Recent content by rriboldi

Thanks a lot for the answers. Now, could someone point out where one can find historical data on SPX or FTSE/DAX options (at least close and volume) which is less costly than the MarketDataExpress (got here through the CBOE website) or the LIFFE website? I could also get the hands on a...

I know that forum, however what I would like is TRADER'S opinions about this matter, since I wanted to deliver a study which could be of use on volatility desks. I'm sure that there are lots of option traders who have a view on this topic.

Hi to everybody, I have a question for those of you who worked in banks or do know what market practices are with a certain degree of confidence. I read Derman's 1999 paper on regimes of volatility, followed by Carol Alezander's one on PCA and implied volatility smile and skews. Given the fact...

Hi to everybody, First of all, I would like to say thanks to this wonderful forum, since it is helping me a lot in understanding more about the the opportunities within prop trading. I've been always interested in trading, but always have seen the ibanking world as the only objective to reach...