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matdays.blogspot.com

Ingenuity Space

An evil genius' pursuit of childhood dreams.

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Ingenuity Space | matdays.blogspot.com Reviews
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An evil genius&#39; pursuit of childhood dreams.
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1 ingenuity space
2 about me
3 external publications
4 personal favorites
5 blogs i read
6 josh levine's
7 1 week ago
8 usda blog
9 1 year ago
10 jennifer harman
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ingenuity space,about me,external publications,personal favorites,blogs i read,josh levine's,1 week ago,usda blog,1 year ago,jennifer harman,haim bodek's blog,hyper smash,the core mistakes,the better process,0 reflections,option trading mistakes,october
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Ingenuity Space | matdays.blogspot.com Reviews

https://matdays.blogspot.com

An evil genius&#39; pursuit of childhood dreams.

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1

Ingenuity Space: Orderbook High Frequency Trading Tactics

http://matdays.blogspot.com/2011/09/orderbook-strategies.html

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Friday, September 9, 2011. Orderbook High Frequency Trading Tactics. This is pretty interesting, and relatively well known today (among institutional traders) content from the market making section of Euan Sinclair book, Option Trading. These are some of the methods applied going back from the floor trading days. Let's say we have the following inside quote for a futures contract,. Ask Size: 300, Ask Price: $1,001. If this ma...

2

Ingenuity Space: Personal Favorites

http://matdays.blogspot.com/2006/06/personal-favorites.html

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Tuesday, June 6, 2006. News / Market Expectations. MorningStar Market Fair Value. Rachel Franz' French Connection. Rachel is the nicest French person I have known. Deborah is a courageous young lady looking to express her mind through the web. Vinny Francesco in Korea. Vinny is a good friend who offers a completely different perspective on life compared to me. Subscribe to: Post Comments (Atom). Blog Content- Business Bits.

3

Ingenuity Space: October 2013

http://matdays.blogspot.com/2013_10_01_archive.html

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Wednesday, October 30, 2013. I've met a lot of aspiring traders/analysts who have spent (way too) much time looking for the secret magical formula, pursuing a directional edge within very small time steps; they assume that this is how HFT. Firms do it, and they are very much wrong. Paying for liquidity makes it tough. Yeah, there are other fees involved too. Significantly large edge needed. Links to this post. Work's been tou...

4

Ingenuity Space: July 2013

http://matdays.blogspot.com/2013_07_01_archive.html

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Tuesday, July 9, 2013. Ockhams Formula (Option Valuations). Has often been interpreted as " when you have two competing theories that make exactly the same predictions, the simpler one is the better. In the case of option valuations, I have found Ockham's Formula ( Gallacher. Significantly more practical than Black Scholes. For a couple of reasons:. 2) Ockham's gives answers where BS fails for options near expiration. Mathema...

5

Ingenuity Space: June 2013

http://matdays.blogspot.com/2013_06_01_archive.html

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Sunday, June 30, 2013. Option prices are more efficient than you think. In The Options Edge. Looked at performance of (some interpolated) At-The-Money straddles between 15 futures options to determine whether options are indeed traded at a constant premium over future realized volatility. And concluded that they are most likely not. If the ratio is below 1 the sellers made money, and vice versa. Here are the findings:. Once t...

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Rocko Chen's Days of Deities: Day 2, Part II of II

http://rcdod.blogspot.com/2008/04/day-2-part-ii-of-ii.html

Rocko Chen's Days of Deities. Wednesday, April 2, 2008. Day 2, Part II of II. Bluish gray clouds pile up in the sky. Thin rays of sunshine sneak through and spot the pavement outside of Moulin Rouge. We used to walk here every Saturday afternoon, Brian and I, and talk about each other’s concerns and dreams. He was not close to Justin Tang however, my only other close friend from school. They had certain discrepancies in beliefs. 8220;Lately, he’s become despondent.”. 8220;Oh, what does that mean? 8220;He...

rcdod.blogspot.com rcdod.blogspot.com

Rocko Chen's Days of Deities: It Begins

http://rcdod.blogspot.com/2008/04/it-begins.html

Rocko Chen's Days of Deities. Wednesday, April 2, 2008. The rain pounds on the pavement as I sip coffee, sitting just outside the café with my backpack resting in another chair. Black, with no milk or sugar, the flavor attacks with bitterness. College years had kept me away, yet the smell of morning air and sound of droplets feel like yesterday. Brock Looking good man," Justin descends upon me with a firm handshake. 8220;You too. How’ve you been? It’s Tommy, 10th grade US history, 94? 8221; Tommy’s...

rcdod.blogspot.com rcdod.blogspot.com

Rocko Chen's Days of Deities: Day 2, Part I of II

http://rcdod.blogspot.com/2008/04/brent-you-up-yet-i-like-to-annoy-my.html

Rocko Chen's Days of Deities. Wednesday, April 2, 2008. Day 2, Part I of II. 8220;Brent, you up yet? 8221; I like to annoy my younger cousin. He tends to sleep in on Saturdays. 8220;Brock… it’s eight in the morning.” Then he mumbles something about leaving the phone unplugged. 8220;Come on let’s get some breakfast.” Been up since five, I feel ravenous. 8221; I think he fell back asleep. 8220;How about some spectacular pancakes and sizzling bacon at Moulin Rouge? 8220;What is it? 8220;Yeah, who is this?

rcdod.blogspot.com rcdod.blogspot.com

Rocko Chen's Days of Deities: Memories of Christian (I)

http://rcdod.blogspot.com/2008/04/memories-of-christian-i.html

Rocko Chen's Days of Deities. Wednesday, April 23, 2008. Memories of Christian (I). At fifteen, Brian and I loved comics, and we often spent afternoons with various issues spread out on the carpet, with cartoons showing on TV. His sister always made fun of us; Brian would try to annoy her back though I never minded it. 8220;It’s OK dude, she’s just playing with you,” Christian tried to sound comforting. Oh please, I wasn’t gonna cry or anything,” I tried to laugh hoping that my eyes looked dry. 8220;Tell...

rcdod.blogspot.com rcdod.blogspot.com

Rocko Chen's Days of Deities: April 2008

http://rcdod.blogspot.com/2008_04_01_archive.html

Rocko Chen's Days of Deities. Wednesday, April 23, 2008. Memories of Christian (I). At fifteen, Brian and I loved comics, and we often spent afternoons with various issues spread out on the carpet, with cartoons showing on TV. His sister always made fun of us; Brian would try to annoy her back though I never minded it. 8220;It’s OK dude, she’s just playing with you,” Christian tried to sound comforting. Oh please, I wasn’t gonna cry or anything,” I tried to laugh hoping that my eyes looked dry. 8220;Tell...

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Ingenuity Space

An evil genius' pursuit of childhood dreams. There was an error in this gadget. Sunday, April 10, 2016. Profitable option trading, thinking on a deeper level. This is going to be a brief and concise post, on the matter of managing option delta or gamma. Over the years I have seen many newbie traders make similar mistakes I myself had experienced starting out; and like most fields, becoming an expert requires critical thinking, at least on a level deeper than those you’re taking your money from. Apply you...

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Autogenous Ignition Temperature, AIT testing results

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Blog de matdbz - WESH BIENVENU - Skyrock.com

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