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ER = EPR

You don't understand synthetics as tao points out. The difference between the 90/110 bear call spread and the 90/110 bear put spread is the edge on the box. So, you had better have significant edge on direction if you're not going to learn the basics of vol.

absolutely zero value add in this post.

No. You have to arrive at a model for the switch (D1/D2 (duration)). Smoothing would be death. You cannot simply ignore IV.

No for many reasons, but HV would have you short vol (or long calendars) indiscriminately into events; CPI, SN-earnings, etc.

Sigma = SD.

Cha-Ching. I just got laid.

I’m gone, but will you finally ban this fraud?

lol Baron protecting an alias banned many times who is posting fiction. Yeah, cool. There is no upside for anyone serious in posting here. Fuck it. Not worth the time.

lol gets clipped for 7% AH. Brilliant. Batting zero.

Dude, stop. You're in a fantasy position at 200 vol buys and selling 300-line. It's stupid even for ET.

I'm not waiting. I am 200-bid on those 7s.

This dude is a cartoon. He did it in the other thread as well.

lol fraud. Fictional series with the 7s trading at 200 vol and the 10s trading 300.

FIFO. Cash and Sweep is meaningless for taxes. The trade doesn't know it was a roll...

Don't worry about it. You're not MTM at year's end. All that matters is your net liq on Jan 1 and Dec 31 (excluding cash transfers).

5K +/-

I don't believe so. Last time I traded futures in an IRA it was limited to the futures (no FOPs). IIRC TDA required 15% above taxable initial and maint.

Let us know when you meet AQR's minimum.

Jim related to Gene? Go take a nap. None of the ppl you mention are clearing RH.