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    When SPY Sells off 5% in Two Days

    "when vol is high short vega long gamma.. " see samuel1 haha. when vol is low long vega short gamma... basically use the calendar! trade calendars! go deeper into the calendar .. that is my thoughts... I am not going to get into the discussions about rational or irrational markets or...
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    Large sorting in R

    https://quantstrattrader.wordpress.com/2014/09/09/nuts-and-bolts-of-quantstrat-part-i/ Look at TTR package.... As well come into the r-finance chat on freenode irc and get help.. The main contributors to R hang out there plus alot of avid users... I won't argue against using other...
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    Large sorting in R

    Did you look at the package quantstrat
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    "‘People’s QE?’"

    Your talking about keysian controlling... Trickle down economics is not free market economics is a fallacy and is not free market capitalism... I look at Socialism and capitalism as polar opposites... The more you move towards centralize price controls the more you take away individual freedom...
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    Zero priced butterfly, worth commissions?

    Better to be long calenders spreads here... Just my 2 cents
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    Vega trading

    Interactive brokers
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    Vega trading

    just to update.. that vol from the fed minutes Risk Reversal put call combo
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    Whats that, chance of fed hike (sept) falls to 36% and whats that? Dec chance falls to 85%

    Ya.... As interest rates go up people buy dollars... Is that what that implieds
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    Whats that, chance of fed hike (sept) falls to 36% and whats that? Dec chance falls to 85%

    What would it look like when it implies a hike
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    Unusual Option Activity

    I think I would personally like to create the definition of what is unusual myself
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    Unusual Option Activity

    Um create your own search...... Use R or python... Look for a script... I'm sure there is one out there
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    Whats that, chance of fed hike (sept) falls to 36% and whats that? Dec chance falls to 85%

    What were the tell in the minutes
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    Unusual Option Activity

    Typical you can pay for a service or program a search of irregular volume based on a parameter of yours.. I suggest the latter.... Livevol is a paid platform that offers than
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    dollar strength..

    If the world sees interest rates rise in dollar denominated assets which is what they are anticipating they will buy lower risk higher yeilding US assets ... This is basically what is happening now I believe.... Once the commodity currency nations feel sustained pressure from lower commodity...
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    Russia Police Bust Illicit Producers of.... Cheese?

    Sounds a bit metaphysical... More pragmatically I'd say they are a undeveloped culture seeking collectivism instead of individualism
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    Russia Police Bust Illicit Producers of.... Cheese?

    They interviewed a girl in her thirties she stated " I wish we didn't ever have to depend on other countries for anything"... Geezzzzzzzzz. He is like their patriach... It's almost like a sick religion
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    Rosebud

    If irrational is the driver then you'll be right...
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    dollar strength..

    Maybe I'm exaggerating.... But it might not feel that way in hindsight.... The rise in equities is similar in slope to past bubbles
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    Vega trading

    just to look at the PNL over the last few moves in vix... here is the risk reversal , then followed by the put call combo
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    Double Butterfly spread

    This shows the slight kink in june that i'm trying to isolate ....
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