Search results
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How do you know you have an edge
How do you know you have an edge? Once you have the free time to go fishing for several days without worrying any ups and downs of markets. lol -
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How long is your holding time of individual options-trade ?
Interestingly, how about the conventional wisdom that "Let Your Winners Run and Cut Your Losses Quickly" Any comments? -
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How long is your holding time of individual options-trade ?
http://blog.forexcycle.com/105/when-to-stop-trading/ " When to Stop Trading Among the statistics that I make sure traders keep is the average holding time of positions. Holding time also determines the opportunities available to traders, as markets can be expected to vary more in price... -
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How long is your holding time of individual options-trade ?
http://www.stockoptionsystem.com/option-trading/five-fundamental-steps-to-successful-stock-option-trading/ " Five Fundamental Steps to Successful Stock Option Trading This brings us to the second part of the option selection process of trading options successfully is factoring time into... -
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How long is your holding time of individual options-trade ?
http://www.travismorien.com/FAQ/trading/futradersuccess.htm "The Johnson Report on Day Traders Ronald L. Johnson prepared a report for the North American Securities Administrators Association (NASAA, a consumer protection group trying to keep the futures industry honest) on the success of... -
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How long is your holding time of individual options-trade ?
Just curious: How long (expected/ actual; average/ range; minutes/ hours/ days/ weeks; buy/ sell/ spread; etc.) is your holding time of individual options-trade? Have you ever changed your holding time significantly? What were the major impacts? -
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Delta Analysis
Clearly both sides can have winnrs : http://www.elitetrader.com/vb/showthread.php?s=&threadid=168873&highlight=greek* Practically it depends on individual's trading timeframe, style (directional, swing, etc.), strategy, etc. -
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Realized vol futures
It's only a futures product, right? That means No any options on futures product launched yet, correct? -
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Is trading Gambling or not .."What say You" Vote here.
Is trading Gambling or not? It all depends on the number of PhDs! http://en.wikipedia.org/wiki/Renaissance_Technologies "About a third of the more than 200 employees at the East Setauket office have Ph.Ds."- OddTrader
- Post #846
- Forum: Psychology
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Delta Analysis
The truth is: http://www.elitetrader.com/vb/showthread.php?s=&postid=2885059&highlight=delta*#post2885059 Prices of EOD Options?! Or such as: http://www.elitetrader.com/vb/showthread.php?s=&threadid=174213&highlight=delta* -
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Delta Analysis
McMillan: "The first risk measurement that concerns the option strategist is how much current exposure his option position has as the undrlying security moves. This is called "delta". In fact, the term delta is commonly used in at least two different contexts: to express the amount by... -
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Delta Analysis
I've seen too many different types of deltas (or sensitivities) related to options. It all depends on the definition of individual delta. The convntional delta is mainly/merely a hedge ratio, for the practical and important purpose of hedging its UL, simply due to Hedging is the original... -
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Delta Analysis
i've learned some hidden rules on et from jh and hypo. one doesn't have to post somthing useful to be meaningful. -
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Do you price the options yourself or do you use black-scholes?
" http://www.nesug.org/proceedings/nesug98/post/p020.pdf REVIEW AND RESULTS: How good is this new technique â Option Pricing with a Time Series? Letâs apply it to the AMR data series. First we follow the 4 steps just discussed to produce a forecast (recall that these steps are... -
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Do you price the options yourself or do you use black-scholes?
"SuperDerivatives - The global derivatives benchmark pricing systems The global derivatives benchmark. Multi-asset pricing systems, sales, operational risk and revaluation solutions for the buy- and sell-side." http://www.superderivatives.com/ "NEW YORK -- SuperDerivatives(R), the... -
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Do you price the options yourself or do you use black-scholes?
Q http://en.wikipedia.org/wiki/Black%E2%80%93Scholes BlackâScholes in practice The BlackâScholes model disagrees with reality in a number of ways, some significant. It is widely employed as a useful approximation, but proper application requires understanding its limitations â... -
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Delta Analysis
"plethora"? imo, to be fair, Greeks/Deltas have their values in analysing, evaluating/presenting and structuring/formulating the dynamics of complex strategies, if we really want to. -
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Do you price the options yourself or do you use black-scholes?
A simplified pricing model according to Gallacher (who uses basically no conventional Greeks including Deltas designed for measuring various sensitivties related to OpPrices): OpPriceATM@t=StrikexIVxSqrt(T_Exp/254)x0.4 -
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Do you price the options yourself or do you use black-scholes?
imo: Profit/Loss_t1/t2=f(IV;etc.)@t2-f(IV;etc.)@t1 IV=f(OpPrices;Rate;etc.) OpPrice=f(ProjULPrices;Strike;T_Exp;etc.) ProjULPrice=f(HistULPrices;etc.) for some technical traders Depending on what trading model to use, the value of HistV may generally have little direct impact... -
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Hedging EUR/USD
And also reduce the leverage. This combination would be the simplest way, imo.