Search results

I was being serious :s

What exactly do you mean by that ?

I thought I'd share this pdf I found while searching for some reading on trading vol skew. This covers a lot of different topics and I haven't read the whole thing yet but it seems pretty fantastic and very informative. It would be awesome if others could also post some more reading gems about...

hey caveman, are you using IBrokers and tws with R to do all of this ? I am actually looking to do the same kind of stuff and wanted to know where you started out with all fo this.

I was just wondering if anyone on this forum will be doing there masters in the fall at the University of Western Ontario in their MFE program.

This is what i found using google http://www.forexfactory.com/showthread.php?t=173735

Any chance you're willing to share some helpful readings, be it books or papers, that you found helpful on trading skew and creating models for it ?

I believe what your talking about is called the term structure of volatility. There are a few good papers on this site regarding how to analayze and trade it. http://www.ssrn.com/

In the current markets, vol has been very high. If I were to believe that this vol would collapse and decrease a lot, what would be the best strategy to approach this if I would like to remain positive theta? Would butterflies be the right strategy ?

Atticus, out of curiosity what is the exact math behind it? and why is it that it is asymmetrical . I've noticed it in TOS. Is it because you are using a log normal distribution ?

Thank everyone! I finally got it!

How would I go about calculating a 1SD price move given that I know the stock price and implied vol. For example, AAPL is at 325 Implied Vol is 27% Answer given is 310-330 approximately I saw this example in one of Dan Sherdian's option videos and couldn't figure out how he got...

So I've been watching some Dan Sheridan video (he's amazing!) and he's using what I guess is his application OptionNet Explorer. It isn't out to the public yet so I was wondering if theres anyone who knows how I can get my hand on this software, it looks very useful and great for backtesting.

Thank you Silver and Spindr0, your advice was exactly what I was looking for :D

Is there any one that can actually be helpful ? The main reason I want to see the greeks is to make sure my gamma isn't too crazy.

Can yahoo do greeks for spreads ? I know i can use the options analytics tool in IB and manually find the greeks for the spread myself but it would be nice to just have it there already.

Hey everyone, is there anyway to see the greeks when I create a spread in IB ? I can't seem to find anything. Also, when I am looking at spreads after market hours, The bid and ask of the spread is not shown, is there any way to change that ? Thanks

Here is my problem. I am still a student at University. While I am in university I can easily see myself doing 30 trades per quarter. However I am in a co-op program and therefore have internships every 4 months. I really don't believe I had the time and focus to pull off 30 per quarter...

Recently ToS began to accept customers for ToS Canada. Today when I enquired about opening an account, they said you needed 10k min equity and a min of 30 trades per quarter. This sounded kind of ridiculous for me since I thought ToS in the US had 3k min equity and NO requirements on trading...

So ToS is now finally accepting canadian custoemrs with ToS/TD Waterhouse. However to qualify for the account you need min equity of 10k and 30 trades per quarter. This seems crazy compared to the US accounts where I believed it was 3k min equity and NO min trades per quarter. I'm not...