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Yeah, therein lies your problem. You're basing equivalence on a coincident condition.

Delta is a fine QnD as long as you're comparing the digital to a call spread. I've modeled and traded digitals, touches, 2xKOs, lookbacks, etc. for 14 years. I took Trinitas Capital out of the game as well as Oanda -- they were pricing near-ATM digitals as touches and lost $600k in less than...

lol no you can't. Delta is not an ideal approximation and you would need to use the call spread D as the QND approximation.

You keep repeating the same BS propaganda and you don't understand that they're equivalent (to the vanilla cs or ps), simply with wider markets on Nadex. The vanilla listed mkts are simply better than Nadex in terms of liquidity and edge loss. DO NOT trade with a dealer-mkt UNLESS you're trading...

Oanda's claim to fame is the 1-unit lot size. They have received well over $200MM in vcap funding and will be going public in 2015. By far the largest retail-OTC FX dealer. They're a quant-house that had OTC volatility on the platform in 12 pairs. Not the run-of-the-mill bucket shop. They also...

So scare

So the guy spent the time needed to convert USD -> BTC -> DOGE so that he could buy some illicit donuts? Cool.

Who's the douche?

With futures it's 12.50 or 6.25. Open an OTC forex account. FXtrade at Oanda. None of us are served by you continuing to repeat yourself. Futures are not for you with $1,000.

The facts are that the Nadex binaries have lousy markets when compared to ETF verticals. The size indications are crap as well. Avoid. Here's a snapshot with ES at 48.25x50 with 90 mins to close.

You really shouldn't be trading 6E or the mini with $1k. Open an account with Oanda and you can trade size starting at 1 EURUSD (not one lot, 1 Euro).

Interpolated vols that are 2bp off of the traded IV and six days off the listed maturity. My point is that the constant maturity set is derived from those same traded vols and look well-fitted. I don't see anything here that you wouldn't see on *any* day. You used a large range day to make your...

What vol do you think IVol is using for the interpolation? Do you see that the durations don't match? ATM skew? The interpolation seems pretty well fitted. The fwds don't match and all of the interpolated vols are higher. What exactly do you think you've found?

In defense of C2... mine was a spread/combo option system. Futures and share systems get much more interest.

Then you probably know that the Nadex binaries are simply synthetic vanilla verticals that are poorly priced.

I made a 1300% gain in four years and had the top system (of all systems) for over three of those years. I made less than $30K in sub fees, but I opened the account on a bet and didn't market it as such. I made far more on the wager than in sub fees. One month's performance isn't going to get...

Cool, thanks.

Yeah, and the Nikkei looked cheap in 1993... and that was Japan not this Greek joke of an economy.

Made 2x debit on the GOOG position when it hit 1095 and now again profitable on the 2015 positions at GOOG 1150 mark. Gained >3x debit on SPX vola. SPX 1750 GOOG 1138

SPX >100 lower.