etfs 1 week: use recent hv vs Iv
stocks without earnings 1 week: see etfs
Stocks with earning 1 week: only use your forecast
Stocks without earnings 2 months: use iv vs recent hv compared to index same
Stocks with earning 2 months: use stocks without earnings plus your earnings forecast.
Use...
log returns are stdev(ln(stock1/stock2))*sqrt(252)
on a daily scale the straight return is a decent approximation.
You give very little information on what you are trying to trade so it's hard to say what will be reasonable for you. index/commodities, single stocks without earnings, single...
you can look at past IV’s (called the IV rank), you can look at current IV against recent HV, or you can look at current IV against current HV rank.
if you are trading directionally your real risk is distributional and you might want to consider using an HV that’s not based on one day returns...
They probably were married to it but realized that the intermediaries were of poor financial quality. They had access to these firms books as these firms were likely looking for financing and Peter thiel is a name you would love to have on your cap table.
over 8 years there were tons of...
wealth is created as a civilization progresses by building things and improving its people’s standard of living (until it blows up). The stock market is a reflection of that wealth creation.
You can use fifo, lifo, or lot selection.
a decent broker will let you choose.
it can be worth a lot in deferred taxes to manage this (especially if you are old, will die soon, and plan to give your brokerage account to your kids who can enjoy a step up in basis).
there isn’t good research because there’s not a lot of value in understanding these flows. If two guys trade options with each other and neither hedge there is no impact to the market. If both hedge, there is no impact to the market. If one hedges then there is an impact. How do you determine...
i started 20 years ago, and there are just as many opportunities to earn as there was back then. those opportunities are different but at the end of the day, people are risk averse and will compensate you to take risk.
I don’t think AI will ever wipe out the small guy.
automation and market access has however. All the small edges can be managed by bigger guys. And that has allowed trillions to flow into these strategies.
You are the perfect candidate to trade full time. You are flush with excess capital thanks to your pensions which are guaranteed to cover your expenses for life.
He went for the insurance.
In those three years he had a pre-me baby and he had to ensure that his wife and kid were taken care off if he got hit by a bus. You can’t buy long term disability insurance on your own. You can buy health insurance (thank you Obama) but it’s crazy expensive.
of...