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Excellent thread! Best of luck to you and congrats for having the guts to take a big risk in your life. I can respect what you're attempting and it sounds like you're in the correct frame of mind to be successful. How much and what method you use for backtesting is ultimately up to you. As...

Yeah, actually you had a good point in your first response. This place really isn't too cool anymore.

Are you sure? You may want to re-read his response... So my thought is that he's just starting out himself. Don't get me wrong, that's fine, I wish him the best of luck. But if he's not a professional, why is he even reading (or responding) to a thread from someone asking for help from...

Thanks. To Wikipedia's credit, the article did mention that Windows 7 will be optimized for SSD, I just didn't include that in my response. I'll admit that I'm pretty much addicted to Wikipedia though...it's always my first point of reference, but I agree that it can't be 100% correct at...

Thanks for the feedback, everyone. It sounds like a good, scaled-down compromise of all those suggestions would be to use 2 RAID-0 arrays...one for the OS and log, one for the database. Eventually I will look to expand that to RAID-10 once I have a chance to experiment and work out my actual...

Thanks, Danno. Maybe I'll go with RAID-0 at first, my database doesn't really require a lot of redundancy protection since I'll be downloading almost all the data from scratch each morning...possibly move to RAID-10 if I do add some functions that require historic tracking. As far as...

Story is never irrelevant, it may explain something. And after that kind of build up...I'm all ears. Oh, you must be referring to this part: "...it just shows that you have no idea what you are talking about." No? Hmmm...maybe it was this? "On a good note it is precisely because...

You think your response makes this place any cooler? The OP is asking to learn and at least offering to pay someone for their time. And what do you come back with? You tell him he's not worthy. Jackass. What's your story anyway, guy990opl? Did you pop out of the womb reading the WSJ...

I'm building an automated analysis engine to feed me the data and calculated results I need to make trading decisions. I'm interested in setting up Sql Server on a separate machine which will be dedicated solely to processing queries. The idea is to have my current pc handle the reporting and...

I'm with you on that! This is not my type of trade, but still good for an option pricing pop-quiz. :D

I see. Unfortunately, there is probably no choice but to avoid the stock right now. However, with a put IV of around 300% and a call IV of around 120%, the advantage should be toward the synthetic short call, no? What would the HTB rate be if you could find a broker with inventory shares?

Pretty sure I never said I was "paralyzed at the thought" of anything...I'll need to double check though, it's all the way at the top of the page. :D Also, I think the spectre of "infinity" was your addition to this post, not mine. I'd be pretty pissed to put on a naked GM call and have it...

I'll answer your question with one of my own: Was LTCM a success? "Theoretically, yes. Hypothetically, yes. Realistically, no." But whatever floats your boat...

One strategy is limited risk (close to arb'd), the other is unlimited risk.

<B>IF</B> you can locate the stock to short...my broker could not find any for me. :( IV would be a concern since prices are so choppy right now. Other than that, it does look like a nice premium to sell.

Hmmm, that's interesting. I had assumed they were open-outcry, but if you get near-instant fills then maybe not. Unless IB managed to match you with another internal customer? I tried browsing the internal spreads a few times with ToS, but never saw anyone trading the opposite side of the...

I'd have to analyze the data a bit to know if the extra volatility would turn me off. In general though, is the increased actual volatility reflected accurately in IV? If so, the thought process I use to set up ICs (using standard deviations and premiums received as a percent of total risk)...

That's the answer I expected. :D I wouldn't either, unless the benefit from owning multiple indexes had a statistical advantage large enough to offset fill loss. Even then, it would probably make me FEEL like I was losing every time, so it would have to be a large advantage. At this...

Obviously you would say that the diversification benefit outweighs the cost of having to fight for a good fill on SPX. I'd have to try it out to see if it would be worth the hassle for me. A more objective question might be: Does the diversification benefit outweigh the losses on SPX over...

Good point. For a long term investor, that low level of diversification is not very useful, but over about a month (my target holding period for ICs) there should be some slight, but noticable differences. Occasionally I'm sure it could make the difference between losing on one large position...