Search results

A. k. a Reversal in PEAD. Good luck.

The infamous overfitted hockey stick loss curve. There are thousands of papers on the subject. Some people have even made a whole career on the back of it. Google Marcos Lopez de Prado to begin with.

LOL. Yes. When was the last time you saw anyone hanging a frame of a share certificate on a wall?

Tell that to the YOLOs on wsb. They are fighting the "system" now. Yesterday they also discovered Blackberry and BBBY for the fun of it. Fun times!

LOL, that would be better than free money, unless of course stocks could also now go negative like oil. Nah, the mm were taking the piss out of wsb yesterday but not so extreme. The closest to $100 were the puts 2021.07.16 150 strike which traded 1 contract at 96.65. The 2023.01.20 100 strike...

Just a cool way of calculating drawdown ... in a quant's wannabe job interview. lol

You need to look at the margin requirements, not at the notional.

If you need to ask, have a coffee. Do some research and development. Do some sport. Wait for the open.

Nobody other than yourself is considering your theoretical realised profit column when pricing the option. Think about it. How about 990 or even 1200 instead? Would that make buying the 820 strike a near certainty? Only in hindsight. Way more useful for example, would be to add a Pct Change...

Whatever you do, you will need to normalise the data before you apply any stats to it. Is time really that important to you or are you just trying to get a measure of volatility? Tick data is normally full of noise and very hard to replicate the backtest results with real time ticking data...

If all this were even remotely true and all you are really doing is a directional bet and you are using options to simply enhance your leverage, then simply look at the synthetic stock structures. This will replicate the stock move more closely and enhance your leverage.

Not at all, but this is just a loaded question. If you do not start with a strong market hypothesis before any modelling, whatever the optimizer finds at random, whether you run it once or a million times, the chances are that the live pnl curve will almost immediately flatten out, at best.

Ok, if you have no trading plan and all you do is trading by the seat of your pants then here is a true and tested method. Let your winners run until they become losers. Then just hold, pray and wait until they become break even again. Then close them quickly. Never mind commissions. Break...

Of course, all this assuming you are not actually asking about corporate actions price adjustments. Obvious but you really never know, after all we are in the futures section talking about stocks.

Ha ha, i guess there are no stupid questions .. only stupid answers. Why don't you just simply name the collection of your order book ... Bob? LOL

LOL

Ha ha, there will always be some n-day average of sorts to corroborate any given story!

Ha ha, yes, if you are a professional oil trader and plan to hire an oil tanker or rent space at one of the oil storage sites or even dream of filling up your unused swimming pool or garden shed to the brim, then those volume calculations would make sense. However, if you are a retail trader...

0.572 * 5000 * 0.572 = 1636 Sqm