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this thread got off the rails mighty quick.. from someone saying education not important to people claiming PhD degrees ... lol ., let me if I can re-direct this backwards w/ with a statement " PhD's are the best!" then maybe we end up on page 8 claiming "I only have a GED! " :-) . c'mon...

agree! I live in an exclusive town and I shudder at the $$ being spent at Ivy/private schools here by parents where their kids get English or communciations degree at N'eastern at $50,000 per year! WTF!.That is a steep price to pay to be able to tell your friends around graduation time.. "oh my...

ok so I will tell my kid who just graduated HS to get $100,000 and keep it in SPY and watch TV for 40 years and then draw on the $Million as he survives doing menial jobs w a HS diploma but where is he gonna get the 100,000 initially ? OR he can spend 50k with let's say an economics degree, up...

antiseptic. I like AB a lot but would like a single platform for B'testing and when u said python is better using modules, that piqued my interest. What modules should I search for? I am just learning python for my ML/AI classes so in 3-5 months prob gonna get to the point of doing what u have...

better people here to answer that than me. What I've experienced though is that HV is usually lower than IV, I believe that is the "risk premium" ...anybody care to chime in.

both!. if the IV is 12 and the IVP is 8th %tile BUT the hv is heading from 10 to 5 that won't not pique my interest , then again it is a mosaic of factors such as seasonality, overall trading mileau and not just a prescriptive approach. That is what makes the exercise hard.

sorry.. forgot most of these abbreviations. what is IVP?

just like anything that unfolds thru time, you have toplot some measure of volatility and once it crosses some threshold, act on it. That is the holy grail- projecting the hard right edge on any chart w/ enough accuracy. Read up on books by Sheldon Natenburg,Larry McMillan,C Cottle.. lot's of...

my advise re: journal.? If you know MS Access, create a simple database w various flags. so as you get better and more strategies under your belt you can query your journal every quarter.. so you database might have follwoing fields -- tradeDt, trade, quantitiy, price entry, price exit, PnL...

Handle123 very good advise on using the stocks are surrogate ... more liquid, + some tight correlation?...although oj is hard coz the OJ line of business is prob just a small part of a company's total lineup.. The only pure play I can think of is Hersheys for cocoa/sugar

do the same thing what u are doing, but sell something above or below.. Read up on verticals / spreads. see how it affects your psychologically, take good notes.. then move on to other strategies. Books like Larry MCmillan, Sheldon Natenburg ,then Charles Cottleshould be understood cold before u...

JSOP.. limit up and not moving means the ceiling for that day has been established and cant move so for example, let's say sugar is 8.00/lb and the daily limit is 75 cents. There is a strike at some port (actually cocoa is a better example since 80% is made in ivory coast so more prone to spikes...

options might be useless on lock limits bec the ones selling it to you won't be able to lay off the risk. Now if u rtalking 1-3 lots, maybe someone the considers 1-3 chump change might get you out.. prob at a premium over fair value. or... you could go to home depot and but a truck of lumber...

always fascinated me the rhyme or reason behind launching futures products. Walked in the floor 1 day and there was a man (or woman) in cow costume and I think that was the launch at the NYBOT of cheese or milk futures. You would think milk futures would take off right? everyone uses it...

i honestly don't even know why these contracts exist. When they went off floor I was hoping that having thousands of eyeballs that can trade product vs. locals will make the volume grow organically.It would've been nice to see after x years of being on-screen oj, lumber, coffee,etc go from x...

check out their volumes and see if you want to go into that. When I was at the NYBOT, even locals don't venture there because of illiquidity. I don't know how it is now off floor but...

MS in Comp Sci.

gonna read it as I plow thru my machine learning course this term... one possible avenue for my thesis in January. THANKS!

I would personally make some stock prediction and put on a fly in that area to cap my risk and get margin relief vs strangle. Your captial seem light and even though the strategy has a positive expectancy, remember that that figure does not take into account the order in which that expectancy...

most charting packages would have settings where you would include/exclude after trading hours (ATH). I would personally include only NYSE hours for equities when computing ATR..too illiquid otherwise.