Recent content by mushinseeker

I misspoke, I wouldnt 'adjust' at 205... I would just initially put the peak at 205 and not even bother with the 200 strike. I use Amibroker to model what filters create condition that favor a 205 pin vs a 200 pin with x days till exp. As far as scenarios.Said system above can be programmed to...

Been to a lot of those at the Marquis.. nice time to spend 2-3 hours, for trading is inherently a very lonely profession. But don't go looking for edges....the edge is in your head not at the expo- patience, emotional maturation , a good python book to learn NLP and ML, serendipity, and above...

iron.. how are you getting option valuation in XL? A while bak I bought Hoadley.net which is a plugin ... dont know if they have free tools now. Alternatively, you could check out ThinkorSwim. good tutorials.. just don't go whole hog on their premium selling thing- there are other ways...thhey...

punt on the VBA ironchef. Time is fungible and limited. If we were in the 90's and you have a bunch of pairs/ opening only orders and need to do mass change in your parameters then VBA is good. ..nowadays. use pandas dataframe for spreadsheet related stuff. I get it about not finishing up. I...

add better constraints to your solver to eliminate the deep ITM's You might have an edge BUT the bid/ask spread is going to eat up your edge. Add a open interest constraint for the same reason.

You are not doomed at all. I read this article about a hedge fund manager whose main source of depression is that he has to put $5M to work daily and if he only manages to put $4m he has to use up $6M th next day. They can't do most of the stuff you can think of because it is not scalable. Find...

I am 90% of the way towards a masters in CS (DS concentration) with a 3.8 GPA with a CS undergrad, traded options on the floor for 8 years w/ a positive track record (not screamers mind you, but pretty good alpha) backed by 1040's , knows a bunch of languages,yet at 52 don't look like the...

wajo.. this wont work.. bec in my pseudoexample that equation resolves to $2.4 and if IBM is 50 then your equation is buy= 50 < $2.04.

yes.. that Buy resolves to a scalar not a boolean. If IBM hi/lo is 50,49... then your statement is buy = ((50-49)/49)*100 buy = (1/49)*100 = 2.04 I assume you wanna do something like moving avg. so you need to create a cus indicator then do something like buy =( ma_10day )> ref(close,-1) this...

vega.. also took a quick look at your graph. nothing is below the line bec the vols u r using in the trade are favorable to you.. ie selling 30's buying 25 iv. of course it will look great. but just be aware of events that will flatten the term structure.or make it invert,etc.

ahh. that is not a cdr spread.. thats 2 cdr spreads 'hedged' w 1 straddle in the back month. You essentially want xyz to stay quiet enough for front to expire so you can own 2 stradles, 1 cheaper offset by the credit u take in from the expired week1's . If XYZ crawls up, you lose $$ due to vega...

maxzinger. I agree with you to a certain extent but you will reach some scalability issues at a certain point- ask sle and dest.. As far as lawyers,doctors...that is not totally true. My inlaw (retired now) was part of a x person anethesia group with 2x CRNA's so every $$ the CRNA's makes, he...

I agree with you. As I plow thru my AI courses for my masters, part of the work involves reading scholarly articles about ML, AI, calculus,etc.. It is kinda sad that a good majority of the authors are not from the US. As the Chinese plow ahead using AI to create algos for their transport...

Yes. I thought I was a "data scientist" til I tested for the NSA. .. won't be moving to Ft Meade soon.... nooby is correct though.. As an example, if you have good grades at a good school AND young enough and gets accepted at let's say Epic in Wisconsin, in 2 years you will be certified w one of...

what is the essential question you are trying to capture? that's a lot of rows.. most of those names have sparse liquidity I would assume even if there is some edge in XYZ but the bid/offer is $1 wide.. there is nothing to do. Also, if you are trying to capture term structure, find some...