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  1. M

    Negative Theta Options over Weekend

    http://www.youtube.com/watch?v=bVKv6PdBR-I
  2. M

    Implied Volatility autocorrelation

    Perfectly correct. No free lunch over there...
  3. M

    Negative Theta Options over Weekend

    I'm not so sure, 'cause I now think that if Chiguy confirms that I 'm not Riskfreetrading, He will be considered as part of the "conspirancy" against them. So, I just can swear to God that I'm not RiskFreeTrading, but they maybe don't respect people who believe in God.It's Okay with me...
  4. M

    Negative Theta Options over Weekend

    http://www.youtube.com/watch?v=bVKv6PdBR-I
  5. M

    Negative Theta Options over Weekend

    You are welcome Cheers Maw
  6. M

    Negative Theta Options over Weekend

    Dear Sellin' Your last post made me stop using drugs. Thank you. Course I plan on selling something (books, videos, methods, models, cars and sodas), but I now see that you're here that makes me happy. BTW why are you asking if you already know the answer Columbo? No social life? Have...
  7. M

    volatility confusion between ib and ivolatility

    You will often read people talking about 160% implied volatility during 1987 crash. Again, it's "just" a 10% daily volatility (standard deviation) OR 8% daily mean absolut deviation. To keep an intuitive way with numbers, a rule of thumb is: 20% implied volty means 1% daily mean absolut...
  8. M

    Negative Theta Options over Weekend

    Hey Sellin' my friend "complete moron" Thanks for that. And how would you introduce yourself ? ". check their ip." Feel free to do so. "i cannot imagine what life a person must lead that drives one to waste their time doing such. " Well, try your best.
  9. M

    Negative Theta Options over Weekend

    Hi guys, Hi Sellindexvol66, I'm here to learn too. I know that maths are not easy to deal with. It's often because it's not explained to keep it confused. That is not my way. Thinking about a call as an homogeneous function "C(y*S,y*k)=y*C(S,K) for every y which is positive" means...
  10. M

    volatility confusion between ib and ivolatility

    The point is the rule written by Dmo is right only for standard deviation. And a standard deviation and a mean absolut deviation are quite different. Hence, you can't compare "IV vs HV vs historical highs/lows, to determine your trade". So, if you talk about a yearly volatility (or yearly...
  11. M

    Arbing historical vol against implied

    Hi guys, Hi Dmo, Good stuff. Only one question: what is a mispriced option ? Best regards Maw
  12. M

    Negative Theta Options over Weekend

    Thanks Maw. The same here. Welcome! PS1: Just to add that regarding the delta > 1, one may not even need to have the strike deep in the money. One can just change variable ____ , include the positive extra carry (as you suggested), and voila. Could the lizard fill the above ____...
  13. M

    volatility confusion between ib and ivolatility

    Hi Dmo, Right. It's an old debate to know whether there is volatility during week ends since earth keeps spinning or only during trading days. The question is just to keep same numbers to stay relevant. There are as many implied volatilities as different models. The most important point...
  14. M

    volatility confusion between ib and ivolatility

    Hi newguy, I'm glad you received some answers about standard deviation. Feel free to say what you understand behind this word, and what consequences you could forecast. There is a great misconception on standard deviation, please keep this thread going. It could be useful. Cheers Maw
  15. M

    Change in historical vs implied volatility?

    Hi Nitro I got a little idea, but feel free to share with us why ? Best regards MAW
  16. M

    volatility confusion between ib and ivolatility

    Hi Newguy, Correct me if I'm wrong (I'm tired), but I remember having the same difference once because one was daily and the second was expressed in annualized terms. Check it out, maybe the same case. Cheers
  17. M

    Negative Theta Options over Weekend

    Hi guys, Please, stop it. I don't want to be part of this. There is no place in this thread for that. Everybody got big balls and so what ? This thread was friendly and respectfully, please keep it on. Cheers Maw
  18. M

    Negative Theta Options over Weekend

    Hi Emilio,[ QUOTE]Quote from Emilio_Lizardo: Why does it not surprise me that you reference a Wankmott thread? Are you a poster on that thread. I see you have RiskFreeTrading on your side in this debate. It must be a comfort. Still working at mastering written English, aren't you...
  19. M

    Negative Theta Options over Weekend

    Just for fun http://query.nytimes.com/gst/fullpage.html?res=9C01E7D9153EF934A35752C1A96E958260 Maw
  20. M

    Negative Theta Options over Weekend

    Well,... thanks for the pretty suit :D
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