Search results

  1. J

    Risk Arbitrage

    i sent you a pm - i can try to help out.
  2. J

    Newbie Question regarding option pricing

    is it showing you the pnl per contract? in which case you would make 17 ten times, or 170.
  3. J

    Selling puts on SVXY

    Everyone has said their part and u still want to do it, so get it over with and trade it.
  4. J

    Selling puts on SVXY

    get the return history of the vix short term futures index that svxy promises the inverse return of then run a few scenarios of being short through a real vol spike and how long it takes to recover afterwards (notice you're receiving the % returns and you're shorting something with a small...
  5. J

    Wireless router for trading?

    if you're trading at home and the difference in speed between a wireless router and wired router is going to be your edge, i think there is a lot more you need to work on.
  6. J

    VIX fly / spread journal

    taking a trip tomorrow and for the rest of the month. as promised, here is my Q1 2013 performance. hope everyone is doing well.
  7. J

    Trader P/L 2013

    i am going away for the rest of the month. here is my Q1 2013 performance. my size is not large, so its nothing to brag about, but i wanted to post this.
  8. J

    VIX fly / spread journal

    hows everyone doing? haven't posted in a while but have been trading. ill post a quarterly update at the end of march. things have been going well for me and im still figuring a lot of things out.. anyone doing anything in the vix right now? lows that havent been seen in a long while
  9. J

    CBOE Variance Futures

    fo some color. if you went to IBD right now and no one is axed it would probably be something like 10.5/12.5 right now, so that isn't THAT horrible for somtehing that has even less liquidity.
  10. J

    How Lucrative Are Wall Street Jobs?

    whoops
  11. J

    How Lucrative Are Wall Street Jobs?

    im a simpleton, but the best way i can think to express what i'm reading in terms that all of the elite traders will understand: working at a bank you are long call options that you didn't have to pay for with dollars and the theta decay is your life and well-being. working at a university you...
  12. J

    How Lucrative Are Wall Street Jobs?

    one should also divide this pre-tax, all-in number by cost of living
  13. J

    Carey's Journal

    i get that u pulled all of the puts over the entire term structure, on the top graph, each curve is supposed to represent an expiry, right? i only said 50 delta beacuse looking at your chart labels, the x axis has delta, and looking at 50 delta on your graph i'm seeing the vols i stated. am i...
  14. J

    Carey's Journal

    my only comment is that if i'm looking at the 50 delta on your chart, i am seeing vols for each maturity > 50, and in one case over 100. is your calc right?
  15. J

    Millionaires only exchange - WTF?

    haha. then there will be etfs linked to names on that exchange so retail can pay some more fees. :) (but i semi-agree w atticus)
  16. J

    VIX fly / spread journal

    my bid got hit at 0.52 on the may/jun switch. I am still long the july/aug and i've scalped some out of it. my cost for my current trade is 0.58. those are my only positions. anyone else?
  17. J

    VIX fly / spread journal

    yes that is what i thought as i looked at the curve from that time. the volume looked relatively non-existent. i see you have private messages blocked. is there a way i can talk to you in private? there are some things i'd like to hear your opinion on that i would prefer not to post out in...
  18. J

    Trader P/L 2013

    nice job. i ended my week with 0 realized pnl.
  19. J

    VIX fly / spread journal

    Ive been trying to figure out how to position in the current curve Im young and dont have enough first hand experience to have witnessed previous times like this in volatilty. Excuse my naive perspective, but it seems like being short the middle to back calendar spreads has little downside as...
Back
Top