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So it looks like Fundseeder had a false start with it's hires in late 2017. Their website no longer lists the various bodies brought on board then and now just shows Jack and Emanuel as before. Seems like the others left by Sep/Oct 2018? They also had a piece of "reporting" in Reuters that they...

Knowing greeks isn't an edge. It's just useful for managing risk if you are that way inclined. It ain't a math heavy quanty idea for sure.

If you buy a put you have the right (but cannot be forced) to sell stock at K price (the strike price) to the seller of the put until the expiry of that option. 1 put in US markets is for 100 shares. The rest is arithmetic and looking up the market prices of puts.

It's a while since I've seen it tested but if memory serves it at least used to be profitable to sell the (regular session) open S&P500 futs and buy the close every day - probably not very much so after transactions and slippage but the point stands: all the gains come over night, the day...

Wonder what @MarkBrown thinks of all this.

slide 11

IG Index's results are always worth a look for "revenue per customer". Latest results show "pro" customers in Europe getting absolutely hammered.

This is a good explainer: http://explistats.com/bls-payroll-seasonal-adjustment-revisions-explained/

They're not actually bad at estimating the number. The NFP number itself is an estimate based on a sample so it can just fluctuate quite dramatically due to sampling error. From the BLS website (https://www.bls.gov/news.release/empsit.tn.htm): For example, the confidence interval for the...

He's just selling OTM puts on the s&p 500.

Worth remembering that these guys are still around even if performance isn't as sexy as you might hope: http://www.ansbacherusa.com/ I'm sure I remember visiting that site a while back and there being more than 1 fund, possibly maybe 3 of them and 1 of them was some kind of aggressive variant I...

it's not necessarily bullshit. the reason is the same as the rationale for buying stocks: when you buy stocks you earn the equity risk premium. Ditto if you sell vol, you earn the vol risk premium. Neither will give you smooth bank account like returns and you can/will have down years even if...

VIX isn't calculated this way anymore, not since 2003 anyway. The VIX is calculated directly from option prices not implied volatilities.

Short-sterling trades in half-basis points but IB is showing whole-basis points from 2019 on (Dec is showing half ticks). Not sure when it changed to half-ticks as I don't trade it but it was whole ticks in the past.

Naked options on futures are not more risky than naked options on stocks. People confuse smaller margin requirement with riskier in futures land but that tells you in fact it's the other way round. It's not quite an everyday occurrence for stocks to rise or fall 50%+ in a day. It's vanishingly...

Did you get anything from this Reddit thread?

@JKG77 If you are in the EU why not one of the UK crown dependencies or Ireland?

From memory, I think Eurex works like this for Bund futures options.

i don't think the put sellers would double-up their long exposure by buying to bring prices away from downside strikes. why bother? they are almost certainly delta-hedged anyway and the pay-off of vanilla options is not digital. that sort of behaviour can happen near barriers for light exotics...

Sounds like you don't understand the industry. You have to assume that people who have enough money to give to CTAs already have as much exposure to their local and foreign stockmarkets and bond markets and property markets etc as they want. But they still have money and they are smart enough to...