Sure. Grandmothers too. I also had my grand grandmother.
Family is important here. Have you not watched the movies?
Long-scalping equity options against time decay and market drift
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Sure. Grandmothers too. I also had my grand grandmother.
Family is important here. Have you not watched the movies?
Yes, sure. And even if they leave, they remain often always very close.
Here's the terminal payoff leveraged to rates -> rate shift from 0.00 to current RFR of 3.75. Obv a 50beeps rate move in Dec will leverage it further.
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I was injured in S France and was unable to fly home when my mother died of breast cancer. Regrettable.
Can't see a thing.
You need to work on your communication skills if you wish to make a journal that can have success, like mine.
I do not think it's just a "language barrier" (which certainly there is): you actually often do not convey an intelligible sense.
Why do you talk in that way: do you think anyone can understand those ensembles or random words you (and your fiance) often put together? Do you think it makes you look "professional"?
If I talked that way to my students, I think I would be fired in a couple of days.
I am very sorry about that.
I don't have a PhD. I was phys and pre-med in undergrad. I went to UChicago on a full ride and graduated early. I did some biochem grad-work at UT-Austin under Folkers. Inhibition of p-gp with CCAs in chemoresistant tumor models. I left to work in govt.
I can't show the trade. It's a bit more complex than shorting naked puts. However, I will make certain that all trades and time stamps are shown on the account statement when I cover the trade. I am simply showing the terminal PNL based upon an RFR-shift (risk free rate).
My thing has a embedded put (pseudo ps) as the downside tail trades above x until expiration. At expiration I do risk $5K below 3900 SPX cash. I don't want to be a hog so I will leave discussion of my COB fill to the cover. My trade was marketable (market order) and filled at an initial -edge of $800 or so.
There is a glitch with OCC/exchange-level modeling of risk under TIMS. Not like the RH-arb, but as a true arb with a large embedded payoff other than rho. You can see that the PM-treatment is about where PNL is here.
Edit: I have the same trade on in my production account but larger. The haircut (margin req/variation margin) is actually higher under sim, adjusted for fill price.
I am probably a sociopath outside of work, but I am incapable of lying about trading as I hold my intellect in much esteem.
There is a glitch with OCC/exchange-level modeling of risk under TIMS. Not like the RH-arb, but as a true arb with a large embedded payoff other than rho. You can see that the PM-treatment is about where PNL is here.
Edit: I have the same trade on in my production account but larger. The haircut (margin req/variation margin) is actually higher under sim, adjusted for fill price.
I am probably a sociopath outside of work, but I am incapable of lying about trading as I hold my intellect in much esteem.
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