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It's plain in reading things over that 3/4s of respondents to this thread have no idea what "AI" or Machine Learning are -- that's typical across the 'tech front' these days. Regardless of having been around for decades, there are basic tenets that remain unknown. (But, having software ask a...

Truly, if there is a sign of abject idiocy keeping hyper-intelligent space aliens from contacting our still-knuckle-dragging human culture, this statement has *got* to be right up there. :wtf: "Beam me up, Scotty -- there's no intelligent life down here." :cool: Funny but, I have never read...

Quite possibly the least informed thread I've seen started this year.

Let's go to an ETF for a *very* S&P-oriented, but only somewhat "outright"..... If you had a timing/transmission and commissions edge, and were making a market in SPY/SPYoptions, and were net long some heavy delta, you might wish to lay off that risk by shorting the ES, which is in a different...

The "Why" for the ES is hedging S&P-oriented outrights.

:D:D:D TOTALLY made me "Laugh out loud".... thank youuuuuu.

Watch the ES for an hour, with the cum BID and the cum ASK on the screen, and you'll see the same thing. *Amazingly* under-recognized/under-utilized indicator, indicating the direction in which the market believes price will go. Market popping? The ASK will get crowded....

This was a "Wish I'd Written That" post. Many many great points. You REALLY ought to look that word up before you {attempt to} use it again. True. True. ... SO true..... :confused::banghead::rolleyes::cool: :D

Reread this thread. He's..... "not."

Yeahhhhhhh. Hate this. Were we at a round table, I would nod & agree with everyone's statements as we went around, and when things got to me, I'd recall that, from my house (my point of world contact for 12+ hours of every day for the past 14 years), nearly every time I had similar issues, there...

Hey, man! You're giving it away for free. :mad: A couple more posts like that, and the OP will realize what an ignorant set of posts he's made -- and would *you* have gotten any payment for that? No. :rolleyes: C'mon, bro. :cool: :D

ERRORS are heteroskedastic. Markets are markets. "Holy Cow! What a maroon!" Heteroskedastic.....

I don't have a cite, but I read yesterday that the reason was because China is having a 75th Anniversary (CCP? Don't know...) and V.Prem Hu requested it. "Whaaaaaat?" :rolleyes:o_O:(:mad:

Reading an Amahrix thread? Time I can never get back. :(

You are 100% captured by attempting (or thinking others are attempting) to know market direction. There is more in price data than that. And it's quite systematic. And it makes people money every day -- *especially* scalpers, and even the high-frequency guys. Pause a minute, and think about...

"Fake news." Think about this: if call IV and put IV was expected to be identical, there'd be no reason to calculate both sides. What you're citing as extraordinary is in fact an everyday occurrence. ToS or whatever -- it's the market.

Unless there is some sort of portfolio-formation impact from having a fixed dollar amount, why change from that popular standard?

For those who don't know, the OP's complaint is a good one, but is also reasonably met by the most basic sort of Times Series Decomposition methods. To wit: Forecast = f[trend, annual, seasonal, [even daily], random] content. Your job as a data user is to weddle out the most of the systematic...

BSM sez "360:24:60:60" IIRC. Yes, "to the second." But papers on the interwebs (from a variety of contexts) seemed split 50|50 about 5{?} years ago, when I was working up this detail myself. In practice, I'm with gaussian: 252 is how I see the indexes behave, *mostly*. A lot of data sins (in...

End-of-Day data. :wtf::rolleyes::cool: