Search results

You've got to be shitting me too if you think Volente is the kind of simple retail trader you see on spreadbetters. I look at the same data you do (IG Index right?). "Retail" is pretty much always short the indexes on there and long the stocks as you well know. I was only noting that hubris...

The more rebuttals and/or abuse Volente gets the more I think he might be on to something...

Specifically, what is weird about it to you? Just for my edufication like.

It's odd the amount of "noisy trading" we've seen recently. That first Friday sell-off in tech, the gold "fat-finger" now this highly visible bet on short-term vol. Clearly all the traders behind these moves wanted them to be seen...

CTAs do well on really big moves. Think Crude Oil 2014. That kind of volatility. Not a bit of whippy action in the spooz.

Where did Cutten/Ghost of Cutten go?

what quarter-end giveth, quarter-end taketh away.

Slight aside, I couldn't help but look back at some of your old posts and was interested to see this from Sep 2001: "My annual returns are around 100% and have never had a drawdown > 10%". Is this still true? You traded spreads back then and here you say equity index futures. So you basically...

A lot of OTC exotics are used in structured products for retail buyers, at least in Europe. If you are a high net worth person, ie have an account at a private bank, almost certainly you will be offered bond-like high yield products whose payoff is contingent on whatever index etc not breaching...

Well tbh, I think it's just trying to figure all this out. It's not so easy if you don't already know. Even if you think you've got it, it takes confidence to trust your own working.

IB currently showing no quotes for me for Mar'18 GBU FOPs on GLOBEX. I see quotes out to Dec'17 GBU. Futures Mar19'18 @GLOBEX showing no trades today and 1.3053-1.3073 bid-ask.

Personally I wouldn't bother with "the numbers". The forward/future price that is relevant can be backed out of the option prices via put-call parity (since CME FX options are now European exercise). You only really want to build a model from scratch using the interest rates if you actually...

JFC

It's possible to be led astray by data here I think. I'd say just consider this little table and when might your investment/payoff be most uncertain if you were involved in the business. from https://www.thebalance.com/soybean-planting-and-harvest-seasons-809258 United States (38 percent of...

If it was me I would google it, and for each one found, check if the library is on PyPi and when it was last updated/see how many people are involved with it on github. If it's a handful of people and the last update isn't in the last year probably I don't want to rely on it. If it's had...

Sure you didn't enter "static typing" by mistake? Python is a strongly dynamically typed language, ie there's no funny implicit casting a la javascript. :)

Take the things you want and put " python" after it in google. Sorry if that's too technical an answer.

I'd like to know what happened to 40yotrader. His system-related posts were very informative and detailed. I did wonder if I'd come across him a while back when looking at CTA profiles (http://www.autumngold.com/Advisor/cta_profile.php?id=113290).

As was pointed out elsewhere, the futures expiring in Apr have underlying of the "spot" VIX which is actually calculated on option prices with average about 30 DTE from the future's expiry. And May futures are really on the 30-day forward volatility from the future's expiry in mid May, about 10...

So, anything you can do without really thinking about it is hard...anything involve concious thought is easier.