one-offs

destriero · Nov 16, 2023

tooriginal · Nov 16, 2023

How sensitive if your modeling to the conversion between trading and calendar days? As I'm sure you know plugging in calendar days is not going to be accurate.

destriero · Nov 16, 2023

tooriginal said:
How sensitive if your modeling to the conversion between trading and calendar days? As I'm sure you know plugging in calendar days is not going to be accurate.

These are mid-week but I weekend delete outside the front end (CQG, TT, Excel). Pushing dates to LTD +2 days for weekends to model the two (back) tenors if using TDA in cash vols. CME (SPAN) gets it right.

.sigma · Nov 19, 2023

2023 Dest is next echelon

destriero · Nov 19, 2023

.sigma said:
2023 Dest is next echelon

lol, welcome back.

.sigma · Nov 20, 2023

destriero said:
lol, welcome back.

I spent years deciphering your posts… it made my knowledge expand ten fold… but bruv, I haven’t understood a single post in this thread… it’s pretty incredible to see… just when I thought you topped, here we go.

please keep on.

P.s

please forever talk about about flies and any newfound wisdom related to that type of trade.

thanks Dest

Adam777 · Nov 20, 2023

.sigma said:
I spent years deciphering your posts… it made my knowledge expand ten fold… but bruv, I haven’t understood a single post in this thread… it’s pretty incredible to see… just when I thought you topped, here we go.

please keep on.

P.s

please forever talk about about flies and any newfound wisdom related to that type of trade.

thanks Dest

Welcome back Sigma.

I think that if you’re successfully using his previous stuff then you should be doing ok anyway. I’ve got his pitchforks with live data (finally) in excel for all 0 to 14DTE in spx/spy and I trade them a little differently. Although I am looking at his new stuff as well which looks to be a big step up

.sigma · Nov 23, 2023

Adam777 said:
Welcome back Sigma.

I think that if you’re successfully using his previous stuff then you should be doing ok anyway. I’ve got his pitchforks with live data (finally) in excel for all 0 to 14DTE in spx/spy and I trade them a little differently. Although I am looking at his new stuff as well which looks to be a big step up

Thanks, I’m doing well. I trade skip strikes in $SPX mostly.

I’m curious if you or Dest trade 0DTE flies … I might’ve missed content related to that if so, I’ll look back.

Adam777 · Nov 23, 2023

.sigma said:
Thanks, I’m doing well. I trade skip strikes in $SPX mostly.

I’m curious if you or Dest trade 0DTE flies … I might’ve missed content related to that if so, I’ll look back.

No as I need to sleep as I’m from Sydney, but Spy/Spx flys are easy to leg for free on the open

traider · Nov 23, 2023

.sigma said:
Thanks, I’m doing well. I trade skip strikes in $SPX mostly.

I’m curious if you or Dest trade 0DTE flies … I might’ve missed content related to that if so, I’ll look back.

What are skip strikes in SPX?