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  1. D

    backtesting a deltahedged option portfolio

    It's pretty much a pointless endeavor. You're in the swap; mitigated by the friction associated with your dynamic hedge. I know guys who have blown-up close to expiration from missing the sigma-trigger and watching the underlying revert. Any backtest would assume optimal conditions. Perhaps...
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    An ex-Morgan Stanley employee has to give back the $31,067,356.76 the bank paid him

    Skowron is two years into a five year prison sentence.
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    You Name It... The Models Time It..

    Ooops! Have you abandoned this awsum journal so soon? What about the QQQ and EURJPY losses? Just going to leave us hanging?
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    Valuable IV Rank thinkscript for TOS

    I don't know. Ask one of your dozen aliases.
  5. D

    Merry Christmas

    f off.
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    Valuable IV Rank thinkscript for TOS

    rofl. Admit nothing. Deny everything. Demand proof, then refuse to accept it
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    Valuable IV Rank thinkscript for TOS

    It's pointless and I am tired of seeing Sosnoff whore himself and ICs. He's also in the latest LOTR film.
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    Valuable IV Rank thinkscript for TOS

    Sosnoff wasn't much at the post. He started a brokerage. It's not as though he made the $75MM from trading.
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    Who is really making a living trading options??

    Sosnoff sold ToS to Investools for $340MM well before TD bought the combined company. Sosnoff made $50-$75MM from the Investools sale.
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    Huge majority of you here are losers? Agree?

    And you're not? Risking 1000x. Risk is the numerator.
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    You Name It... The Models Time It..

    A loss of 315 pips.
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    Rentech Medallion fund

    Well yeah, I think it's fraud. BS the internal performance to drive the notional AUM in the external fund to receive the mgmt fees. It could be a Ponzi if few in Medallion knew/know about the falsified perf and are receiving appreesh on phony numbers.
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    Rentech Medallion fund

    I do think it's a Ponzi. RIEF does very poorly and Medallion produces double digit gains? The draw of the closed fund leads to a massive futures fund in which the management fee funds the Ponzi.
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    Taper talk

    Now I am hearing a reduction to $70B.
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    Huge majority of you here are losers? Agree?

    Now we know why you've failed. We can close this moronic thread.
  16. D

    Huge majority of you here are losers? Agree?

    You've already admitted failure. Do you have another point? That you're in good company? You're not going to make it as a trader. Maybe you've got a shot at shooting guard for the Jazz?
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    Huge majority of you here are losers? Agree?

    I'm up 2% this week and it's Tuesday. I am stating that you're full of shit and this is w/o a doubt not your first go at elitetrader. You're simply a troll if you'd lie about something so trivial. Nobody is going to hand you cash. This site is 90% entitled jagoffs who wouldn't know edge if...
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    Huge majority of you here are losers? Agree?

    If you can't be honest then why would you expect anyone to help you? Regardless, you're not looking for help, you're looking to assure yourself it can't be done.
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    Trader turns $1,500 into a million

    hahahahahaha, excellent.
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    Huge majority of you here are losers? Agree?

    This site is like an online Gambler's Anon.
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