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You mean the strategy (I assume it is pair trading) stopped working since then? When did it stop working?

My impression is that you use AI to do factor analysis (where the factor includes technical and fundamental), is that correct?

Thanks

what is atmf 1m 100?

My question is how to calculate implied volatility of a stock given I have already known the implied volatilities of all options associated with this stock?

Thinkorswim can displays implied volatility of a stock. Since stock has many options of different strike and expiry date, and each option has its own implied volatility, how does thinkorswim calculate implied volatility of a stock?

Algo is to automate strategies discovered by quant.

What is skew lock?

But if a strategy fails in backtest, it is not usable

But his strategy is actually collect credit by selling otm put soread

So why do you keep trading his method for 15 years while losing money?

i I admire that you sticked to his method and kept losing for 15 years. Not kidding?

In 80s when rates were high, government had surplus. Now in huge deficit. Current debt is 34t. Over 25% government income has to pay interest. With high interest, at some point, the government income is not enough to pay interest

They have to cut rate because government can not pay high interest to the bond

Why not hold treasury bond directly?

you can set price for buy to open at bid

It is hard to get fill. When you get fill when mkt moves against you

I lost couple of thousands on this stock

what is CSP ？

any other NN software recommendations?