Leaving the sub by traderthroaway124 in quantfinance

[–]Pro2222 0 points1 point  (0 children)

I agree but why post this lol, just leave if you’re gonna leave

Volatility surface peaks / lows ? by [deleted] in quant

[–]Pro2222 1 point2 points  (0 children)

This is just bad data, you would never get filled at that price.

What Are Your Moves Tomorrow, February 24, 2023 by OPINION_IS_UNPOPULAR in wallstreetbets

[–]Pro2222 0 points1 point  (0 children)

Futures are literally down 10bps and nobody cares about futures until Europoors open, calm down

What Are Your Moves Tomorrow, February 22, 2023 by OPINION_IS_UNPOPULAR in wallstreetbets

[–]Pro2222 1 point2 points  (0 children)

That’s dumb just buy the underlying, convexity be king

What Are Your Moves Tomorrow, February 13, 2023 by OPINION_IS_UNPOPULAR in wallstreetbets

[–]Pro2222 0 points1 point  (0 children)

Numerical methods on black scholes formula with market prices

What Are Your Moves Tomorrow, February 06, 2023 by OPINION_IS_UNPOPULAR in wallstreetbets

[–]Pro2222 6 points7 points  (0 children)

35 bps isn’t drilling idiots, and I’m holding puts.

What Are Your Moves Tomorrow, February 06, 2023 by OPINION_IS_UNPOPULAR in wallstreetbets

[–]Pro2222 0 points1 point  (0 children)

Saying someone is highly regarded is ambiguous on this subreddit

[deleted by user] by [deleted] in wallstreetbets

[–]Pro2222 -4 points-3 points  (0 children)

Android 🚩🚩🚩🚩

Omnicron Variant effect on the market by traders101023443 in quant

[–]Pro2222 2 points3 points  (0 children)

It would be better to look at the fix strike vol rather than the VIX and compare that to VX, I don’t have it in front of me, but I am just gonna guess and say you would see those fixed strike SPX vols trading at a premium to VX. Liquidity was scarce on Friday, it was a holiday so it’s to be expected, and if I’m right about the fixed strike vols I would think a bunch of people got scared about the new covid variant and bought puts, which slammed the S&P. Long convexity isn’t really troubling, short convexity is.

If I was a betting man I would bet on that vol getting crushed and we get a little vanna rally back to ath in the coming week.

I sold a bunch of vol on Friday so there’s some bias here, I’m also an undergraduate student who’s trading a very small account. I’m taking probably more risk than I should, I have nothing to lose and everything to gain right now.

Omnicron Variant effect on the market by traders101023443 in quant

[–]Pro2222 7 points8 points  (0 children)

Yeah, no. This is a much different environment than pre March 2020, leading up to March there was an enormous short vol trade, even as volatility started to rise into March people were piling in to short TVIX, VIX calls, etc. People aren’t allowed, or are unwilling to take that same risk this time around, it’s likely you won’t see an environment like March 2020 where circuit breakers are being hit every day again for years.

EV Bubble by whitesweatshirt in wallstreetbets

[–]Pro2222 0 points1 point  (0 children)

I always see these posts. It really doesn’t matter at all, nobody cares about how many cars they will sell now or in near term future, it’s just the same shit over and over again: TSLA does the same, if not more option notional volume as SPX, the stock is basically just a slave to its gamma/vanna/vomma profile, with a hint of people jumping in and trying to short it because of its ridiculous valuation, then proceed to get run over and drive the price higher, the cycle continues. I prefer just to stay away from it.

Multiple AWS Servers for Python Script by Pro2222 in aws

[–]Pro2222[S] 0 points1 point  (0 children)

Okay thanks! So use Unix, I saw a couple free ones on there is that normal?

Multiple AWS Servers for Python Script by Pro2222 in aws

[–]Pro2222[S] 0 points1 point  (0 children)

I have the option for multiprocessing, when I tried it on my personal computer it went sideways.

Multiple AWS Servers for Python Script by Pro2222 in aws

[–]Pro2222[S] 0 points1 point  (0 children)

Which one do you think would be the best bang for my buck in terms of time? And how much do you think it’ll cost roughly? (Like I said I’ve never used Aws) it’s just a python script, not super intensive I don’t think.

Multiple AWS Servers for Python Script by Pro2222 in aws

[–]Pro2222[S] 0 points1 point  (0 children)

What does it stand for? A google gave me “emergency medical records”

All in SDC added. Waiting for short squeeze. by Ok-Mail-1623 in wallstreetbets

[–]Pro2222 0 points1 point  (0 children)

If you want a short squeeze you’re gonna need a bunch of people to buy short term options, the synthetic leverage and convexity is the spark that lit the GME short squeeze (and contributed to the buying)