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I told you BS was BS!
LOL!!!!!!!!!!! I would phrase it a bit differently,but if one truly has built a better model,wouldnt they be obscenely wealthy??? And at the end of the day,whats a pricing model going to do in the listed markets? -
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I told you BS was BS!
LOL,I was hoping you wouldnt ask that. I left the IB world a while ago and we did price off of BS,but I havent used it since . FWIW,I was the trader,not the quant. I started as a market maker on the trading floors,and I now make markets in selected equities options..No need for any... -
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I told you BS was BS!
You lost me at "BS is good because I can use it in business and make money, then I'm not even trying to touch that argument because that's not what I'm talking about".. In the real world,Trading,not academia,that is all that matters. Its similar to saying BJJ is flawed as its not terribly... -
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I made an indicator, when it does go up, the price go up 100% of the time
Ill never understand how Ren puts up the returns they do on "razor thin margins".. One would think the slippage on the massive size they trade would vaporize the razor thin edge Im obviously wrong -
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I told you BS was BS!
WOW.just WOW Dude,you HAVE to exert some self control... -
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I told you BS was BS!
Not sure where you are going with this... You can solve for IV,or you can solve for Option Price.. Its either or...Whats bugging you? -
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Think Twice before Buying Long Puts by Themselves
LOL!!!!!!!!!!!!!!!! -
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Think Twice before Buying Long Puts by Themselves
LOL..you are the resident BS expert,can you expand on the SD model?? Go over the formulas :) -
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Elliott wave charts & predictions
Theres not a point which invalidates the "signal"?? -
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Elliott wave charts & predictions
Thanks for posting...I know you arent a huge believer in Stops,but I would be curious to see your risk reward ratios .. -
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The Renaissance Technologies model has been resolved.
I see said the blind man...You have an unusual way of presenting your position..Regardless,on 2/6 the stock was trading at 8..Lets move this to another thread..Start a wave thread -
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The Renaissance Technologies model has been resolved.
Dude,you are making shit up.... ATM put traded for apx 10 percent of spot. You said you were assigned on the 23.5 strike.Do the math.. The weekly ATM put with the stock at 23.5 traded for apx 2.5..I am assuming you can figure out the rest -
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Think Twice before Buying Long Puts by Themselves
Put options price in dividends more than calls?? Calls hold their value better?? Perhaps you should refer to the strike relative to spot or Delta Are you implying a 10 delta put "prices in the div more than the corresponding 90 delta call?? What on earth do you mean by Put option pricing and... -
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The Renaissance Technologies model has been resolved.
Looks to me like the ATM put traded a little over 10 percent of spot with the stock trading at 23.5..How did you sell it for 25% of spot? "Premium" is not a great answer -
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The Renaissance Technologies model has been resolved.
How can you have a 17.75 cost basis if you were short the 23.5 put?? The weekly 23.5 put was trading at 25% of spot?? -
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The Renaissance Technologies model has been resolved.
Well,it took you long enough..Look at you speaking in a risk reward framework.. Not bad coming from the dude who claimed -
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The Renaissance Technologies model has been resolved.
Lol!!!!!! That's one of my favorites... Welcome back -
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The Renaissance Technologies model has been resolved.
Yeah,and no mention where you would stop yourself out.. Load up ???? Prove it