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I'd like to be able to pull the greeks & IV through the API -- realtime and historical. Being able to pull option chains through the API would be nice as well.

Have you looked at a histogram of the % change. An "average" makes me a bit suspicious to be honest. It would be one for the efficient market folks though.

Well, MSFT is running 100K contracts at ATM so it would seem like there must be some impact from writing less worthy names. Of course, everyone runs the same models so no one is going to sell premium too cheaply. They're not in the business of losing money after all. Best guess ( on...

Yes, I found this one interesting but didn't really know what to make of it. Vertical integration of trading houses and trading platforms to provide one stop shopping for hedge fund/institutional clients?

Not an expert, but I really have to wonder if buy/write funds have the critical mass in $'s necessary to make a noticable dent in premiums.

Hmm, I would like to invite all the members of ET to now subscribe to whatever service PRT seems to feel that I have offered on this thread. Please let me know what it was. :D I also hope that no one is disuaded from seeking out a quality education. It really is one of the big...

Ah... Let's see: Not being satisfied with blindly and incorrectly attacking my credentials, work experience, credibility, etc... you would now like to accuse me of being a "salesman." OK...I'm hurt. :D Actually, my functional role is closer to portfolio manager/analyst most days of the...

This is just my own bias of course, but I was actually thinking we see a substantial retrace in early January -- if we end the year at the highs. Of course, that is irrelavant to your position unless you get nailed by a gap. But since I know from the hours of your ET posts that you are...

thanks...wish I could make good use of a spiffy terminal like that one. Or even just have one around the house to fool with. :cool:

How does that compare to the historical vol for ER2 -- i.e. what decile is that over the last year?

Jackbyrd, HCP is my own. That link, which was the only related one I could find about me, wasn't a full bio by any means. I could have posted one that showed my MBA year and the fact that I was VP of the local chapter of my alumni group but it had my school email address and I don't need...

lol... All I was showing was that I had the MBA from a good school -- which you, in your arrogance, definitively knew I did not. Notice that I don't use a pseudonym to hide myself. Notice that that MBA was done 13 years ago -- which is consistent with my comment about fees when I did it...

PRT, I don't advertise so I had to think a bit on where to get a link for you. Try this out. It's a non-profit I was on the board of a few years back. You'll find a brief blurb about me in the second article. If that doesn't satisfy you --and I don't expect it will -- then really there is...

lol... You really don't have a clue.

Well, I thought I was done. PRT, You have twisted this thread way off topic. Go back and look at the original options and do the math. Then tell me which is the best given those assumptions. You have set up a whole new scenario called "MBA isn't worth it" and supported it with...

cool... didn't want to wait for tomorrow and see if it cooled further? :)

Yes, I was just looking it up. I wonder how RiskArb is managing the short 70C part of his position. Looks like the 3:1 ratio has him roughly flat right now. After the fireworks settle, it might be a nice position.

Enough for me, The thread was initially about a comparision of the MBA and the MFE from two schools. It turned into a discussion on the value of the MBA and has degenerated from there. No one supported the MFE though!

PRT, I call them as I see them. In this case I have been to the mountain and the experience was well worth the time and the money. If it didn't do it for you -- I assume you have an MBA from a top 10 school? -- then I'm sorry to hear that. Sam

Well stated, I especially agree with the part about not having to put up with the corporate/political crap. That's huge.