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Dare I point out that Euclidean geometry represents a Lie group? Is there a point here? p-adic numbering system seems a non-starter, but perhaps there exists some other Lie group more useful. What is the perceived problem with present representations? Is there a quick transform to get all...

If instead of a cash settled index, one uses, say, SPY (appropriately multiplied) then one can view the selling of DOTM puts (when sold in size appropriate to the account) as buying 'market bonds.' Further, it seems not unreasonable that the counterparty to the SPY put seller might decide to...

I think you might have those reversed. I agree that only the 'nonsense name' directory need be copied for compatible versions of TWS. Nice tip on checking the executions.txt

Interesting. Several months back tech support insisted I uncheck the save on server box. You should be able to replicate between the two machines by copying the IBJts directory between machines (at least on unix-like boxen)

Rethink Iin the event of hyperinflation, a couple blowjobs will buy off your mortgage -- whatever its present nominal value if you are seriously concerned about economic collapse focus on these elements: subsistence, defense, trade, medium of trade If you have some land, can farm it...

I see a difference in addition to the number or instrument spreads and their size. There is also the dividend spread. If a dividend is due and I think the market overestimates its size, it seems I should sell puts or buy calls. The converse is true if I think the market underestimates the...

What specifically are you advocating here? What do you see as 'the usual way?' Certainly changes to the calculation will step on someone's toes, so clarity in what the change should be helps make a more compelling case.

Reread chapter 30

85.95 shares represented by 85 shares and $13.71

you should note that 1163/85 = 13.68 which looks suspiciously like the share price plus a bit of premium

I do not know exactly what the "Overreaction Hypothesis" is, but suspect here it means a natural language claim. Is it not clear that the market both overreacts and is efficient? Both kinds of actor are present in a crowd.

For what it's worth, on 6/23 it appears to me that I paid the 0.18 for RUT transactions. Someone disabuse me: the 'unbundled' stock pricing at IB is *always* cheaper than the bundled. I can't speak to the futures as I have not made a study of it. There is only one option pricing...

I was just stating that the quoted proof or argument seems faulty. I think it is very hard to price anything when the market is not open. Not all models agree with the values you have supplied. Mostly I do not understand your particular definition of parity. C + Ke^(-rT) <= P + S <=...

I feel the need to glom onto the Wolfinger train. I stumbled onto his blog ( http://blog.mdwoptions.com/ )at a time where his efforts rewarded me well. His latest book, "The Rookie's Guide to Options," provides great foundational material. Within its pages you will learn the basic nature of...

Something is wrong/missing. By the same argument attributed to Merton for P>p an analogous argument can be made for C>c.

There are others: MSCI Taiwan in Singapore, for example. Thinly traded, unlike OPs request.

Thanks for the suggestions as they've given me new directions to dig. I like closed form solutions to problems as they satisfy some inner need. The leptokurtic nature inspired this thread. I am agnostic with regard to adjusting existing models or inventing new ones.

Of what? :)

Nonsense. Occasions exist where that is prudent, informed, and lucrative. Not each need be present to argue against usary laws.

Just a quick eyeball (rather than actually calculating it) suggests that the correlation between EWJ and SPY in recent time is upwards of 90%. In that case, why not use the more liquid 80 SPY call as your vehicle?