Option Trading for Extreme SPX Volatility Environments Meetup
This Monday Sep 18 at 7PM EDT
Presenter is Sholom Benzev
Bryan Downing is inviting you to a scheduled Zoom meeting.
Topic: Option Trading for Extreme SPX Volatility Environments
Time: Sep 18, 2017 2:00 PM America/Toronto
Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/270765367
Or iPhone one-tap :
US: +16465588656,,270765367# or +16699006833,,270765367#
Dial(for higher quality, dial a number based on your current location)：
US: +1 646 558 8656 or +1 669 900 6833
Meeting ID: 270 765 367
International numbers available: https://zoom.us/zoomconference?m=Jj0mKJxCnP-SRpAvPcyZqMn3ozepN21M
[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/07/spx-russell-2000-or-down-on-open-prior-night-close.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/07/spx-russell-2000-or-down-on-open-prior-night-close.jpg” size=”large”]
[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/06/gold-spot-versus-spx-volatility-Index.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/06/gold-spot-versus-spx-volatility-Index.jpg” size=”large”]
facebook.comOptions backtest: Iron Condor with SPX
Great article from a low latency HFT software developer
Thanks to him for sending
https://www.linkedin.com/pulse/options-backtest-iron-condor-spx-38-dte-arielFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/04/At-what-point-will-volatility-of-SPX-put-an-Investor-on-edge.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/04/At-what-point-will-volatility-of-SPX-put-an-Investor-on-edge.jpg” size=”large”]
Storing arb for VIX and SPX futures
From the NYC Contact but he asks about this:
Is the Virtual storage cost for VIX and SPX Futures contracts is the total opportunity cost which includes the risk free interest rate + dividend of the underlying?
http://www.wilmott.com/pdfs/020923_storing_arb.pdfFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!