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by Alan
Today, 4:23 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2775
Views: 66875

Re: Trump -- the last 100 days

Well, finally
Dear House Dems: give it up, get a life!
by Alan
Today, 2:51 am
Forum: Off Topic
Topic: Songs about cities
Replies: 220
Views: 21917

Re: Songs about cities

Elvis -- Viva Las Vegas (Nice remix)
by Alan
Today, 2:40 am
Forum: Off Topic
Topic: Songs about cities
Replies: 220
Views: 21917

Re: Songs about cities

Sweet Home Chicago -- Robert Johnson (1936)
by Alan
Today, 2:32 am
Forum: Off Topic
Topic: Songs about cities
Replies: 220
Views: 21917

Re: Songs about cities

by Alan
Yesterday, 3:47 am
Forum: Off Topic
Topic: Songs about cities
Replies: 220
Views: 21917

Re: Songs about cities

Barcelona  :D
by Alan
Yesterday, 3:24 am
Forum: Off Topic
Topic: Songs about cities
Replies: 220
Views: 21917

Re: Songs about cities

"El Paso"
by Alan
March 21st, 2019, 6:46 pm
Forum: Student Forum
Topic: Is there a way to back into Vol of Vol for Option Pricing
Replies: 1
Views: 93

Re: Is there a way to back into Vol of Vol for Option Pricing

The closest thing to what you want might be the  VVIX . Crudely, you can interpret the current VIX as an at-the-money IV for a 30-day SPX option available today, plus a constant, say 3%.  Thus, and again this is very crude, you could then interpret the VVIX as the market's expectation of an annualiz...
by Alan
March 20th, 2019, 3:02 pm
Forum: Book And Research Paper Forum
Topic: Trading books with past-working examples
Replies: 2
Views: 86

Re: Trading books with past-working examples

One even earlier book that comes to mind is Thorp & Kassouf's "Beat the Market" (1967) which discusses strategies using early inefficiencies in OTC warrants. Available for download here
by Alan
March 18th, 2019, 8:55 pm
Forum: Student Forum
Topic: What is Lognormal Distribution in Option Pricing
Replies: 1
Views: 123

Re: What is Lognormal Distribution in Option Pricing

Yes.  For clarity, I suggest distinguishing the random variable names  by 'X' and 'Y' or some such, rather than the -- IMO -- somewhat confusing 'new x value' and 'old x value'.  The general situation is that, if you have a continuous random variable X with density [$]p_X(x)[$], the probability of f...
by Alan
March 7th, 2019, 7:16 am
Forum: Off Topic
Topic: Sixties Music *****
Replies: 43
Views: 4619

Re: Sixties Music *****

1961: Incipient all girl mosh pit  :D
 
by Alan
March 7th, 2019, 6:50 am
Forum: Off Topic
Topic: Sixties Music *****
Replies: 43
Views: 4619

Re: Sixties Music *****

Judy Collins -- Suzanne (by Leonard Cohen) -- 1966
by Alan
March 7th, 2019, 6:29 am
Forum: Off Topic
Topic: Sixties Music *****
Replies: 43
Views: 4619

Re: Sixties Music *****

The Doors -- The End (1967)
by Alan
March 6th, 2019, 5:56 pm
Forum: Off Topic
Topic: RIP
Replies: 601
Views: 37931

Re: RIP

It was nice to hear about the level of respectful cooperation from everybody in this case: police, Farmer John, etc,

Related, voters in California did just pass a nice initiative, one which I was happy to vote for: Prop 12
by Alan
March 6th, 2019, 5:31 pm
Forum: Off Topic
Topic: What is your Erdos number?
Replies: 121
Views: 29578

Re: What is your Erdos number?

I know if I had to co-author an article on Diophantine  equations the choice would be clear. Natalie? Not sure,now. I think a lot of research  together, copy editing and proof reading before publication, It could be very time-consuming. Dear Natalie, I have always wanted to have an Erdos-Bacon numb...
by Alan
March 6th, 2019, 5:25 pm
Forum: Student Forum
Topic: ATMF ?
Replies: 4
Views: 251

Re: ATMF ?

Well, it's also the unique strike where put=call.
GZIP: On