conditions to roll a leap further out in time?
Nov
27
comment What are good conditions to roll a leap further out in time?
I see. Is it then best to do the roll on low volatility, since let's say on high volatility the option prices are \$5 and \$8 respectively, creating a ratio of 8/5. If on a low vol day, the 6 month option decreases to \$3.50, then 8/5 * 3.50 = 5.60, requiring an additional \$2.10 to be spent to roll, instead of the additional \$3 required. I.e. if the ratios stay the same, then it seems it would be best to do it on low volatility? ... I'm not sure, just trying to figure out my strategy going forward. Thanks.
Nov
26
revised Do markets typically fall fast, and rise slowly
added 3 characters in body
Nov
26
comment Do markets typically fall fast, and rise slowly
Thanks. Can you expand just a bit on "positive kurtosis (> 3)" -- i.e. give more feeling/understanding for that statistical quantity.
Nov
26
revised Do markets typically fall fast, and rise slowly
added 54 characters in body