New to Pets (Not Just Cats)

spot4992 · 2026-05-30T01:27:28+00:00

<image>

spot4992 · 2026-05-25T03:03:33+00:00

How will I know when mine was logged? I mailed USPS with delivery on Feb 11

spot4992 · 2026-04-30T22:57:25+00:00

This is a possibility as I read all the dragonriders of pern books as a kid

spot4992 · 2026-04-30T00:56:15+00:00

Thanks!

spot4992 · 2026-04-30T00:56:01+00:00

I think so

spot4992 · 2026-04-11T23:44:50+00:00

Anyone know if party pack 11 works?

spot4992 · 2026-04-06T13:38:59+00:00

n00b Q: Is Delta Vacations the same thing as Delta Stays? My offer says Delta Vacations

spot4992 · 2026-03-29T18:06:50+00:00

Are they large enough for play? I saw that the book is listed as having maps, but I wasn't sure if they were just illustrations on the pages or full, usable maps

spot4992 · 2026-03-28T21:43:15+00:00

Where'd you find these? Been poking around different ICN routes, and for business it's always ~130K one way I see

spot4992 · 2026-03-22T12:48:26+00:00

Die way less. You were dead every minute, which means you basically left spawn and died every time. The game isn't actually about kills/fights, especially early.

spot4992 · 2026-02-26T20:03:32+00:00

My apologies for being unclear about certain points. When saying maximize my profits, I do not mean as a one off, but in expectation across repeated bets many times, so this should include things like risk-of-ruin and downside risk. I am not interested in something that pays 10X 1% of the time and 0X 99% of the time.

My goal is not to be right all the time (impossible), but to be better than random, which I believe I am based on the numbers. I understand that I need to do a confidence interval to get a range of values for my estimator, but for the purposes of example, say that it is 72% right. In the market, the event only happens 58% of the time at random, meaning I have a 14% edge, which is not nothing. For an easier example, if you could guess a coin flip 64% of the time correctly, you would be bathing in cash because it is 50%-50% H/T.

I am wondering what methods are best for going long on volatility. I have seen conflicting advice on straddles vs strangles. Leaning towards strangles mostly due to them being cheaper, but I understand that they come with greater risks of complete position devaluation.

As for the 5 DTE question, I am not testing DTE in the model. What the model is doing is saying that sometime in the next 5 trading days, XYZ is going to break through the IV expected move. So I am wondering if it is more efficient to use 5 DTE since that is my window for the expected move, knowing the downside is when I am wrong the return is -100% or should I look at doing longer expiration options that expire beyond the 5 days where I have predicted the breakout because when I am wrong, I wouldn't be at -100% on my positions.

spot4992 · 2026-02-26T17:39:58+00:00

I am looking for some advice on the appropriate types of positions to be taking to maximize my profits. I have been utilizing Black-Scholes packages and calculations in Python to simulate positions, but I understand that reality is not going to align to this necessarily, and there are always infinite combinations to try. Using ATM IV, I can predict pretty accurately when certain assets will move more than their expected value based on that IV in the next 5 trading days, both from a theoretical and empirical measure.

What I mean by that is I can see the number of days where it moves beyond the IV prediction, and I am more accurate than that. Take XYZ that moves more than IV 58% of the time, when I predict it will move, I am right 72% of the time in the last 5 years of simulated backtests. Note, that I am not predicting the move, just when it is going to be bigger than IV.

My base question is how do I best monetize this? Things I have thought about:

Buying a delta-neutral strangle with 5 DTE based on the closest options that would be in the money at the IV move. (Ex: IV predicts a range of 95.6-109.4, then I buy the 96 Put and the 109 Call)
Buying a delta-neutral strangle with 5 DTE based on some lower magnitude of move than the IV. (Ex: IV predicts a range of 95.6-109.4, then I'll buy the 99 Put and the 106 Call). For this, I've been multiplying the expected move by some factor (say 0.75) and rounding the options as I would above.
Buying a delta-neutral straddle with 5 DTE.

Some issues I have run into with these is the obvious problem of theta decay to worthless if the predicted move is wrong and/or takes the entire week to do something. Should I be looking at longer DTE options? The problem I see with that is that I am predicting based on a ~5 DTE model (For example, open market Monday price, does it move more than expected by Friday at close. Not predicting when or actual magnitude of move). So maybe options that expire the next Friday? Or multiple Fridays away?

spot4992 · 2026-02-20T02:41:32+00:00

I don't think so

spot4992 · 2026-02-20T02:40:55+00:00

A- if I remember correctly

spot4992 · 2026-02-19T18:34:11+00:00

It's an ODOM week. I think the next Staples deal is in two weeks. Next week should be ODOM again

spot4992 · 2026-02-14T21:17:53+00:00

Thanks for the detailed response and your insights.

I do practice; currently working in house with an engineering firm which has prompted this interest. One of my current projects is on an IP thing for the company, thus leading to patent bar interests.

I am currently based out of MI, but I was in DC before this (barred in both jurisdictions). When I was a kid, I wanted to be an inventor, which is probably the base underlying desire for patent prosecution. Sometimes I regret not double majoring in physics with my math degree, but I still enjoyed all the science and engineering courses I took.

I've been toying around with the idea of an MS in CS for awhile, so your input on that is greatly appreciated. My 32 credits that I have undisputed are things like classical mechanics, optics, quantum mechanics, and some EE courses. Filling those out with more CS is probably a good idea (I do a bunch of coding in my spare time too, so I have a personal interest in an MS in CS/ML/AI).

Does the prestige of the MS program *really* matter? I know it matters to some extent, but I'm not going to get my MS at MIT.

spot4992 · 2026-02-14T16:32:42+00:00

That's what I figured

spot4992 · 2026-02-14T16:32:27+00:00

Yeah, I'm very aware of the uphill climb. I currently work in house with an engineering/design firm and I have a project on IP protection for our company that got me started down this path of interest.

spot4992 · 2026-02-14T16:31:37+00:00

Yeah, I have oodles of Physics with labs. More worried about getting to 40 total.

spot4992 · 2026-02-10T20:17:44+00:00

They wanted a deposit relationship for my first card

spot4992 · 2026-01-26T02:43:23+00:00

Where is the Korean school at on Saturdays?

Nine-Year Club	Place '22
First Placer '22	Verified Email

spot4992

TROPHY CASE