Matches for mjr_, 5905 total results Sorted by newest | relevance
Mon Jul 08 14:10:02 UTC 2013 <mjr_> its closer to a standard deviation
Mon Jul 08 14:09:53 UTC 2013 <mjr_> its not just an average
Mon Jul 08 14:09:42 UTC 2013 <mjr_> mp chooses not to hedge options, which is perfectly valid
Mon Jul 08 14:09:16 UTC 2013 <mjr_> my calculations over the last year on a daily basis (365 data points) show a historical daily volatiltiy of 120
Mon Jul 08 14:08:42 UTC 2013 <mjr_> i mean that is my goal, to figure out if there is something here, or not
Mon Jul 08 14:08:33 UTC 2013 <mjr_> yeah
Mon Jul 08 14:07:56 UTC 2013 <mjr_> but need to test a LOT before i try that
Mon Jul 08 14:07:46 UTC 2013 <mjr_> and i think i can perhaps offer lower prices
Mon Jul 08 14:07:40 UTC 2013 <mjr_> so i have been applying standard tools to these options
Mon Jul 08 14:07:29 UTC 2013 <mjr_> an option is an option
Mon Jul 08 14:07:19 UTC 2013 <mjr_> then i can/should treat it as such
Mon Jul 08 14:07:12 UTC 2013 <mjr_> if it looks, acts, and sounds like a currency
Mon Jul 08 14:07:03 UTC 2013 <mjr_> somewhat
Mon Jul 08 14:07:02 UTC 2013 <mjr_> well...
Mon Jul 08 14:06:44 UTC 2013 <mjr_> hahaha
Mon Jul 08 14:05:30 UTC 2013 <mjr_> that was an oblique reference to a harry potter fan fiction (LOL) in which harry is curious about the arbitrage possiblity between wizard gold and gold on the spot market in the muggle world
Mon Jul 08 14:04:38 UTC 2013 <mjr_> then i want to see how they compare against their "muggle" counterparts
Mon Jul 08 14:04:27 UTC 2013 <mjr_> if they aren't magic
Mon Jul 08 14:04:20 UTC 2013 <mjr_> and options pricing is sorcery
Mon Jul 08 14:04:07 UTC 2013 <mjr_> concepts like theta, gamma and delta are irrelevant