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    SPX / SPY Options Arbitrage?

    What happens to your position if volatility drops dramatically? (Use an option calculator that can do American as well as European pricing) The short American put will never drop below its intrinsic value, but the bottom will fall out from below the European put and, if all other...
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    You can't generate positive alpha without a PhD.

    I just want to be one of the dogs - with a cute owner: feed me, love me, pet me, just don't try to change me
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    You can't generate positive alpha without a PhD.

    70 grand? Lots of travel, the boss man's back at the station not watching over you... garbage man, gets off at 4:20 if he wants, hmmm :cool:
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    You can't generate positive alpha without a PhD.

    It seems this forum started off with an unnecessary and insulting initial statement and doesn't have anywhere to positive to go unless we ignore the offensiveness and defensiveness that it has inspired. My work friends are all PhDs. They worked extremely hard on very difficult and arcane...
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