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Any thoughts... Anyway to trade this... "China devaluation sparks fear of currency war, angers U.S. lawmakers" - http://www.reuters.com/article/idUSKCN0QG04U20150811

Anyone read any books lately.... I've read the death of money recently... I read alot of philosophy as well....

Anyone daring to take Greek risk???

I mean isn't it such that for a retail trader most pnl will be attributed to direction of vols more the then anythings else by a large factor... The frictional cost of extracting some abnormal skew or kink mostly outweighs the slight anomalies... I'm still not clear on what he is trying to get...

What your saying makes sense...

Question. Are you trying to recreate historical options price based on a vix number

So you are using the vix number as an imput

You plug in the market price backwards into the equation to spit out implieds... Meaning given is price solve for vol... Your talking about plugging in a vix index number into BS and see what price by u get??? Is that what your saying..... If it is... Because vix index is a 30 day running...

You need to be more specific... It's your fault

The vix or vix futures doesn't have a surface... Vix futures have a 2d curve... I've plotted 3d on vix options.... Xyz axis... Vols,strike moneyness delta, and term

All i do is watch War documentaries... I'm 37 my generation literally has no clue

You know now that you say it doobs I'm not truely sure what the guy is trying to do... At first he mentioned the vix .. Then something about spx vol surface.. The odd thing is he thinks others haven't dug there...

That should sealnthe deal on anyone thinking of going to trading school

He is not talking about the vix curve I don't believe... I think he is talking about the options skew, smile, and term structure considering all strikes graphed into a surface ..

Your not the first person by far to dive into this hole looking for value.... Emmanuel Derman derived a localized vol pricing model to account for the smile in options... Partial differential equations describe changing values across a surface..... I think honestly this is very important to...

Just like the one price in the bond term structure?

Please clarify your intentions

are you looking for a relative value of the otm to atm options on a surface? i've done surfaces relative to delta and strike in R programming ..

Trex.... Learn to do research.... In all seriousness. good skills are pricesless. The most undervalued of all assets is skill... Develop your own skill in quantitative research.. Otherwise you will be trading someone elses black box.. Do you know any programming? learn a programming...

Handle123...your so right on.... Not to blow smoke up your butt.. But you always have very good insight and perspective....