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From 2001-2017 they've earned $2.4B. They made $5.1 in 2009, $6.4 in 2015, and $2.7 in 2016. That means they basically lost $.9B in each of the other years. Oil crashed in 2008, 2014, and 2015. Looks to me like they systematically buy ~$1B of puts each year, and in the past that's worked out...

It means your annualized return is roughly twice the standard deviation of returns. It can help prospective investors determine how much capital can be allocated as it provides return and risk estimates. It can help risk managers identify when returns fall outside of the expectation...and...

The Longines and the Chopard are nice. I don't think any of those watches qualify as investment quality though. Have there been any really good recent watch releases not on this list?

Yea but work just got 100x easier, now you can just hit the easy button and voila, done.

Their CPU is a neural net processor; a learning computer. #JudgementDay

This story came up in the wrongful termination suit - the suit is not about the rollback. My understanding of the situation is Ferrari has used this option/tool in the past to placate owners who were delivered "brand-new" cars. Customers were complaining that between testing/delivery they were...

It sounds like you're talking about two things. First is back-testing tick data and second is placing orders/interacting with your broker via API. Before deciding on a language, see what your broker has available. What API/Samples do they have built and what can you get up and running on with...

Agreed, am not seeing a way to get more than one "quote zone". The only other option I can think of is going the API route and charting/keeping values yourself.

Mine works like you want: Bring up SPY chart Right click -> chart parameters Secondary Series -> add VXX -> choose secondary axis Right click -> chart parameters -> mark checkbox for quote panel ...mine shows spy candles with prices on one axis, vxx line with prices on secondary axis, and a...

Nice work. Part of the reason long straddles tend to look so unprofitable is nobody includes the PL from delta hedging along the way. I'd guess the 4wk looks much better with the delta hedge PL. ...it often turns long straddles from unprofitable to profitable. I understand frequent delta...

You're right, the greeks are descriptive and offer no inherent advantage just by understanding them. There are two uses imo - the first is knowing the portfolio's risk and the second is allowing traders to tailor exposure to their prediction. Risk is easy for stocks, if I'm long $100K and the...

IIRC, the diff is because TOS uses calendar days and IB uses workdays.

IQfeed offers a free demo and it costs $50 a month...that's probably as good as you're going to do. You're not likely to find a free data provider that let's you bulk export reasonably formatted data across asset classes without a subscription fee or expectation of commissions.

It is a marketing term, in particular I think it's Barclays'. Pure Beta is just a way to get exposure to markets that may be more difficult to access normally. For example, a retail investor may want exposure to corn but they don't have a futures account or may not know how to or want to roll...

Derivatives are definitely not the panacea for bad trading or poor strategy...and can be a fountain of losses. That said, I do think think understanding derivative pricing is critical to market understanding, even if you never intend to trade them. That is a worthwhile endeavor and should...

I really liked the pilot. Had a mix of influences from Cohen, Ackman, Icahn, etc. The plot is appealing and accessible to any background and the technical/backdrop is accurate and well researched so it appeals to the finance nerds. It's a good mix of merger arb talk coupled with secret...

Selling convexity by taking basis risk in massive size relative to the underlying seems like a great idea before you run into a liquidity crisis.

That's one way to Finnish poverty.

Does it fix itself and show correctly if you logout of TWS and log back in? I've had similar issues.

...and approximately 2x delta for a touch, so 10 delta otm would have a ~20% chance of touching the strike.