<r>Looks like I already did that as well <URL url="https://en.wikipedia.org/wiki/User:Jumpevents/sandboxthe"><LINK_TEXT text="https://en.wikipedia.org/wiki/User:Jump ... sandboxthe">https://en.wikipedia.org/wiki/User:Jumpevents/sandboxthe</LINK_TEXT></URL> same as your formula on section 2.1 formula...

Given the huge runup in value there must people people with millions of dollars tied up in mtgox but I have not heard a peep form them

<r>Here's a writeup I did that could help assuming there is an upper barrier <URL url="https://en.wikipedia.org/wiki/User:Barrieroption/sandboxthe"><LINK_TEXT text="https://en.wikipedia.org/wiki/User:Barr ... sandboxthe">https://en.wikipedia.org/wiki/User:Barrieroption/sandboxthe</LINK_TEXT></URL> p...

<t>imagine you have two volatilities , the second which is 'activated' when the stock crosses a barrier called p_b. The present price is p_1. p_b>p_1this can be used to price options after a crash when it's assumed that options are more expensive in the short term and over the long term reverting to...

so it's a giant backtesting spreadsheet

<r>Never buy a product that the owner of the company that makes it doesn't use, or, in the case of, say, medication, wouldn't contingently use.hmm how about a casket? <URL url="http://www.businessinsider.com/nassim-talebs-musings-on-facebook-2013-7#ixzz2ZE7PoBBs"><LINK_TEXT text="http://www.business...

<t>I can consistently beat the market. Up 25% since May when the market is flat, so if I can do it certainly a genius like Simmons and his team can do it. It's about looking for small patterns, inefficiencies to exploit. Second, always trust your intuition. If you think oil is going higher just buy ...

a 0$ asset cannot appreciate. 0 times anyting is zero. If the market deems it worth more than zero, then the call will be priced accordingly, regardless of what formula is used.

I tried doing some reading on wikipedia about the major macroeconomic leaders & theories- of the 20th century. 500 links later I still haven't scratched the surface.i'll sum it up as best as I can:good is better than badthe goal of economics: maximize good

<t>QuoteOriginally posted by: DominicConnor<brSo the better question is what does he want ?He wants policy makers, governments to heed his advice. The problem is doing so will cause a recession and the destruction of trillions of wealth. Until he proposes sensible, pragmatic ideas he's going to rema...

I just can't wrap my mind around how in his books he's criticizing mathematical finance yet he uses financial math in his papers? Pick one or the other. The income he earns from lectures and books overrides this apparent contradiction.

<t>QuoteOriginally posted by: DevonFangsTo be honest, I quite like NNT and find what he says overall enjoyable. I don't really like his perennial self important attitude, that he's rich and he can master french poetry and never wears a tie etc., but I guess that's part of the show. Instead, what I r...

<t>aghh damn it ..BLK is up a lot today I wish I had bought it last weekfrom my testing C2S has less time sensitivity. An actionable strategy assuming C2S model is valid is to buy options with as little time value as possible, such as weeklies.pricing the BLK June 22th calls There's 5 days until exp...

<r> <URL url="http://en.wikipedia.org/wiki/Cornwall_CapitalCornwall">http://en.wikipedia.org/wiki/Cornwall_CapitalCornwall</URL> Capital was founded in 2003 by then 30-year olds Charles Ledley and James Mai in a garage in Berkeley, CA with $110,000 in capital.[4] Within 2 years they had grown their ...

<t>QuoteOriginally posted by: DevonFangsPlease use this, to be honest the idea of a TOE for stock market is already hard to take seriously even without MS paint.yea the toe is just a simple visual representation of the relationship of variables. A lot of technical analysis books represent stock char...