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  1. C

    Whole Concept Of Track Record is STUPID!

    Yeah right, that's gonna happen ... in your dreams !
  2. C

    trading VEGA

    So ... give it a try here first ... I still don't know what you really are asking ...
  3. C

    trading VEGA

    Maybe you should try to CLEARLY rephrase what it is exactly that you want to know (no abreviations, no ambigues words and please not too many spelling mistakes), with a CLEAR example (your previous examples where not too clear) so we really know what exactly is your problem and what it is...
  4. C

    trading VEGA

    furthermore if you think you can predict future VIX easily, don't trade options just trade VBI-futures, you will make a fortune ... I doubt however this is going to happen ... trading VBI-futures is very complicated and I do not pretend to understand all the minutiae of them.
  5. C

    trading VEGA

    And I repeat you don't need VIX to trade volatility of equity options ... nor to trade volatility of index options
  6. C

    IB - GTC Stop not trigger

    was this in an after-hours market, if so you probably didn't activate the feature to use stops after-hours.
  7. C

    trading VEGA

    you need some computerised version to do the iterations to calculate implied vol
  8. C

    trading VEGA

    For example Black & Scholes
  9. C

    trading VEGA

    you need an options model, it's possible to calculate (or more precisely let the computer) calculate your IV through the model.
  10. C

    trading VEGA

    sorry but this is not an english sentence, I don't really understand what you mean, if you want an answer you have to rephrase your sentence. If implied vol changes by 1 point vega indicates the change in price of the option(-portfolio), not in percentage but in real dollars.
  11. C

    trading VEGA

    if you can really predict vol you can make a fortune trading vol futures, however few can do this ... so yes I doubt it
  12. C

    trading VEGA

    Predicting future vol is the most difficult thing, those that know probably won't tell, those that tell are probably only guessing ...
  13. C

    trading VEGA

    Basically if you trade longer term vega (which I wasn't doing) you shouldn't consider yourself too much with historical or implied vol, it's future vol you are interested in, the only reasonable thing you can say is that in the long term vol is mean reversing, but if this helps you in trading...
  14. C

    trading VEGA

    For what it's worth you don't need to know historical vol to trade vol, although it might help. As a mm you can for example sell high vol and buy vol in different strikes and ofset your delta's, you can trade vol in different calender months to ofset your risks. As a trader (I don't trade...
  15. C

    trading VEGA

    What do you mean by IVO ? Implied volatility ?
  16. C

    trading VEGA

    Real vega-traders don't just sell or buy stradles and strangles they also delta-hedge, to do this properly you need an optionmodel.
  17. C

    trading VEGA

    are you sure you understand all those three books, if you do trading vega should be no huge problem whatsoever on any stock wherever in the world.
  18. C

    trading VEGA

    if I understand what you mean (I'm not quite sure about that) you certainly need to read those three books.
  19. C

    trading VEGA

    your english is not too great, I don't understand what you mean, sorry
  20. C

    trading VEGA

    you better start to read a hell of a lot start with Sheldon Natenberg: option volatility and market making read mcmillan: options as a strategic investment read also Jan Baird: option market making
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