Search results

ive done some pretty extensive research.. and talked in other threads with other long timer ETers .. Amibroker is very well thought of ,... i bought it.. most don't use it to auto trade i don't think.. idk though.. typically its a great optimzation and backtesting tool..

i've read it several times.. at least the first part of the book before it gets to indepth into exotics.. and it highlights the point i was just making..... Garch would be a terrible measure if you were looking at it going into earnings or another event.. as you have pointed out.. and as Taleb...

you know you really do seem like the type that deals with programmers and their stubborness and know it allness.. i've hired developers before.. and i can literally see myself thinking like you do.. as i think alot of people don't measure the dev time as a quantity and weight that against the...

realized vol basically says nothing about future vol.. implied vol numbers are good at telling you how much future vol will be realized but not the reverse..

i have to get colonscopies alot.. my brother died of colone cancer at the age of 30 .. it would be nice if someone did something different.. so much of the practice of medicine is reactionary.. sounds like you have put a good narrative behind the story..

My recommendation is don't leg in or out. Always put the legs on at once ... And pull them off at once... Save yourself a lot of heart ache....you can cross that bridge when you get there if it makes sense to.. The margin requirement is always (not "generally) the difference between the...

more animated adventures please..

+1

hard to follow what is going on here really... seems like someone got offended though.. EMG is super repetitive.. but who cares.. i can't get upset with every tom dick and harry that comes on the forum and does what they do..

thanks handle... i was just starting to look at the yield curve/ term structure in HG... i thought of something i had read a long time ago about green lumber.. "The Green Lumbar Problem, outlined in Nassim Taleb’s upcoming book Antifragile, is essentially misunderstanding which facts are...

Here we go haha

codes.. i think he is referring to the parameters you ask for in arguments within methods you are sending to the api..

http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm ActiveX Methods > Market Data > reqMktData()

Espen.... Should post this in programming section.... A lot more exposure there .

COT has it going up .. http://www.elitetrader.com/vb/showthread.php?s=&postid=3775913#post3775913

its strike risk , or in other words your change in delta/gamma values over the strike space is the risk your taking to sell these vols. some of that isn't so manageable.. gaps etc.. so basically your making the speculation that the edge you believe to have in implieds verse realized is...

working on a a script in amibroker.. to chart ACD.. i've found a basic script for the opening range and pivet range.. but theres a 30 day look back , and some other nuances that i'm reading further about to incorporate

i like the way this guy talks.. he is frank.. sounds exactly like someone from long island..

this one lost me..

boy we have beat this to death.. haha...