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In other words I'm on my way to selling my strategy for at least $500k to stupid retail if nothing better comes along. Worth $500B overall so you would be stupid not to buy it. And keep it confidential.

For $500 you can have the details: Except: I will only disclose the details iff and only if 1000 retail suck^H^H^H^Hcustomers like you pay for it at the same time.

You must me native. Must ... talk :)

Here's the book my grand-grandma used to teach literature in a village in the Carpathians 120 years ago: Relative to local, I'd say I'm in the 1% since at least 120 years now.

I'm not natively English. Yet my own appreciation about how I express myself in my second language is "above average". Others may disagree but I think there's more to vocabulary and grammar, which they test in standardized tests. The 3rd level: literature. And I think if you score high on...

Short summary / explanation. Clueless layer is the middle management. They are clueless because they put in a disproportionate amount of work into the job compared to how much they get in return, both in monetary and moral compensation: 1) Monetary: they work long hours and sacrifice themselves...

Let's bring back again the topic of company organization: For those in need of an introduction: https://www.ribbonfarm.com/2009/10/07/the-gervais-principle-or-the-office-according-to-the-office/

I would bet on him having gotten a CFA :) Or at least being on the track to get one.

I know I'm feeding the troll but can't resist it... Lolz, so outside Optiver people still live in trees? Don't recall "begging for cash" as you name it. A software-shop cofounder is something quite different, not sure if you got the background required to make the difference :P I never...

Here's a database structure for options data which you can purchase from historicaloptiondata.com : - https://github.com/aquarians/Public/blob/main/Aquarians/Backtester/src/main/resources/scripts/database.sql Also you can take a look at the whole open sourced project (Java based) to see some...

Ironchef, you're my hero! How did you do it? I tried everything to get destriero off my a** to no avail, blocked him for a while, moment I unblock him he's all over me like a mad chihuahua, I'm running out of options. So what's your secret?

Never heard of it. I found this: https://derivvaluation.medium.com/parkinson-historical-volatility-calculation-volatility-analysis-in-python-8ffee87f1a84 If so it doesn't look that different from the classical way. Unless I see the exact way to derive "one day HV", I can only assume. The...

Again on the personal website, the fact that someone offers something for sale doesn't mean they are actually making any sales. Like, if someone somehow stumbles on my site and wants to buy from me, then by all means. In practice the website it's there just to have something up and waiting for a...

At this level it ceases to have any meaningful meaning. Volatility is useful for describing small variations around a point but in this case, stock going from $500 to $150, we're talking about jumps. So the market seems to have thought that a reversal to $500 is possible (a jump back), problem...

It's clear that the derivatives "money" are rather notionals. Like interest rate swap with a notional of $100MM, but the actual cashflows are orders of magnitude lower. One thing I wonder though.... take the stock market coze it's fairer and more straightforward, notional and value are the...

Some of you must have seen this: https://www.marketwatch.com/story/this-is-how-much-money-exists-in-the-entire-world-in-one-chart-2015-12-18

Getting a perfect fit is kinda tricky. One needs to fit not just the implied volatility but also the forward price and sometimes the interest rate and dividend yield. Also rate and yield make sense for stock indexes, if one were to be very accurate, the pricing model for individual stocks would...

And example of an imperfect fit that may signal arbitrage opportunities:

Answering again coherently after a good sleep. The code I put there is the result of several iterations over the years. Not that it takes years to do it, just slowly adding stuff to a codebase when I got time and mood. What I got there: - Importing stock and option history from files in the...

I'm very serious but I might need to up my rates there. If someone pays me $65.5/hour for a minimum of X hours, I'm definitely providing that analytics and trading I quote there. Whole idea of the high rate is to essentially never be bothered with an actual contract, while at the same time if...