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Generally speaking I meant just pricing a bunch of iterations and putting the outputs on a grid for you to interpolate over. Or using a solver (like in excel) to find the value you need. As opposed to an elegant math solution.

honestly because I didn’t want to go through it. I’ll take your word it works. It doesn’t really matter for a retail size trader as it’s not practical to trade third order options risks and when it might make sense it’s easier just to brute force the calculation using an option pricer and a solver.

I can't speak to your math but the idea of gamma hedging is to reduce your risk further. But since gamma is tied to theta and theta/gamma are tied to vega, you will have some basis risk even if these numbers are flat at current spot. As a retail trader this is impractical to profit from. Bank...

Remember when Nine_Ender asked to have all his posts deleted?

Whats your question?

as defined: no.

I’ve done it by accident on etrade as well. They used to do it on expiries too where they would create a box if you for example had a gut strangle. They charged you borrow on the short position. there’s no economic reason to have a box. And it’s illegal as it can be considered market...

you keep the premium on the option but can lose many times that on the stock. You approach the strike, buy the stock. Stock falls. Or you blow through your strike and don’t have time to hedge. it’s not riskless. Absent a real view, its as risky as just staying short the naked call or selling an...

Atlantic City. third tier crypto coins. dog racing.

I’ve learned in my business dealings that brokers give away a lot in those euphemisms. Brokers don’t lie, they tell the truth in subtle ways.

I've seen those too in single stocks. Those are pre-arranged and carry no real risk and the notionals are far less than 80 Billion dollars.

What is your own business? I feel the opposite. Work from home will be incremental for those types of jobs that are truly alone. I don’t see it working for most jobs without a productivity loss.

it will be offset by the taxes dominion will pay. Why didn’t your news source think about that?

Having been on an institutional trading desk for a decade, this isn’t true. Charts are everywhere. Not the technical analysis charts but to see how things are moving.

he graduated from Hollywood Upstairs Medical College.

the only people doing DoorDash in nyc are illegal immigrants. They sit on their bikes with multiple phones waiting for an order.

I wasnt referring to his backtesting comments. I was referring to all his comments. If you are writing algos why wouldn’t you back test them? I think the only reason to not backrest something is because you are trading something different or extremely opportunistic (like the banking crisis...

You wonder why you are unsuccessful and poor.

No broker would let you trade 200k options in real life. I don’t think a bank desk would even facilitate it for Warren buffet.