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  1. Statistical Trader

    OK, who is going to lie and say they saw today's HUGE drop in the charts?

    @comagnum Just for clarification, the estimates you saw were higher than the *consensus* estimates and you believed they would be more accurate than consensus? How did you choose those estimates as being more accurate than consensus? Or are you saying something else? Not being facetious. I...
  2. Statistical Trader

    Math help on reverse split option

    Buy 1 Put (K = $4) @ $3.05 (mid price). You have the right to "sell" UVXY1 at $4 in Jan. (Obviously not "sell" because it is cash settled and reverse split, but you know what I mean.) The indicative value of UVXY1 (not traded) is $1.01. So, this option is ITM by $2.99. You're paying $3.05...
  3. Statistical Trader

    box spreads versus exchange traded financing

    That's what I thought. Appreciate the reply. :thumbsup: Also: @MrMuppet @FSU @newwurldmn Appreciated following along on that conversation.
  4. Statistical Trader

    New Video--The psychology of risk

    @SimpleMeLike First off, as an aside, you'll normally need to "@Statistical Trader" me because I probably read ~5% of all ET posts / threads. Too much volume to keep up with. Happy I caught this one. Not sure what you're asking. Is this meant to be rhetorical (ie: you don't think Ed had much...
  5. Statistical Trader

    I'm a surprised Bitcoin has kept up so well

    IF it follows the same patterns as it has in the past, it's price could easily go lower yet - and that has nothing to do with the disfavourable macroeconomic environment. Two years ago my prediction was for it to bottom around $10K (+/- a huge st. error on the prediction) based on "normal"...
  6. Statistical Trader

    I'm a surprised Bitcoin has kept up so well

    It's not "supposed" to be anything. It is what it is. All it's supposed to be is this: https://bitcoin.org/en/bitcoin-paper People on all sides of the argument decide all sorts of things about what it "is". I've said it before: Even if long term it protects capital from inflation better...
  7. Statistical Trader

    box spreads versus exchange traded financing

    Further to that, I've occasionally found stocks/etfs I would like to buy explicitly to be lent out, (along with certain hedges for protection), but the IB short stock program only gives me 50% of the interest received on lent shares. I've shrugged my shoulders and walked away to work on more...
  8. Statistical Trader

    box spreads versus exchange traded financing

    Out of curiousity, how much would you say you are able to improve on IB's margin rates using the boxes (after commissions), if you don't mind sharing?
  9. Statistical Trader

    New Video--The psychology of risk

    Reminds me a bit of Ed Seykota's philosophy.
  10. Statistical Trader

    New Video--The psychology of risk

    Apparently, he can also spend hours a day doing this outside his head on ET... :rolleyes: [Friendly ribbing, MacBook - nothing personal. :)]
  11. Statistical Trader

    Price of electricity in Germany rose 1095% since last year!

    I just thought I'd contribute a little data, yours to do with what you would like...
  12. Statistical Trader

    How to track the "smart money"?

    I think you're joking, but just in case anyone takes this seriously, you can't simply take a losing strategy, flip it, and expect a winning one. Why not? Slippage and commissions. Go ahead and find a losing strategy, flip it, and include slippage and commissions. Most of the time, you'll end...
  13. Statistical Trader

    How to hedge the USD?

    Similar situation here too, FWIW. I spend roughly 65% CAD, 25% EUR, 10% USD in a typical year. I just use the cash markets. I keep my net currency roughly in proportion to how I spend it, buy/sell in cash markets to rebalance occasionally (a few times a year, usually) and don't spend too much...
  14. Statistical Trader

    AMC/APE Spread Trade

    I don't think so. You would have to have a lot of rational investors interested in the company to narrow the spread based on voting and fundamental properties. This is not one of those companies. The stocks will trade based on all sorts of perceptions and could trade very differently. Only...
  15. Statistical Trader

    AMC/APE Spread Trade

    (1) AMC and APE are not fungible... so we don't have normal arbitraging forces at play. If they were fungible (ie: I could *convert* APE shares into AMC shares) then the spread would narrow very quickly. Now for my speculation... (2) In my IB TWS, I notice that APE has 6x the number of shares...
  16. Statistical Trader

    Some maths required...

    I just thought I’d update this thread for anyone who is still following it or in case someone comes across it in the future. After discussing OP’s objectives with him, I was able to clarify that he wanted to get a *very rough* indication of possible future prices for a stock by using the...
  17. Statistical Trader

    Best place to see performance of various sectors of stocks?

    I just ran across this and thought of @SoyUnPerdedor: https://www.barchart.com/stocks/sectors/rankings?timeFrame=1y You beat me to it, @murray t turtle ! :)
  18. Statistical Trader

    Net Worth Is Less Than The Size Of Deposit

    (1) I update my net worth with IB from time to time. If your net worth has increased, that should be easy to update and the problem goes away. I just update it when they ask, but I'm sure you could reach out to IB to update your net worth. (2) If your net worth is (still) lower than the...
  19. Statistical Trader

    Some maths required...

    @earth_imperator : I sent you a PM if you're interested in discussing this further.
  20. Statistical Trader

    Some maths required...

    It's a good question, but naw, I don’t really tell stories on clients. Just suffice it to say that there are a lot of people out there who think statistics is primarily a question of finding the “right” formula and plunking numbers into it. In reality, (part of) the value of hiring a...
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