Search results

Congratulations on the functionality Matt. Good to know that good people are still building useful and unique fintech applications. Though, I have a question that has nothing do functionality if you wouldn't mind? Trader and Fund Mgr (one of my few marketable skills) as part of one of my day...

Rut row! I'm a functional ficking dysleic, ADHD, former Fleet Marine, dumb as a rock...29th yr in the biz. You're fuxxed. :p j/k

Long 26July $UVXY 25 on open $0.30 x 300 Long 16Aug $UXVY 26 $1.40 x 50 & Long $TVIX $13.00 open x 10,000 Yee-haw! :sneaky:

You do realize that your entire structure is short vega right? Even at 100% I.V if that POS ($BYND) turns and starts to fall not only are your short 190's in trouble but your entire structure is gonna shift down...possibly by a lot, which further means your margin req is gonna skyrocket. Hope...

C'mon man...a little imagination please? Weekly gamma on $SOXL. Life, liberty and the pursuit of happiness means hitting front week gamma on 3x levered ETF's!! I likes me super high leverage on super highly levered products...I mean, who doesn't? :sneaky:

Negative Convexity Cometh! :D Next week USTR & team go to China to see if they can restart trade talks...when that fails....er, um...I mean, is spun by the US Admin as "progress," we may see Vol Call buyers ITM pretty quickly. Thur afternoon, Friday morning front week Vol Call punt may payoff...

Dead middle of Summer. Those Senior on desks are likely to begin their vacations in the next week or two. Aug traditionally is a tough month because the whole damn world goes on holiday in August. Might actually begin in earnest, at least the first leg, after tomorrow's $AMZN & $GOOGL...

BO's often fail now due to Mean Reversion algos. They often failed when JS wrote MW because the same mentality of those that trading counter-traded BO's in those days are the same ones who now employ Coder/Trading Analyst to create Mean Reversion algos now. Anything highly watched, BO's or...

[for those who don't know or, you're not in a position where you have Compliance breathing down your neck, Compliance can be total d*cks] Compliance geeks generally do not like SocMedia. Depending on who they are, and the particular regulatory environment the Trader happens to be working under...

Dude, ya gotta go ghetto when it comes to bumpers. Step down from the hard AF plates and get the blacks ones from Rogue made outta old tires. They stink when they get hot...but much easier on the head. Jebus H, be careful man.:fistbump: Oh, and stop killing off citizens of the Great State...

Treasury should just buy some $FB, $AVGO, $OSTK & $ESTC weekly Options. talk'n 'bout some ROI :sneaky:

I can remember when they used to actually trade stocks at the New York Stock Exchange. Guys like that were called "2 Dollar Brokers." Total order-fillers. Guy likely never took Principal risk in his life. NYSE's main function for the last 20 years has been as a high-priced TV studio for low...

Don't know for a fact. But I run with a lot of Docs. Vacations, Golfing, Investment Deals, VC/PE/RE deals, Trading...whatever, a large part of my social circle are Physicians. Speaking of a group (by and large) who could use a little "gratitude training,":D #LittleBallsofHate I'm guessing he...

Great perspective! --Small Exercise for those who struggle with Happiness-- Sit quietly and come up with 10 things you are truly grateful for. If you can't think of 10, think of 5...whatever. The point is to think seriously about the items, experiences, people...etc., in your life for which...

Just noticed this thread today. Looks like a fantastic project. It'll be interesting to see how your addition of short strats & tick data works and plays well with others. As with any worthwhile algo-type project the deeper you get, the deeper you get. G/L

Similarly, as other published works suggest ultimately it becomes a "Bankroll" problem. Like Risk Premia & Carry, they work great until they don't. Regime change always...well, ya know, changes. Interesting extension of topic: https://arxiv.org/pdf/1409.7720.pdf

Nice graphic. Really show how tightly China & Japan are tied to the hip with U.S Treasury. Though both countries have largely abstained from U.S sovereign auctions since 2016. Govi debt still gets bought though. Greater percentage is getting taking down domestically. Might be among the number...

There all kinds of potential data sets that can be extracted from the info you used to make this post. Spitballing here but... Seek out some central tendencies in your variables. Obviously, if your system fires winners quickly you're gonna want the gamma in the weeklys, especially if your...

Hi Robert, I'd be interested in the recording if you have it. Thx

When the U.S. is the world's largest oil producer...and China/Russia demands Oil sales settled in Yuan/Rubble...and OPEC is such a non-entity they couldn't get a card game together anymore... ...is there still such a thing as a "Petro-Dollar?"