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  1. I

    If you were assembling a trading room and you only could choose from ET's illustrious

    I choose two : Riskarb and Greek-English translator.
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    Bright Trade

    options are meant to be sold ? hmmm...
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    Delta Neutral not so neutral ?

    Another reason to choose OTM when expecting vols expansion in next few days ( speed) ! :)
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    Delta Neutral not so neutral ?

    B , any practical use for vomma ? In some cases IV can go up 5 point , but Vega stays the same ( hence , vomma = 0 , right ?) , but next IV's point jump suddenly doubles vega.
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    riskarb's trading journal

    Risk , how would you copmpare r/r on CC vs. No Touch ( lower strike) ? Exotic obviously has an edge in limited risk , but how to factor potential whipsaw in the model ? Thanks
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    Hidden cost of replicating deltas thru options

    I don't think there is one firm answer to it. There will be a lot of trades-off when considering facts such as cost to carry , commish , spread vs. what ifs. You probably have to go case by case. Is 5 cents option's b/a spread on 200$ stock is the same as on 15$ ?
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    Hidden cost of replicating deltas thru options

    you replicated initial deltas total , and not 100sh performance. What if stock moves 30% in your direction ? Will gains on 5 options replicate 100sh PnL ? No , the option's gains will be much larger.
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    CCs and NPs - who to believe?

    you are mixing two different issues : WHEN and HOW
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    win/loss over 70% - please help

    The lady in the second row agreed to 60% ; do I hear 55%?
  10. I

    riskarb's trading journal

    nice call ; DAX vols were down 7% this morning , SPX to follow...
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    Reducing Stock Portfolio Volatility with Options

    "unpleasant to stomach " and "buying puts it seemed too expensive" are mutually connected ; high beta stocks will do both.
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    riskarb's trading journal

    any broker out there that will allowed retail to trade 'em or its an SEC rule ?
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    riskarb's trading journal

    Risk , can you trade UK stock's options ? A lot of high nominal stocks ( like CME)
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    Longest winning streak?

    Why successful and very active day trader ( 60-40 win/lose , over 100 trades a day) would ever have a losing day ? The 100+ trades makes the stats stable enough to eliminate " bad luck" factor. Can you imagine successful option's trader posting an overall loss in his last 100 trades ?
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    2006 World Cup in Germany - Soccer

    Yes , an excellent team and definetly favorite to win , but best team since 1970 ? I think the 1982 team ( with Zico , Eder , Socrates and the rest) was better. This scum Sergihno missed at least 10 scoring chances ; he is the worst Brazilian national player I ever saw ( and Dunga is right there...
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    SPX Credit Spread Trader

    where is DonnaV?
  17. I

    People like that steve tvardek. Where did you learn DAYtrading??

    Mav , are u gonna write a book one day ?
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    People like that steve tvardek. Where did you learn DAYtrading??

    Bit , why reporting is dead ? This quarter after report movement was the highest in the last 2 years. Well , at least for optional stocks
  19. I

    Well, now I'll have to know Greeks

    are you gonna spank us , daddy ?
  20. I

    Great old threads about Gamma scalping

    found this on ORATS : "Hedge Interval: the amount that the security's price is allowed to move between adjustments of the underlying position for the purposes of delta hedging. There are two commonly used types: fixed increment (for example: $0.50) or the daily standard deviation of the...
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