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Finally! I can sleep!! :D

________________ ALL YOUR BASE ARE OURS._____________

Well, it's a fiction -- a crowd-sized delusion, packed with 90% myth and 10% fact. As time bears on, and tests and retests come and go, the myth gets examined, the facts get reinforced at a different level, and with each approach, the likelihood of a breach increases. S/R are a sandcastle...

Are you kidding? Where to you think I get my future volatility? At any rate, here's the TLDR version... 5 Basics of Options in 5 Minutes

And yet you deign to converse with us, here on lowly E.T. -- while you could be pouring a gabillion rubles more into your net liq.??? We are not worthy, Mighty Resto! (Okay. I'll stop. :cool: No more from me.)

"...it's right 'ere in muh chicken guts, for *any* foole to see!" :confused:

CLUE: It can also "work" for a y = α + ßX + [random] where even the drift of ß has an additional, variable, *random* :wtf: component. :confused:"Derp!":confused: Consider the "why" on that one. "...which implies the development of 3 to 11 waves, my models always have a complete cycle of 9...

Dude, you have not been trading long enough to realize the cliché you present to the outside world. Your triangles do not allow you any extra ability to predict outside of that from a coin flip or reading the bumps in goat intestines. They only fuel explanations of the unavoidable failures that...

I would even take a go at event analysis -- taking a truly abnormal event (or even a new crisis that you think might repeat into a pattern 'going forward...'), and take a stab at that reactivity. Maybe call it, "Tweet Storm" -- I'm sure that name is not in use... :confused::wtf::D

I can't go for that -- I get distracted by, "...as long as the delta is -1.0, and there is zero theta decay present"... (which there never is...). For some people, those are tiny details; for me, they're paramount.

A trader uses sub-minute, minute,..., hour, 4-hour,..., day candles, and doesn't give a RIP about anything in the CFA curriculum, and economic fundamentals only for as long as he can see their rippling echoes on his screen. An investor *may*be* an analyst first. An investor will use various...

To have the data for which you are wishing, you need a market. The strikes and the DTE for which you are seeking data have no market. No market == no data. Yo.

Certainly an ET Best Of 2019 response. WAY big :thumbsup::thumbsup::thumbsup:.

Oh, don't say that to some folk! They'll get *very* excited: :mad::mad::mad:. (As I think you've seen recently? Yeah -- them folk.....) :D

I do what you describe every day, from an IB TWS page used strictly for db purposes. It's 71 SPX strikes (350 SPX points, inclusive), and takes a flash to offload. I get into the spreadsheet platform, and go to the "sheet" page expecting raw data, and import. Voila! And there we are. To offload...

You haven't answered my question. You can. :cool: [But if you look in my portfolio, I have no long puts below 932, nor any long calls above 3867..."Ahem!"]

You tested, eh? :wtf: You put today's price against yesterday's, and plotted errors? You then tested whatever bevy of single predictors that can be dragged up, tested them, likewise plotted their errors, and found underwhelming results for Yesterday's Price for various meaningful cuts of time...

I find Murphy (and all books I've seen thus far on "technical analysis") to be less-than-worthless -- in other words, costly. Horrible claptrap blockheaded empirical idiocy, AND religion, all rolled into one. Now! That said?? :D LOVED your post. Truly good stuff. :thumbsup::thumbsup::thumbsup...

Ooops.:confused: There we go. :rolleyes:

Not as simple as all that: • Every state has different regs with regard to the number of for-fee clients for which accounts can be traded before registration has to occur. • tax implications of fee/status are manifest at the state and at the federal level. • tax efficiency directs fees to be...