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LOL.....oh, I see what you mean!! ;-) OK....try this one if we are talking finance: https://seekingalpha.com/article/4333307-global-equities-generational-buying-opportunity-emerging The second quote listed at this link is relevant too...

Hi Marcas....some calming words for you :) ...watch the first 20 seconds of this from an experienced doctor: There are some interesting points made on this channel...(Search "Do You WANT To Be On A Ventilator?" on YouTube if the embedded link does not work). A lot of medical people subscribe...

Hi Marcas No worries, as they say down here in Australia/New Zealand :) This has clear references and links and is updated regularly: https://informationisbeautiful.net/visualizations/covid-19-coronavirus-infographic-datapack/ https://www.worldometers.info/coronavirus/ has lots of useful...

Hi Marcas It turns out it is a fake list......as in: https://www.independent.co.uk/life-style/gadgets-and-tech/news/coronavirus-symptoms-stanford-tips-protection-pandemic-advice-a9399621.html A list of coronavirus tips claiming to be from Stanford is being shared widely online, despite the...

:-)

Hi Gary....there is this research paper from a while back...it still seems to work more often than not: https://caia.org/sites/default/files/forecasting_a_volatility_tsunami.pdf

A good discussion...the "always grumpy" [/URL] Michael Harris put another blog post up on this theme (focusing on trend-lines this time) a few days ago: source: http://www.priceactionlab.com/Blog/2018/05/charts-trading-strategy/

Quite so....the article also reminds me of Mr Harris' work: http://www.priceactionlab.com/Blog/the-book/

Here you go.... a .pdf http://technical.traders.com/free/v35c02376SARK.pdf Also it would help to watch the video on this page: http://roadtriptrade.com/

It is always amazing to see how the price of the teenie explodes in a true vol spike. I watched an April standard expiry 2-delta SPX 2200 (!!) put move from approx $2.65 at 15:30 Thurs 1st all the way up to approx $25.60 near the close on Monday 5th. That's pretty useful asymmetric price...

After last week's volatility, I thought I'd add an interesting article to last years discussions that I stumbled upon, written by a retired investment advisor (bought his first stock in 1958!!) that discusses hedging (see below). On another note, I'm not sure if anyone used the right hand...

Never a truer word, johnyoga Indeed, this great investors letter*** from Artemis Capital hits the nail on the head, including a nice reminder about Hari Krishnan's "Second Leg Down" book: *** https://static1.squarespace.com/sta...s_Volatility+and+the+Alchemy+of+Risk_2017.pdf Also, this...

Hi Steph I agree with DGH, Marcas and PK...very wise advice from them. Remember - the markets are not structured like a sports league. There are no beginner, intermediate or professional competitions. It's as if you turned up to play a friendly round of golf and find yourself paired off with...

15070p3, there is some amazing stuff buried amongst that link of yours....the SCALE of RenTec is mind blowing....for example: High Volume Trading. Trading records and other evidence indicate that RenTec used its discretion over the basket option accounts to conduct millions of high-volume...

Nicely put, Kevin. I was just reading the "Fat Pitch" blog today, where the author brought up a relevant point on the frequency of "non black swan" movements: source: http://fat-pitch.blogspot.co.nz/2017/05/weekly-market-summary_28.html#more

A bit of a late follow up by me, but here's a quote that agrees with Srini, but has a look at risk parity from another perspective: "Paul Jones’ risk parity crash thesis is based on the idea that, because the positions are volatility weighted, risk parity managers buy more in times of low...

On the general topic of volatility, etc.... I found this recent article https://www.bloomberg.com/news/arti...ddon-theory-warns-of-risk-parity-correlations an interesting read (this opening sentence amused me!): How will the world end? Not in quakes of discord, but with an excess of harmony...

:) Apologies accepted....thanks for the awesome AQR links...most appreciated. After reading this book: http://qoppac.blogspot.co.nz/p/systematic-trading-book.html my eyes were opened to a lot of volatility targeting approaches and implications. You might already have Rob Carver's book.....I...

A very good point....overnight gaps are the enemy of an optimized fixed fractional or even half-kelly money management system. It's an awkward point, but I do believe there is gravitational pull once a trader starts expecting much beyond 15% net compounded annual growth rates, as discussed...

First, thanks to Ice101781 for opening up the thread. Great discussion. Also thanks to Srini for mentioning Hari Krishnan's book. I've been alternating between reading through the kindle edition and running a few spot check back-tests on how the put-ratio performs in a few different...