Search results

  1. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    Yessssss, your master plan! You certainly spent some time on it!
  2. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    Dude doesn't know CBOE quotes the synthetic futures. Steve is so blind, dumb and pot-committed to this hit and run thread.
  3. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    wow, nice moonwalk. You are aware of exactly. shit. And they are arb=.
  4. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    lol no it is not. You're modeling the forward here. Bro, everything I stated here is accurate and remedial. I can't fix you/stupid.
  5. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    Dude, delete this thread for your own sanity. Cubic spline.
  6. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    WUT. SN is cash vol bc there is no term structure. The synthetic is D1. You're given a marketable/traded synthetic in the weekly series. How do you not *get* that the weekly synthetic = weekly futures?!
  7. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    I'm not obsessed with synthetics w.r.t. delta1. I am telling you that it's a marketable weekly forward and therefore your interpolation is pointless unless you require something higher freq than weekly. There is no optionality with the synthetic. If you want to waste your time using CS against...
  8. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    lol I can edit on my phone. I can see where this is leading. You're not getting this.
  9. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    No, I am talking about the weekly forward as represented by the long synthetic in the weekly series. Long 15C, short 15P = long futures at n-date. You're going to run some interpolation method on the monthly series when the weekly forward is_right_there? Go back to those white papers and look...
  10. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    lol wut? There is no vol in the synthetic. It's Delta1. Quote the mid during market hours and use whatever interpolation you like. You know what a synthetic is, right?
  11. destriero

    concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

    You already have the synthetics in the weekly options. Why would you use only the futures to interpolate?
  12. destriero

    earning play for aapl tonight 11/2...

    $1MM says you had no short in AAPL.
  13. destriero

    WeWork to file for bankruptcy

    Wow, "subletting" sublets wasn't a viable biz-model... who would've thot?
  14. destriero

    another earning play today 10/26...

    ofc you don't. You're busted as a serial scammer/piker/cnt.
  15. destriero

    another earning play today 10/26...

    You cheat every time. You posted a sim-gain as real -> posted an MRNA odd lot short (13 shares) -> @Overnight asked you to post a video of your front end to youtube and you uploaded a still image in a video format that showed the 13 shares. One of your scams was showing an account transfer (as...
  16. destriero

    another earning play today 10/26...

    I doubt that you even traded it in your sim-account.
  17. destriero

    Copperman on Trump and fiscal conservatism

    Nobody has added more to the debt than Trump -> Bush -> Reagan.
  18. destriero

    Copperman on Trump and fiscal conservatism

    And the only Presidents who have balanced the budget or reduced the debt are... Dems.
Back
Top