Thanks. I sent a message to Tom.
I have the same issue with this thread:
Thanks for checkin.
I am log in on both the CD site and the forum but I get this message:
I send a message to "contact". I'll wait and see.
I saw the mention of this thread: Portfolio hedging using tennies.
I would like to read it but the link does not work. Was it renamed or deleted...
I'll continue to go forward until today.
I have done various months in 2015, 2017 and 2018. All ok. But I want to be methodic, I'll post more...
I am in the learning stage.
I am backtesting the M3. For the moment the results have been good. In my backtest, I do not look at any chart or pay...
Sorry to have disturbed you for nothing.
Everything works perfectly well.
I had circled the wrong butterflies (the ATM instead of...
The data with the cyan background is from OV to Excel as you have shown in the video. Since there is no mid-price, I used your formula: (Bid+Ask)...
I started importing data into Excel from OV as per your video.
Once I had the pivot table finished and populated, I returned to OV to the...
I had read something about that but didn't know if that had been corrected or was the same issue I am having. Even the P&L is different, but that...
Thanks. I looked for it but I realise that it is for premium members.
I was trying to absord as much as possible before joining but I guess the...
I have. I'll browse the forum again and will post the question there if I don't get any reply here in the next few days.
I'm in the same situation as you, wanting to know the correct settings in OV for the M3.
What Vol model are you using ?
Thanks for the reply.
Actually, Dave posted the T-Log at the end of the video. So I really made sure that was a correct match of every entry and...
Separate names with a comma.