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Out @ 1.65. Nice winner. I like the layout market chameleon has. Have you been a long term subscriber with them?

Closed position @ 53.90 Gain of 1.10

If you guys have time, jump into the WBA or CAG earnings call.

I just went long delta in stock. Long WBA @ 52.80

I don't want to jynx you here but CAG # are out. Your short straddle is looking like a damn good trade

Numbers out on WBA. Stock jumping up on news. So far so good.

Hey! I had a very similar idea in mind. Looks like you are beating me to it. Nice job! Would you mind telling me what program you are using to display your dashboard? CANSLIM was supposedly a long term strategy that did very well. You might need to get your hands on some fundamental data tho.

The statistics are simply a filter. When I talked to euan Sinclair (whose has been consistent with earnings trades in size) mentioned that a fundemental view can be an edge that lasts for years as most funds systematically sell vol to extract the idiosyncratic risk premium. I subscribe to a...

It Jumped about 7% last quarter. The implied move was extremely pricey today but I did not have enough time to give it a second look. I thought I'd give you a heads up as I have been burned a few times solely looking at implied/realized move. You will see this quite often during earnings...

FDX looked like a fantastic trade at 9:50. What went wrong there you think? A word on CAG. Although iv is high, their last earnings move was quite large. I have not checked yet, but it's important to find out what happened there. Did CAG do an acquisition of a very volatilite stock? Etc... The...

Long the 121C FLY on WBA 52/55/58. This is a delta bet. Avg px 0.89

kurtosis is the 4th moment. It helps explain how the outliers (tails) look. Kurtosis of 3 is normal. Kurtosis of 6 means the tails are fat. This means outlier events happen more often than a normal distribution. So if the returns of TIF have a kurtosis of 6 - meaning large moves happen more...

Nice to have you on board. Good luck this season.

Of course. I'll post a link to a youtube video with documentation when it's done. I am also going to be giving the ET community a free (forever) earnings calendar app that lays out implied moves and some other minor details.

MSFT is so cheap right now. I am a bit wary that they have their earnings on July 17. If it gets any cheaper, I am going to put a big portion of net liq on it. Yea screener will be back up and running fingers crossed by friday. I am using a personal one right now. Im updating the website one...

Do you have any plays on for tomorrow morning? GIS,PAYX were the only one on my screen. I hope MU works out for you. It does not usually have a large intraday move so you shouldn't be to stressed come 9.30 :p

Really nice magic! I couldn't trade today. I am really trying to get this app tweaked right now/work. But I would have also been short FDX going into the event. FDX was way overpriced in premium terms and imp move terms vs it's peers. MU did not look like a short vol play to me. The...

I fell asleep last night. I just got home, I have some things to do first but I will let you know! I would imagine it wouldn't make too much of a difference for short term expires. None the less, I am trying to make the implied move # as accurate as possible.

LOL I have been on the verge of a breakthrough for years! Thanks for your input tomm, I'll try out your idea.

I'm going to post model here (still working on it). FV is Future realised vol. So we have GARCH that does a reasonable job at predicting FV and we have ImpVol (the markets prediction) which also does a good job at predicting FV. However, GARCH and ImpVol are highly correlated. If I were to...