Recent content by Stamamarti

Great thread! ... Much of the savings you eluded to are for size... hence seems the PM would be a must...

You really out did yourself here... :D

here you go..., http://redfame.com/journal/index.php/aef/article/view/4887

@thecoder — you win... you the shit.. the know all.. and we all are just dumb and blind enough not to see the light and smart shining out of your head ... and I really want to add my thanks for your saving us from the flawed BSM ... what’s left for you to do is to get some big finance firm like...

I am glad you pointed this for me... now can you tell/show me (or just prove) if your new option construct (fairput etc..) preserves or satisfies the put-call parity?

Ok— I did not know you such an expert option’s math.. perhaps you can help me then with a proof of the so-called put-call parity (in The general case)... I am struggling with it for quite some time now...

Please stop mocking @thecoder, he is really an idiot savant and communicates only through loops of code... Now seriously ... so many good people told you (@thecoder) that you are on a truly stupid trajectory— But you really don’t want to listen .. changing the name of the thread from ‘fairput’...

No ill intended here:). I have no working knowledge of the IB, but I been using TOS for many years...In any case, since you can get access to it at no cost, you might want to compare the two yourself (also, I bet ET has a lot postings dealing with comparisons...)

Perhaps you have some irons in the fire, but why not just open an (even unfunded) account in TD (for the Thinkorswim platform) and use their very advanced option pricing modeling and analysis..

And what would you hope be the end result of the exercise?

Search for pitchfork on the ET, it might give you a partial answer ...

BTW — this thread proofs only one thing — that too many of you have too much time on your hands ...:D

I love it — Truly entertaining—better than listening to DJT...