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    There will be no Fed rate cut

    ET poll’s result is very close/in sync with industry norms when its comes to economics’ survey…a coin flip , errr , 50/50. LOL You don’t ever see 100 doctors looking at the same patient and 50 say “strong as a bull” and the other 50 “he is going to die tomorrow” , do you ?
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    Delta Neutral Strategy

    When its comes to gamma scalping ...learn how to scalp/hedge mix positions (calendars , verticals)
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    Delta Neutral Strategy

    so you hedging only four days out of five ? Hmmm...interesting strategy :)
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    Predicting HV - Thoughts on a Trading Model

    u are right , non , this thread is about HV. My bad
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    Delta Neutral Strategy

    atty's answer will be scalping hedging=art
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    Predicting HV - Thoughts on a Trading Model

    non , you should of use historical IV and not HV. You are missing impact of otm puts/itm calls skew on inverse correl
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    How to pull the rug on SPX market makers

    lol , Gary is a solid guy , his office is on the corner of Walk and Don't Walk
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    Predicting HV - Thoughts on a Trading Model

    in declining future HV environment ( and hopefully IV to follow) I would probably trade flies. Search on riskarb fly journal
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    Predicting HV - Thoughts on a Trading Model

    You should be very careful trading HV/IV alphas ( short or long) . Besides , how did you got 60-70% of accuracy ? you can have overall losses if only ONE stock out of ten ( when shorting) moves big against you , while still maintaining 90% of "accuracy" Good luck
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    Morgan Stanley`s quant division PDT loses $500m in two weeks

    I think that many quant’s models did not factored the power of forced redemption. IOW , many of the “V” shape positions were liquidated at the lowest point of PnL curve.
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    Bye-bye reg T

    sooo , did anyone had an unexpected incise in margins lately AFTER taking position ?
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    Anyone make money consistently with straddles?

    I wonder how many short vega and gamma traders agreed with you back on 8/16 around 3.15 pm...right before rate cut's rumors saved them from beeing wiped out for ever.
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    Anyone make money consistently with straddles?

    as chugani already said , long straddles/strangles benefits from rise in volatility. You also must have an alpha type HV/IV ratio to pay for time decay by scalping.
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    Getting Out of Calendar Spread that is locked DITM

    probably not the case here. OCT 170 put's OI is only 10 ( I'm guessing it's his when he opened).
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    Timmmay on CNN 8pm TONIGHT

    hahaha , just saw it...rabbi bitchslap Timmay...what a freak show, lol Soon to be a joke : a Rabbi , Timmay and a ho walking into the bar.....
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    Does anyone have VaR

    MTE , thanks - yes , this is for long stocks only. PT , thanks - so I am back to correl between stocks again ?....damn. Anyway , I attached excel file just in case if someone have free time and want to help me out. All , thanks again for your help !
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    Beginner Options questions

    Dr Ruth... in da house ! lol
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    Does anyone have VaR

    so if portfolio of 100k trades with annual volatility of 30 than "One day VaR with 99% of confidence " is : (30/16 (square root of 256) * 2.33 )*100,000=4380 $ ?
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    Does anyone have VaR

    OK...here where I am so far : at this point I am looking at very simple output like : "One day VaR with 99% of confidence is XXXXX $..." the inputs/steps are : 1. Calculating Annual vols per every stock ( using 20d MA) . 2. Assigning $ weight ( # shares , cost) to get combined annual vols...
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    VIX and the Greeks

    what was the reason to make such a complex product ? Why not keep it simple like stock at nominal X trading under vols of Y ? It would be like an owner of the business saying " I will come up with the product that only 5% of my existing customers can understand (hence , buy from me)...because I...
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