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Stock earnings.com is WAY over priced for what you get. Optionslam is your cheapest option 29.99 a month and they are very good for the price! Orats is another great source but they are a bit pricey (worth it). I am also providing an earnings data service. If your interrested send me a PM and...

Good luck to us! I am short the 60. TBH, the 59.5 might do better as the company already released a ton of info to their investors last week. We might not get a jump at all!

You can't just feed a NN a time series data and expect it to pop out a trade able strategy. 70% of your time should be building a data set with decent predictors. Next you will most likely have to transform the Dependent Variable due to time varying volatility, non-normality etc.. Your model is...

I am going to be shorting DAL vol into the close leaning a bit positive delta. Check out the cummulative $ pnl from shorting the 30d ATMF straddle.

Out of PEP for avg .94. Very small loss.

Jul12

132 PEP Put avg 1.41 I think we go lower (for fundamental reasons) and ATM vol is way to cheap! Considering this is the first large company announcing this season, a $5 move is not out of the cards. PEP is also @ the top of it's range on all fundamental ratio's. Great risk:reward! Note* If...

When you trade, you are always trading the distribution of out comes not what is exactly going to happen. So yes, if vol is in the 90th pctile and the asset is mean reverting, what is more likely? Vol going up or vol coming down? Volatility is "some what" bound. We call this a stationary...

Fuck yea!!!!! Magic, wow that slope is smoother than a baby's bum! It looks like your running an high frequency firm over there

I suffered a drawdown as I was struggling to figure out a new strategy I am working on. Since then I have figured it out and account is racing past all time highs. I'll keep you guys posted with weekly updates from earnings.

out @ 8.25 $5.00 winner. Wow that was juicy. Vol came in quite a bit (33%) I think this will go to 30% vol by 11am but I am happy pulling out here.

Smack down on AYI!! Who took this trade?? Hold thru 10am, vol will be much to bid first 30 min. Bid/Ask 124/128. This could be a perfect open

"Bot 1 short butterfly" Is not a term as far as I know. I bot a butterfly that is short deltas. yes. long 1 140 short 2 125 long 1 110 all puts i dont have a ton of edge here. I think atm vol is cheap and I am a bit bearish. The butterfly is cheap enough for me to trade. i am in small

AYI: 140/125/110 P FLY @3.50 I am bearish going into the event.

First, Keep asking questions Philo. There are no dumb questions. Find smart people and start bugging them. That has been very important for my growth. Second play around with an option pricer...

Hey guys, I have some time to catch up. If a market is competitive, it's much harder to extract alpha. Isn't this what Zack's claims as their edge? I think they said they have a 70% win rate (all marketing imo). This is hard to get data for. I have never tried it. Most of the vol is gone by...

Dude, why are you so negative? There are countless of ways to make money. Some have the quant skills to take advantage, some have the geological location, some are just in the right place at the right time.

Hey guru, Since you have portfolio margin, I would look at cross asset relative value plays. I believe this is where a lot of alpha lies in the modern times. Model RUT vol on SPX for example. Look at ALL etfs. I have seen a couple get out of line. However, (for me) in Canada it's hard to take...

Out @ 83.85 Loss of 1.05

I am short NKE shares @ 82.45 Edit* added to position at 83.25 Avg cost $82.80