There is a small irony in you asking other people for data to back up their arguments, and then making your argument "from personal experience".
I like the market making vignette, but in reality the market maker would certainly be hedging his delta as the orders came in, and for a very one-sided options trade like this he would probably be putting on a…
Yeah, an infinity cubed is countable. Just iterate over the infinite number of finite diagonals, like you did for the square (a diagonal is any set of points where the coordinates sum to a particular constant).…
There is a small irony in you asking other people for data to back up their arguments, and then making your argument "from personal experience".
I like the market making vignette, but in reality the market maker would certainly be hedging his delta as the orders came in, and for a very one-sided options trade like this he would probably be putting on a…
Yeah, an infinity cubed is countable. Just iterate over the infinite number of finite diagonals, like you did for the square (a diagonal is any set of points where the coordinates sum to a particular constant).…