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A better measure of P/E is EPS Yield (EPS/Price) so you dont get the asymptopes as you approach 0 with P/E. There are many reasons to look at EPS yield. It is well known that under valued companies out perform over valued companies. One way to gauge value is through the EPS yield. A quant firm...

Hey guys, I stopped trading on the deribit exchange awhile ago as I needed capital for other purposes. I also found a website that tracked all the data I needed. If you want data on ivol, hvol, skew, volume, perpetuals etc.. send me message and I'll give you the link. The data is free to...

https://www.quandl.com/databases/OSMV/data I think this is what you are looking for

Quandl Orats has that.

I figured out a workaround by combining some of the 101 calls that have the fewest requests. However, it's a bit of a tricky problem none the less and I would like to have a one-off algorithm where I don't need to modify it after the run.

Okay maybe I did not explain properly. I am making a call to an API. In this call, I have to specify two parameters, Ticker(s) & Date(s). If I specify AAPL and 2019-01-01 I will get 1 row back with AAPL Data on 2019. If I specify AAPL, MSFT and 2019-01-01 I will get back 2 rows. 1 row with AAPL...

OHHHH Soo close!!!! I got it down to 101 calls!!! Can someone do better?? library(tidyverse) counter = 0 call.data = list() while(nrow(data) > 0){ counter = sum(counter, 1) data = data %>% group_by(Ticker)%>% mutate(N = n())%>%arrange(desc(N)) ticker.inuse = data %>% pull(Ticker)...

Fun brain teaser. I am making calls to an API where I am limited to my calls. I have a dataset that contains 471 unique equities, each equity has between 12 and 16 dates. In total there are 741 unique dates. The data set is 7536 rows. Each call I can put in as many tickers and as many...

Yikes, I don't know the answer to this one. What's the answer? ahhh, i see where I went wrong. I apologize @Wheezooo for the 2 thetas statement.

I would be cautious taking advice from @Wheezooo. I find his posts very misleading (2 thetas??). If something pays off in bad times it should have a higher risk premium than something that pays off in good times. Since long gamma pays off during bad times it only makes sense for there to be a...

No. I'm saying selling puts systematically has a positive expected value. Academic papers are a great source for idea generation. It does not take much brains to realize that implied on average over states realized and that skew is systematically over priced.

Why would someone write a contract with an expected value of 0? Given the imbalance of hedgers vs speculators in OTM puts I dont think I need to get into the implied vs realized distribution to prove that systematically selling OTM puts (especially index) has a positive expected value. There...

surprisingly with all the answers you got, no one answered your question! The answer is yes and no. To find the answer you are looking for we should visit a well know casino game - roulette. The house has an edge right? A small edge but an edge. If the dealer places small bets and is well...

Are you still trading PAYX and GIS? If so whats your reasoning?

I finally understand how partial pooling works and how it is related to earnings. In my excitement, I want to thank @Kevin Schmit for being the best teacher I have ever had and not asking for a dime in return. Unknowingly Kev has changed my life. What he has given me has changed what I value...

It's not. Be careful who you listen to on ET. TA was invented before computers. People who are still using it today have been slow or unwilling to change with the times. Day trading one product using TA like mentioned above is unheard of in the modern world. Today edges are so small and you have...

Blue is implied right? This is COST? Looks about right to me. I had an implied move of 3.2/3.3. That looks the same as the above chart

I'll take a look at these and get back to you over the weekend. I was fortunate to get out at COST when it was trading at 290. Close position for .48. Loss of almost $3! Yikes

Vanzandt, Did you happen to see something on COST that I missed? I thought their expansion this quarter into China + their expectations for further expansion in China would have put them in a new category. I also had some other reasons like Analyst uncertainty and mixed sales report. Implied...

Looks like I totally misread COST.