After our little talk, and considering all the previous stuff, I am starting to understand you a bit more.
Dude, you are Will. I am starting to understand why you do what you do.
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Getting paid Gauss to deliver Cauchy
- Thread starter W-M-A
- Start date
After our little talk, and considering all the previous stuff, I am starting to understand you a bit more.
Dude, you are Will. I am starting to understand why you do what you do.
You are selling Cauchy [...] and getting paid Gauss
[...]
I really don't want to get involved with the Psi function and derivation of the wave function and [blah blah blah].
1) I think you're better off posting this to Wilmott ( https://forum.wilmott.com/ ) and/or NuclearPhynance (https://www.nuclearphynance.com/) and be ass-destroyed by the professionals there for talking nonsense rather than trying to impress amateurs / practitioners with pretentious talk. Please, publish a paper at least, then you get some resemblance of a competent review.
2) I don't understand the fascination of the crowd here (ex: @Overnight ) with obvious troll posts: new guy comes out of nowhere and makes "controversial" (read: delusional) claims, post soon gets 200 replies. Must be really bored.
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1) I think you're better off posting this to Wilmott ( https://forum.wilmott.com/ ) and/or NuclearPhynance (https://www.nuclearphynance.com/) and be ass-destroyed by the professionals there for talking nonsense rather than trying to impress amateurs / practitioners with pretentious talk. Please, publish a paper at least, then you get some resemblance of a competent review.
2) I don't understand the fascination of the crowd here (ex: @Overnight ) with obvious troll posts: new guy comes out of nowhere and makes "controversial" (read: delusional) claims, post soon gets 200 replies. Must be really bored.
If you can condemn it nonsense how come you can't destroy the post yourself? hahaha, it's easier to outpour than really provide some substance isn't it? Explain me in very rough terms how you would to solve this problem and you will get the link to the SSRN paper in review... You pay me for an event that will occur outside of the normal distribution, next to 0 probability that it will be observed. But once the event has been observed your payout will be based on the empirical distribution or any other heavier tail distribution that would fit it best. Tell me how you would reconcile this asymmetrical risk and you may be considered to read the paper, otherwise, keep shut, I understand that this diestro guy seem to be some sort of a strap on dildo bull daddy for the rest of you cucks here commenting, so if you can't comprehend the questions either then let us just leave it at that...
Cauchy distributions (a la mondelbrot and others) were used to model options pre-black scholes (if you read black’s paper you’ll see why they chose normal vs Cauchy distributions). That’s why this post is dumb. You’re making it sound as if no one knew that BS used gaussian distributions and that, therefore, there is an easy way to make money with one simple hack.
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Do you even fucking know what you are talking about!!! seriously you imbecile, what does the arch or generalised arch got to do with this conversation, you fucking ass wipe haven't even understood that this approach has got nothing to do with a option pricing model, BS or any other predating them, it has nothing to do with how Smauleson Stollper or even Bachelier modelled the evolution of the underlying asset (the ever famous brownian motion), this is pure on the idea of swapping one distribution to another one, but when is the optimum switching time to do it, and the swapping is merely the risk of carrying the payoff function.just fucking keep your mouth shut or ask politely and you will be told what it is about. Fucking tired of a few of you half asses, with your pocket change accounts clogging the posts here and having fucking jack shit to contribute.The reality is that most people today use garch to model volatility.
Cauchy distributions (a la mondelbrot and others) were used to model options pre-black scholes (if you read black’s paper you’ll see why they chose normal vs Cauchy distributions). That’s why this post is dumb. You’re making it sound as if no one knew that BS used gaussian distributions and that, therefore, there is an easy way to make money with one simple hack. But in reality practitioners have moved on to more sophisticated techniques lol (arch and garch). good luck dude.
Do you even fucking know what you are talking about!!! seriously you imbecile, what does the arch or generalised arch got to do with this conversation, you fucking ass wipe haven't even understood that this approach has got nothing to do with a option pricing model, BS or any other predating them, it has nothing to do with how Smauleson Stollper or even Bachelier modelled the evolution of the underlying asset (the ever famous brownian motion), this is pure on the idea of swapping one distribution to another one, but when is the optimum switching time to do it, and the swapping is merely the risk of carrying the payoff function.just fucking keep your mouth shut or ask politely and you will be told what it is about. Fucking tired of a few of you half asses, with your pocket change accounts clogging the posts here and having fucking jack shit to contribute.
What a retarded troll. Ignore.
What a retarded troll. Ignore.
Great! your invaluable contribution over your two posts have been duly noted.
Tell me how you would reconcile this asymmetrical risk
You know the difference between ignorance and apathy? I don't know and I don't care.
... Kidding, it's simple actually. Just energize the carbon power drive plates to compensate for destabilization in the ventral quantum asimmetry and polorize the gamma glob generator to contain the risk inside the chromium warp collector.
You know the difference between ignorance and apathy? I don't know and I don't care.
... Kidding, it's simple actually. Just energize the carbon power drive plates to compensate for destabilization in the ventral quantum asimmetry and polorize the gamma glob generator to contain the risk inside the chromium warp collector.
You know that, you not understanding the question being asked is on you, and not on the one postulating, right? You are the one refuting, you also had the choice of just keeping your mouth shut in you didn't get the question.
the result of swapping distributions is too blunt no? How useful is this for you in actual trading? Why not just plot market implied probabilities and work on your iv view?this is pure on the idea of swapping one distribution to another one, but when is the optimum switching time to do it, and the swapping is merely the risk of carrying the payoff function
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