$BJDX up 146% on my screener, (yahoo finance says 104% per open) @ 2.25 ATH 16.68
Convexity Life
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BTC sitting at 67528 after 1.23 billion dollars of liquidations
one day i will setup a model that takes in the entire blockchain traffic....
$MRVL woke up late ripping the baindaid off the long call spreads , print money.
Link to
finance.yahoo.com
Yeah. Gemini said it will be call skew. So the bias is to take only long positions. And another analysis i ran is based on how NY and Lunch sessions go; the last 30-1 hour of the day the opposite happ
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call skew today.
"Essentially, the dealer is currently sitting on a large, short-call position. They are "long the market" by proxy (to hedge) and are incentivized to keep the price within a range th View full post
"Essentially, the dealer is currently sitting on a large, short-call position. They are "long the market" by proxy (to hedge) and are incentivized to keep the price within a range th View full post
ITA has went up over the last week, while oil went down. therefore i assume investors are pricing in Spacex IPO.
now we will have computer vision algorithms monitoring the launches and lands on the g View full post
now we will have computer vision algorithms monitoring the launches and lands on the g View full post
Vibe playing with ib_async to create a tool that makes it easier for me to sell put spread (and iron condors) on ESTX50 in order to add a little overlay to my short term bonds portfolio.
Currently toy View full post
Currently toy View full post
dyehuthy > I'm really not that convinced. Here's how I understood the strategy (tell me if I missed some details, english is not my first language so that's a highly probable hypothesis ;)) : to beat
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Novice
XOM and CVX are cointegrated energy majors — when they diverge it's temporary and mean reverts. That divergence is your edge. tho in recent year there have been divergence in both asset
I’m planning to test it out on the next quarter and if it’s truly predictive , I will surely use it to either sell or buy before earnings, thanks!
While trying to land an internship in a company, I decided to invest a few time building a fun idea I had on my mind which is a real-time maritime intelligence system that tracks commercial vessels ar
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the main logic is mean reversion, but added tools like GARCH, KALMAN and others,
the model is not that complex but the main factor of hedge is the products that are traded on
the model is not that complex but the main factor of hedge is the products that are traded on
results of my futures bonds algo since 2010, no influence on specific crisis or trends
(databento: BBO-1M)
(databento: BBO-1M)
