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  1. M

    The Pain of History

    data attached - for those that want log charts, etc
  2. M

    Ryan Jones - the final frontier in snakeoil!!

    Just read it myself. Wasn't impressed.
  3. M

    Early assignment

    It happens in MO? Does that mean people use this strategy successfully or there is early execution? Short call/long stock should be pretty close to delta-neutral if the option is significantly in the money, which is generally necessary if you want to sell calls where it is optimal to...
  4. M

    Early assignment

    Has anyone tried to capture the dividends by writing calls just before (& going long stock) when it is optimal to exercise? (In hopes that the buyer does not execute)
  5. M

    Buy Equities at Close, Sell at Open?

    Hi, How did you adjust/control for the possibility of stale prices? Background, for newbies :) ----------------------------------------------------------- In backtesting buy at close strategies: If you are using a trending strategy, results may look better than would be real because...
  6. M

    Daily futures data

    Those sites seem to only have data for the prior month... Do you know of any that have data going back years? Thanks again!
  7. M

    Daily futures data

    Hi, Where can I get daily futures data on the S&P, and other equity indicies (free)? Thanks!
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