2inthepinky


























  1. Right now it looks like nopex, but expectation of the model can change next week.

  2. Längst überfälliger Schritt. Sollte sich positiv auf die EPS auswirken.

  3. Dürft ihr bei Razzien auch die Taschen der anwesenden Personen durchsuchen oder beschränkt sich das recht der Durchsuchung auf die Räume und Dokumente?

  4. When you say you tested the code, does that mean you retested previous data to verify accuracy and then reran the new data and received the same results?

  5. Sometimes if you download the price data files something goes wrong during processing or the dataprovider changes the format. This can give you wrong output since the values are not correct anymore. Also I checked my code if I made accidental wrong formatting/typo/dist. models and stuff.

  6. This prognosis didn't age well.

  7. Well what was wrong? we moved 50 cents up this week? :D please elaborate

  8. So i take it SSTD refers to this:

  9. Yes Student-t but the skewed version ;) nothing itchy here.

  10. Twointhepinky, are things playing out as expected for you?

  11. Well sadly the Model was right till today, still got my calls but probably close them till the end of the day.

  12. It's not superior. The proper lags depend on the time series. There's also other families like EGARCH that could give better forecasts.

  13. You talking about about another model, I talk about the ARMA Term. And for AR > 1 there is no improvement since further away data points since the past vol should be included in todays vol. I am 100% sure it's proven. In my past posts I mentioned that I tried different models Like E- CO GJR and others with my model having best results of those.

  14. Yes, I asked whether you use GARCH(1,1) or "something else", as in different parameters, or some other variant of GARCH - since GARCH(1,1) doesn't always outperform other models. I was just curious about your methodology.

  15. Yeah for sure, usually the differences are pretty small but I start with sGARCH and then try others to improve log likelihood. I would really like to improve the model by combining it with options data but I am really no expert in coding.

  16. Master in statistics a decent Knowledge of R + Python should be everything you need.

  17. That's interesting, JFreshes data showed that volatility will increase (which may not be equal to a price improvement)

  18. I don't know what type of model he was running, but if so I am really interested in how this will turn out.

  19. Does the model work for the whole retail short basket??

  20. Good question, but I have no answer for you. I didn't get results for BBBY as a single stock. since there is no index of a "basket" one would first select stocks and make an index by oneself. The calculation is not difficult but to prepare the data takes a significant amount of time-

  21. Müsste ich nackt sehen ums beurteilen zu können.

  22. He filed it the day we went on RegSho, possible that the prepares for the Gamma squeeze + forced settlement period.

  23. Thanks Gherk! Really appreciate all your hard work for providing us this insight and educating us on market mechanics.

  24. Thanks for pointing that out Gherk! As always, good content! :P btw what parameters are you using? U think financial storm is coming next week?

  25. I actually have to work this week again, to set up the model took some time and its been a while since I finished my econometrics course at university. I might let it run for the spy soon.

  26. Everybody who isn't able to properly manage one's own risk shouldn't play options at all. I lost a tiny amount of money today and it sucks but I could have taken profits when I was up almost 60% this week. The problem was I got greedy and didn't react fast enough. The signs were there before we dropped. And Gherk warned everyone when IV crushed, if you don't take actions that's your Problem. Gherk is not there to grow your portfolio. The Stock market is a zero sum game and sometimes you win sometimes you lose. There is no guaranteed Cycle. We don't even know if it really has something to do with Operational Expenses of ETFs, GEX or if it is just a self fulfilling prophecy. If you really mad because his predictions didn't come true, fuck you. Make your own predictions and see how they play out.

  27. Buy a shitty put for 20-50 bucks so you get free margin and buy calls for the run with the Credit granted. If it works out you make a lot of money, if Not you sell the calls and lose a few Shares. Doubled my account size Last runup with this.

  28. If u have say 100 shares of GME your broker will probably consider this unsafe and demands 100% margin. if you buy a 30 dollar put for GME, your position is now hedged. because you can always sell these shares for 30 dollar each. so your broker gives you 3000 dollar more Margin as long as you keep this put. The put might only cost you 50 bucks. Ofc the Risk is that your gambling away your margin and you may end up selling a few shares to get back on track. But hey, no risk no fun.

  29. Lol you don’t listen to what Putin says, you listen to what he does. He lies. If he wasn’t trying to take the capital he wouldn’t have sent tens of thousands of troops at it. He also even said his goals were to “denazify” the entirety of Ukraine, which he has now pulled back on.

  30. ofc I am a Russian troll cause I don't think like you do. But hey I give it another try.

  31. https://www.sueddeutsche.de/politik/ukraine-kaempfe-sanktionen-1.5558593

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