sell options (priced for future volatility) if implied (future) is too low compared to historical or normal volatility, or vise versa
sell options (priced for future volatility) if implied (future) is too low compared to historical or normal volatility, or vise versa
•
volatility smile at-the-money options tend to have lower implied
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05/20/2011 postreply
17:54:57
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trader01 com01 http://mahalanobis.twoday.net/topics/Finance/
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05/20/2011 postreply
18:06:38
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trader01 Robert Sluymer Richard Ross thomsonreuters.com mkt next
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05/21/2011 postreply
07:41:48
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trader01 Minyanville's T3 Midday
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06/01/2011 postreply
13:19:35
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trader01 check01 http://www.surlytrader.com/ 6 month ipo hold pe
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06/01/2011 postreply
13:27:28
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trader01 check01 Scott Redler
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06/02/2011 postreply
12:04:41
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trader01 msebastian's blog ted spread not risk;stock mkt big dow
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06/02/2011 postreply
13:19:42
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check01 asset trend ranking http://www.myplaniq.com/LTISystem/ad
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06/04/2011 postreply
08:55:43
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check01 swap spread ois spread libor interest rate future
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06/04/2011 postreply
09:01:53
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check01 yield spread premium risk premium default yield curve
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06/04/2011 postreply
09:08:37
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check01 liquidity01 Peter Toogood emerging market debt
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06/05/2011 postreply
13:33:27
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trader01 vix01
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06/02/2011 postreply
13:28:23
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trader01 check01 With that volume of bets in different direction
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06/02/2011 postreply
14:05:45
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trader01 check01 www.investors.com float info!
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06/02/2011 postreply
15:16:53
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check01 www.investors.com float info! news! us capital market
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06/06/2011 postreply
11:53:31
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trader01 check01 twitter.com/#!/ivanhoff
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06/02/2011 postreply
15:29:48
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chart01 coopersis.com/xml/products11/howto-ZSTOCK.cfm W%R(14) CC
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06/02/2011 postreply
16:05:14
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china01 www.muddywatersresearch.com/ 浑水摸鱼
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06/03/2011 postreply
09:39:53
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china01 muddywater01 Kapitall ACH, ASIA, BONA, CRIC, CYOU, DANG
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06/04/2011 postreply
15:09:57
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china01 us sec 仅对申请文件进行形式上的审查。美国证交会只需确保企业没有重要事实的重大误报或不报,并不审查公司业
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06/07/2011 postreply
14:22:51
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china01 Malone Bailey合伙人George Qin 中国国有银行的工作人员,居然敢在银行里当面给我提供假的
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06/07/2011 postreply
14:38:15
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china01 http://alfredlittle.com/?s=yoku
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06/07/2011 postreply
15:20:08
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china01 Hank Greenberg 保尔森表示要先进行调查,如果调查结果是嘉汉林业真的有问题
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06/07/2011 postreply
20:41:09
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china01 Joseph Cotterill sino-forest
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06/07/2011 postreply
20:56:29
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china01 jamesanalysis.blogspot.com/
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06/07/2011 postreply
21:16:50
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china01 STEVEN M. DAVIDOFF Renren does not even own its major s
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06/07/2011 postreply
21:25:24
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trader01 check01 zstock7.com/
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06/02/2011 postreply
16:07:50
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trader01 check01 zstock7.com/ ta fibor out of base space, a stru
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06/02/2011 postreply
21:46:35
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check01 10 Most Crowded Stocks Hedge Funds
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06/07/2011 postreply
09:13:11
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check usd/jpy (risk on) eruo/chf (risk off) USDJPY has hit bott
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06/07/2011 postreply
10:39:43
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usd/jpy may go to 77: 5% of the big Japanese banks' securities
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06/07/2011 postreply
10:59:03
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USDJPY 77.50 would certainly elicit some pain in LB's portfolio.
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06/07/2011 postreply
11:06:23
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trader01 unwinding of short JPY positions have been key factors
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06/07/2011 postreply
11:18:26
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check01 hedge fund short http://www.marketfolly.com/
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06/07/2011 postreply
11:24:32
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check01 yoku newly available shares will be 19.6 million of ADSs
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06/09/2011 postreply
14:48:32
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yoku01 Youku unique visitors are down 15% Q1. Moreover IPO , Aug
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06/14/2011 postreply
14:37:21
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check01 yoku 2nd offering 12.31 million shares at $48.18 each in
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06/14/2011 postreply
14:49:45
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top01 www.streetinsider.com digicha.com/
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06/14/2011 postreply
15:11:18
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LongShort Ratio for US equities stands just off its six year hig
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06/15/2011 postreply
09:08:47
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check01 Alan Ruskin
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06/07/2011 postreply
12:12:04
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POT01 put/call open interest ratio SOIR
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06/13/2011 postreply
14:21:27
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If the SPX ends up down 30 handles today, the VIX will likely be
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06/16/2011 postreply
09:58:49
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chart01 www.thegoldandoilguy.com
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10/18/2011 postreply
10:38:43
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trader01 汉密尔顿题为自私兽群的几何学 危险区大体上是个六边形 六角形
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06/01/2011 postreply
14:04:23
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trader01 危险区大体上是个六边形。如果捕食者正好潜伏在个体. A 的六角形 危险区内,个体A 就有被吃掉的可能
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06/01/2011 postreply
14:09:22
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trader01 Simit Patel www.informedtrades.com As trendlines "defen
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06/01/2011 postreply
14:25:53
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trader01 危险区大体上是个六边形。函数空间,希尔伯特谱论。希尔伯特利用正交展开将积分方程求解问题化成无限阶的线性方程组求
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06/01/2011 postreply
14:44:18
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trendline 一个0-形式(0-form)定义为一个光滑函数f.0-形式, 1-形式,2-形式等简称为微分形式
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06/01/2011 postreply
15:19:31
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trader01 危险区大体上是个六边形。多重积分中, 面积和体积微元是有方向性的, 即与坐标顺序有关, 但表达式dxdy等并不
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06/01/2011 postreply
15:22:54
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用小块切平面来近似曲面的面积。这时曲面与近似的平面保持方向一致,分割很细时,它们的面积和将近似于曲面的面积
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06/01/2011 postreply
15:30:32
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第二型曲线积分与第一型曲线积分的区别之一是第二型曲线积分具有方向性
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06/01/2011 postreply
15:32:32
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第二型曲线积分,Feynman的话说,当有人问他电磁场的图像的时候,他第一反应是去黑板上画出各种各样的小箭头
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11/09/2011 postreply
19:53:15
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矢量势是个辅助函数,由于它的物理效应完全来源于B,因此技术上可以在A上添加任何一个标量函数的梯度而不改变其物理效应
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11/09/2011 postreply
20:02:31
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当光子进入到眼睛时,会击中隐花色素,使处于量子纠缠态中的电子得到能量,移动数纳米,令其比它同处于纠缠态的同伴感受到略微不同的磁场
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11/09/2011 postreply
20:18:28
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日常所见的宏观物体, 虽然是由服从这种量子力学规律的微观粒子组成,但由于其空间尺度远远大于这些微观粒子的德布罗意波长,微观粒子量
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11/09/2011 postreply
20:31:02
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遵从玻色统计的玻色粒子或玻色复合粒子的理想玻色气体系统设有N个这种粒子,在温度降低到所称的凝聚温度T0以下时,由于粒子每个能级上
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11/09/2011 postreply
20:37:57
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P=0时微观粒子并不静止,这是波粒二象性的必然结果。简单的说,比如自由粒子,当P=0时其波函数=常数。只能说粒子可以等概率出现在
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11/09/2011 postreply
20:58:34
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bose01 凝聚态物理与量子力学 冯端! 冯少彤 ;玻色-爱因斯坦凝聚的相关研究 刘睿
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11/09/2011 postreply
21:07:37
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玻色-爱因斯坦凝聚是动量空间的凝聚,这里的玻色子是指具有总自旋为 整数倍的粒子, ... 形成一定的空间分布, 因而波函数的形式
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11/09/2011 postreply
21:36:12
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一群由相同(identical)[3]玻色,即使該群玻色子間並無任何作用
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11/10/2011 postreply
08:39:54
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由于势场一般是空间变化的,方程((7)表明了归一化临界温度也与空间位置有关,在势阱中凝聚的粒子密度也在空间有一个相应的分布
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11/10/2011 postreply
09:22:06
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由于势场一般是空间变化的,方程((7)表明了归一化临界温度也与空间位置有关,在势阱中凝聚的粒子密度也在空间有一个相应的分布
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11/10/2011 postreply
09:25:47
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简并01 能量只与主量子数n有关, 但对一给定能级n,半长轴确定了,半短轴却可能有n个,即n个不同状态(轨道),有相同的能量.此
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11/09/2011 postreply
21:16:01
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第二章原子的能级和辐射
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11/09/2011 postreply
21:18:00
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当温度足够低时,原子的德布洛意波长与原子之间的距离在同一量级上,此时,物质波之间通过相互作用而达到完全相同的状态,其性质由一个原
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11/09/2011 postreply
21:29:16
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超流體 液體總有一層吸附在固體上, 然後吸附在表面上的液體分子一個拉一個外圍分子, 把湯匙傳來的動量由表面傳出去. 這種一個拉一
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11/10/2011 postreply
09:54:20
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超流體中的原子,則由其本身的鐵磁性所產生的磁作用使原子兩兩成對結合,這兩
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11/10/2011 postreply
10:02:11
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氦-3是费米子,其超流性必须用到描述超导体的BCS理论之推广才可了解。其中,原子代替了电子形成库柏对(Cooper pair),
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11/10/2011 postreply
10:10:58
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少数物质(例如铁、钴、镍),它们的原子内部电子在不同自旋方向上的数量不一样,这样,在自旋相反的电子磁极互相抵消以后,还剩余一部分
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11/10/2011 postreply
10:48:44
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电子具有 h/2 自旋01
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11/10/2011 postreply
12:20:31
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trader01 危险区大体上是个六边形。第二型曲面 乌斯带则为单侧曲面 双侧曲面
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06/01/2011 postreply
15:37:47
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trader01 利用隐函数定理推导出正解的唯一性.最后,结合线性化稳定性理论得到正解的稳定性. 结果表明,猎物之间的强竞争限制
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06/01/2011 postreply
15:48:39
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trader01 正曲率曲面上的三角形三角之和大于π,而负曲率曲面上的三角形三角之和小于π。零曲率曲面上,三角之和正好为π,
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06/01/2011 postreply
15:53:14
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trader01 危险区大体上是个六边形。负曲率曲面上的三角形三角之和小于平面三角形的三角之和
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06/01/2011 postreply
15:56:43
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cup01 我们对高维情形没有直观形象,不妨看一看2维的情形。2维流形也就是曲面的典型例子是球面 和环面 (也就是自行车的内胎面
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06/01/2011 postreply
16:11:29
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为了衡量一个流形的单连通性,基本群不一定是交换群即阿贝尔群
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06/01/2011 postreply
16:16:08
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格林公式01:为了衡量一个流形的单连通性,基本群不一定是交换群即阿贝尔群
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06/01/2011 postreply
16:28:13
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基本群01 一个拓扑空间中, 从一点出发并回到该点的闭合曲线,称为该点的一个回路。 如果一条回路能够连续地形变成另一条回路(起始
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06/01/2011 postreply
16:38:10
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基本群01 Gamma Scalping option pit
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06/03/2011 postreply
13:38:12
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傅里叶谱是常量时,噪声通常称为白噪声。这个术语是从白光的物理特性派生出来的,它将以相等的比例包含可见光谱中所有的频率。从第4章的
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06/03/2011 postreply
14:22:45
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基本群01 Gamma Scalping 帧图像中值滤波处理过程,将二值化图的图像噪声(灰度值0)去除,使处理后的图像中仅留下
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06/03/2011 postreply
14:33:13
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Gamma01 Scalping 所谓窄束γ射线是指不包括散射成份的射线束,通 过吸收片后的γ光子,仅由未经相互作用或称为未经
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06/03/2011 postreply
14:57:53
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Gamma01 Scalping Gamma Scalping Part One - Pay The Day
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06/11/2011 postreply
16:59:44
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Gamma01 Notice the massive open interest at 1280 and 1275 in Jul
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06/11/2011 postreply
20:38:56
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Gamma01 Scalping hot gamma vrgy chip insm iva trv v
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06/11/2011 postreply
21:04:03
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Gamma01 α粒子带正电荷 左手 β粒子带负电荷 右手 γ粒子流不带电 不偏转
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06/03/2011 postreply
15:06:12
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Gamma01 现代自然科学导论 查德威克用这种射线去轰击氢原子时发现,氢原子核被弹射出去,这说明这种射线是具有一定质量的粒子流
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06/03/2011 postreply
15:18:53
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Gamma01 γ射线与物质的相互作用机制属于全或无相互作用,不同于α、β射线的多次小相互作用,γ射线穿透物质后强度减小但能力几
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06/03/2011 postreply
15:26:06
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Gamma01 现代自然科学导论 菩 提 山 人 电学原理01
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06/04/2011 postreply
06:26:47
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Gamma01 现代自然科学导论 原子物理学讲义
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06/04/2011 postreply
07:26:00
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Gamma01 现代自然科学导论 五行与现代物理属性的对应关系
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06/04/2011 postreply
06:28:07
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Gamma01 现代自然科学导论 磁力是一种定向力,而电力是一种移动力 势能 动能
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06/04/2011 postreply
07:17:16
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Gamma01 现代自然科学导论 如根据1927年海森伯提出不确定性原理,把电子束缚在很小的原子核区域内,它的动量将有很大的不确
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06/04/2011 postreply
06:48:58
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相变理论 相平衡曲线和克拉珀龙方程 稳定在一定温度和压强下的物质的单相系,当温度和压强改变到某一范围内时,其稳定性遭到破坏,
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06/18/2011 postreply
20:27:15
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基本群不一定是交换群即阿贝尔群,"矢量场向量场基本群"”
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06/01/2011 postreply
16:41:41
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格林公式01:除了r=0外,你得到一个光滑的电荷分布。如何能理解这个荷? 我们需要积分形式的coulomb定律,也就是场的glo
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06/18/2011 postreply
20:12:43
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置换群Sn中可以以格式(Sn是对n个元素的全体置换的群
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06/18/2011 postreply
21:03:18
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动物搏斗微分几何
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06/01/2011 postreply
14:05:24
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trader01 www.advicetrade.com
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06/01/2011 postreply
20:08:57
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trader01 http://wallstreetexaminer.com/ Lee Adler
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sentiment issue bull bear spread have come down to a 24.6% sprea
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06/05/2011 postreply
15:17:41
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trader01 www.advicetrade.com optionstrategist.com
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06/11/2011 postreply
16:43:03
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top01 www.advicetrade.com optionstrategist.com www.wyattresearch
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06/11/2011 postreply
16:54:44
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top01 RE Alamo City is the place. With five (5) bases here, Mili
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06/11/2011 postreply
17:16:20
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top01 whatstrading.com option01
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06/11/2011 postreply
21:35:05
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top01 rate future U.S. two-year swap spread--which measures the
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06/11/2011 postreply
22:35:42
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top01 http://www.dailymarkets.com/options/2011/06/13/hot-option-
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06/13/2011 postreply
16:00:21
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top01 http://www.benzinga.com/users/michael-j-zerinskas-chief-op
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06/13/2011 postreply
16:11:20
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top01 www.hussman.net/weeklyMarketComment.html
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06/13/2011 postreply
21:13:53
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top01 Ranking Economic Data www.calculatedriskblog.com
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06/14/2011 postreply
13:31:39
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Mark Sebastian vix01 Bite the Bullet
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06/15/2011 postreply
12:08:14
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Paul Mason top01 Greek state starting to lose grip on functions
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06/15/2011 postreply
12:24:46
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Liam Dalton top01 increased government involvement fading away,
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06/15/2011 postreply
13:34:53
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top01 euro01 greek01 )将会取代旧有的欧洲救助基金(EFSF),成为一个向欧元区成员提供金融援助的永久性机制
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06/16/2011 postreply
10:58:23
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euro01 top01 the trading price of new bonds, bank stocks may ral
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06/16/2011 postreply
11:33:30
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top01 Peter Tchir
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06/16/2011 postreply
14:01:44
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top01 1) Bandwagoning puts 2) cat calls
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06/16/2011 postreply
15:44:53
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zero01 Slipmeanother euro to stay
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06/16/2011 postreply
16:02:44
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top01 Deutsche Bank credit strategist Jim Reid Joe Weisenthal
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06/16/2011 postreply
16:20:41
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top01 Joe Weisenthal David Bianco
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06/16/2011 postreply
16:27:37
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euro01 EFSF is capitalised such that the bonds it issues are rat
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06/21/2011 postreply
09:42:42
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euro01 Jefferies Describes The Endgame: Europe Is Finished
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09/14/2011 postreply
06:26:31
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top01 fullyinformed.com
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06/16/2011 postreply
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top01 blogs.barrons.com/focusonfunds/
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06/17/2011 postreply
13:47:43
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top01 www.marketintelligencecenter.com/
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07/05/2011 postreply
17:56:56
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只有略去. 1/R高次幂,电场才近似为. 横向。 电偶极辐射
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07/05/2011 postreply
18:22:52
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引力波似乎不存在,原因只有一个,就是产生引力的质量不能突变,起码在大的范围内不能突变。
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07/05/2011 postreply
20:09:27
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研究微弱的引力场的微小变化是十分困难的,而且,我们也无法在地球上产生强大的引力作用,让它们传播很远的距离
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07/06/2011 postreply
10:21:28
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引力波的本质,当然也就是引力的扰动,也就是带有引力的物质(一切有质量的物质)发生有加速度的运动时(例如各种振动),就会发射引力波
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07/05/2011 postreply
20:44:36
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这种波不再是一维绳子的波,也不再是二维的平面波,而是三维的球形波。那么,还有什么波是球形波?
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07/05/2011 postreply
21:09:12
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区域中的能量涨落可以看做是不同. 平面波之间的短干涉效应的一种表现形式
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07/05/2011 postreply
22:12:17
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top01 fserb.com.br/newscloud/
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top01 www.marketintelligencecenter.com investors.com
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volatility smile01 Fragility Fears Weigh on Renminbi
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07/06/2011 postreply
20:47:32
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volatility smile01 Graphs showing the implied volatilities of re
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07/06/2011 postreply
20:49:15
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option01 volatilitysquare.blogspot.com
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07/06/2011 postreply
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check01 Steven Englander The pain trade
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07/07/2011 postreply
09:02:24
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Traders sometimes talk in terms of the 'Pain Trade', the market'
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07/07/2011 postreply
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fcxpot01 top01 www.emergingmoney.com/
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06/17/2011 postreply
14:17:27
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all banks thateuro01 ECB would face an impact if a Greek debt re
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06/15/2011 postreply
15:02:53
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FRA/OIS spread was 128 after Lehman 80.8 on 08/15/08
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06/15/2011 postreply
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financial risk01 FRBNY FX swap lines.
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vix01 Implied Correlation. kcj yahoo dow 30 stocks axp cat trv,
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06/16/2011 postreply
18:06:47
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top01 www.marketfolly.com/ hedge fund
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top01 James Picerno www.capitalspectator.com/
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top01 www.reuters.com/finance/currencies
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top01 Currency speculators increase bets against US dollar-CFTC
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top01 birinyi associates inc fcx
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top01 http://cn.cnyes.com/ 钜亨
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top01 http://www.dnaindia.com/money/column_proceed-with-caution-
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06/13/2011 postreply
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top01 economist01 http://blog.sina.com.cn/taodong
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top01 http://globalmarkets.anyoption.com/ DBBSZ, the Double Boll
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06/12/2011 postreply
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gold01 冯博 gold fa
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trader01 现在不是温水煮青蛙,而是75度的热水在熬博弈各方资金链
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06/02/2011 postreply
14:16:41
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trader01 dang 06072011 yoku 06082011 lock up expires
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check01 www.tsptalk.com This Citigroup Economic Surprise Index
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06/06/2011 postreply
05:53:32
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