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luisHK, no I did not trade it yet, I only backtested it. I tried hedging Calendars recently, like you were thinking of on the other thread, but found the non-linearity confusing (the fact that your options' IV responds non-linearly and that there are 2 months involved, etc;). I came up with...

cdcaveman and kapw7, sorry for not getting back sooner. I'm posting this as a reply to our previous conversation, and also for luisHK who wrote in another thread about investing in Long vol during this low vol period. Here is an idea that I explored once, albeit in my very unsophisticated...

I'm not the author of that article (and I'm not shilling for them)...I just found it while trying to learn about vanna, vomma. I DO have an idea regarding teenies (that may just help us buy our future Lamorghinis! :p ) that I'll post here later (outside right now).

Just to make the discussion more interesting, I'll play devil's advocate and take the opposing point of view : Maybe it's the case that in the long run, the explosion in IV on down moves, which happens 5% of the time, will compensate for the loss of premium and commission the other 95% of the...

:p Good one.

atticus, I find your posts inspiring and have learned a lot. I followed you on fattail.org, too. Please don't let a few trolls dissuade you from posting.

Thanks for the clarification. Do let me know (or update this thread) if and when you start your online course!

Count me in. I'm a java dev, so I will skip part one. P.S. If I purchase ZorroTrader (if I am not wrong, that is what it is called?), does it include source? I suppose not, but I thought I'd check anyway. In case, I want to make any changes or help fix bugs.

Most of the house has been completed. What is required is to add the doors and locks, some basic amenities, and setting up the stairwell to integrate the equipment in the basement with that the main house in a way that there will be no tangible difference to the tenants in using the equipment in...

You'd integrate R into Java. The java code runs the show, Order Management in particular, and you would call the REngine only for the model + calculations + decision-making. Integrating R into Java is quite easy using JRI. This is what I did and I am quite happy with the results.

Since I am in the minority who actually read the prospectus, I don't feel vindicated, I feel.....educated. YEAAAAAAAAAAH!! (CSI MIAMI theme music insert; puts on sunglasses) <iframe width="420" height="315" src="http://www.youtube.com/embed/mR3jnW2kcUs" frameborder="0" allowfullscreen></iframe>

Go to the BIOS and look for Smart Fan or QFan and set it to "quiet" mode, or at least let it control the chassis fans. You're welcome :)

Assuming your net connection is good enough, you can have both : get yourself an Asus Transformer Prime or other lightweight Android tablet/pc combo with a good keyboard. Connect to your desktop at home using a private VPN. What I do : laptop --> remote desktop (rdp) via ssh tunnel -->...

This happens all the time to religious people. Many of these folks have deliberately forsaken the use of their own brain and are more guilty than others of normative ethics : doing things based on their perception of what has higher social currency rather than rely on their own critical...

Your system is called "Akbar"?! Is that really you, Akbar, OMG?! http://www.youtube.com/watch?v=bJeG-GGH114

I missed your reply! Thanks for that link. Whew, that man has been blogging for a long time! Video : "Hong Kongers resist integration with China": http://video.ft.com/v/1451178426001/Hongkongers-resist-integration-with-China

No, Hong Kong. Why? Edit : Ah, duh. Yes, "Tiger Balm" :-) Indian currently living + working in Hong Kong. Also check out "Zandu Balm" :-)

http://fedvalentines.tumblr.com/ :p

Eat like a Butterfly, shit like an Iron Condor. ICs are the litmus test by which traders recognize gamblers. That, and doubling down into losses.

You have to firewall your signal generator + it's source code somehow. Here are a couple of ideas (in addition to obfuscation): 1. One idea, if your workplace permits it, is to run the code on your home / hosted external system, which your co-workers cannot access, and only connect to it from...