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i lost myself, myself.. hhaha if skew flattens out along with vol.. your screwed if your long a put spread.... but generally your screwed direction wise to respectively..

you been hanging out with ammo to much ;) haha jk.. i guess you knew this was going to happen... not to be a jerk but i thought about riding the yen up as it squeezed you because it seemed that was an assumption you were sure of yourself along with all posters ...

umm.. this is a little different.. "We find the EGARCH option pricing model (Duan, 1995) performs well in determining the shape of the volatility smile for different maturities in the period of January 2000 to August 2001." read more purely Garch... watch this... to get a understanding...

tested it in what respect? i've used it to forcast vol

true.....

i kind of feel like a delusional clown :)

be nice if you posted charts... :) i'd like to see where your defining these levels and or specutlationsl

you should be buying vol when no one wants to..... long vol is the minority right now.. the point is to find buy protection when its cheap.. if you think you can gauge the next event.. spread across it with calenders .. his position is keeping convexity at higher degrees.. selling the vix...

i think he is just blocking your code out in such a matter it can be clearly debugged.. so you can debug blocks specifically without having to worry about dependencys undermining your assumptions..

i trade options almost solely.. so most expressions are done in options... i was just wondering if there was a cost to holding some of these related to contango.. i figured you would know directly... and if thats the case.. i would much rather play the term structure in options against the...

i'm more on the road to studying things statistically in options/futures/ and related underlyings.. my thoughts are generally towards that direction.. of course i'm still learning ..and i'm glad i enjoy it.. or it would be quite the grind..i'm sold on SSD's though.. i raid zeroed my first two...

theoretically i think from my viewings alot of guys are using R to do statistical studies on sets.. but as i have used databases and studied them before.. i think of it as a typical intellectual hurdle one doesn't want to jump.. if your doing some market wide correlation stat arb search...

that explanation makes complete sense... but its the navigation in and out of programs that over time builds up frustration with me as well so.. it makes sense.. and now a days with the 1 dollar a gig thing going on .. its hard not to buy them.. there is no quantification of reliability though...

so does the curve in term structure effect etf pricing?

i've been reading alot of threads in the programming section lately... i don't really understand how SSDs aren't any faster.... i mean my level of understanding isn't great.. but when i use a HDD it would take an idiot to not see the difference in speed.. when i go to install a program...

yeah... thats a good post! +1... leverage options on delta bets means you are implicitly speculating on the other risks associated with the purchase of those options.. as stated mostly vega and theta... gamma is just a second order to delta.. with options you have an explicit time stop...

i have to say.. i am originally a gardener.. so if this can be all explained and understood by me.. anyone can get it.. what are CW OODA traders??? so far i've got the three bar acceleration parrelling increasing rate of volume idea.. past that.. it looks like theres handling for...

well i would presume.. but thats if you define your population as being only the historic returns from this point in time.. but there is a problem with aggregating large amounts of historic data into a HV calculation... the more data.. the more you smooth the results... so think about...

Where: Vol = Realized volatility 252 = a constant representing the approximate number of trading days in a year t = a counter representing each trading day n = number of trading days in the measurement time frame Rt = continuously compounded daily returns as calculated by the formula...