Search results

  1. C

    Cramer picks Obama - Romney will win

    Sadly Obama will most likely win... the guy will now be able to realy push his agenda without worrying about next term.. i thought Goldman put money behind Romney... maybe that was just a hedge.. haha
  2. C

    Account Risk

    you can't trade options with out a reg T margin account.. at least not that i know of.. and how are you talking about options if your talking about him being on a cash basis without leverage? thats crazy.. first thing i would suggest is.. stay away from daytrading.. swing trade... only add...
  3. C

    Cramer picks Obama - Romney will win

    CNBC is poisonous noise to a trader..
  4. C

    AAPL: Buying the Dips!

  5. C

    Entry Criteria for CTM Iron Condors - Seeking Advice

    your basically forcasting volatility.. Garch.. Garman Klass.. Parkinson.. variance ratio method to determine trend Chapter 6 in Dynamic Hedging (Taleb)... thats where i got my conceptual vision of how MMers forcasted volatility.. if your Marketing markets changing volatility and dealing...
  6. C

    atticus' "ship it" vol trading journal

    ahh the flu is going around Orlando......
  7. C

    Entry Criteria for CTM Iron Condors - Seeking Advice

    if your trying to get closer to the money.. why not at the money with a near synthetic short straddle with a iron butterfly?
  8. C

    starting books for financial modeling in excel vba

    for any of you that care to have it... i have this book in PDF now.. Financial Modeling by Simon Benninga 3rd edition.. i'm going to start reading it ... i'll post a bit of a review as i go. i read in a review on the book on Amazon to read the Chapter 6 first so thats what i'm going to...
  9. C

    VXX - a trending stock

    we are totally on the same page.. hence starting positions with extremely small amounts.. this is just all theoretical stuff for me anyway.. but if you could please remind me of this when the vix is spiked up to 80 and the es is 600 so i don't completely wuss out! haha its painful as hell...
  10. C

    VXX - a trending stock

    im reading Hulls book options futures and other derivatives right now actually.. and your right vix futures are different then other commodities.. i'd love to talk to anyone that was making markets in these instruments..
  11. C

    VXX - a trending stock

    while i agree.. martingaling is not a good idea.. i do think in very specfiic cases its viable.. guys do it all the time in the iron condor world.. rolling out strikes and adding to positions to keep credits.. now say you have a spike in the vix.. the futures go backwards.. vix is say at 35...
  12. C

    VXX - a trending stock

    yes yes.. so you see what i'm talking about.. its like a negative interest rate assumption that is completely flux..
  13. C

    Account Risk

    thats rather obvious.... he is using a paper trading account though... why not tell the guy what would be a good path to take to learn how to trade...? what does telling him he has a lack of trading experience do for him? my first suggestion to you is start asking what books you should be...
  14. C

    VXX - a trending stock

    This brings up my prior point respectively... this put spread expression is saying something about direction of vol. and a play on how the options have the "roll cost" or term structure curve priced into them.... I agree that looking for an option spread has a better risk profile then just...
  15. C

    VXX - a trending stock

    If you stay small enough in a short position so that you can have enough powder to martingale into a huge spike and hold I'm sure you can double or triple up
  16. C

    VXX - a trending stock

    I always wonder how the adjust the pricing model for the options in such an instrument... how does one price the futurescurves constantly changing iinfluence on the options. Pricing models can be messy with equities... much less futures much less etfs derived from futures... these etfs are...
  17. C

    atticus' "ship it" vol trading journal

    +10000
  18. C

    VXX - a trending stock

    Generally your trading in the futures term structure that you can only vaguely account for... most guys I know are directly in the futures or directly in the option on those futures... how can you account for what the etf owns of each moment in any given time.. shorting it is similar to buying...
  19. C

    Post Election Impact on US Equities

    "Has to". I'm gonna quote you on that
  20. C

    But what about copper ?

    How do you expose yourself long and what is long term
Back
Top