tag:blogger.com,1999:blog-1520302325239963360.post2001216120503219609..comments2024-01-23T14:04:29.555-08:00Comments on Risk Laboratory: Ophir Gottlieb: S&P 500 ETF (SPY) - Calculating Edge on a Bullish SpreadOphir Gottliebhttp://www.blogger.com/profile/14504557662647338626noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-1520302325239963360.post-82255886088527043432010-11-06T13:29:28.618-07:002010-11-06T13:29:28.618-07:00interesting to see back of the envelope calcs...interesting to see back of the envelope calcs...Alexeynoreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-37372891401984189042010-11-05T09:36:09.774-07:002010-11-05T09:36:09.774-07:00Glad I gave you your fix, Alexey...Glad I gave you your fix, Alexey...Ophir Gottliebhttp://www.blogger.com/profile/02699643319377083669noreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-34406288608766261042010-11-05T09:26:51.197-07:002010-11-05T09:26:51.197-07:00long awaited post with some math for me, thanks Op...long awaited post with some math for me, thanks Ophir :)Alexeynoreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-12553650716162493792010-11-05T09:23:57.042-07:002010-11-05T09:23:57.042-07:001: Yup.2: Coming soon.1: Yup.<br><br>2: Coming soon.Ophir Gottliebhttp://www.blogger.com/profile/02699643319377083669noreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-51468676431086493102010-11-05T09:18:03.848-07:002010-11-05T09:18:03.848-07:00Ophir, Two questions... 1 - What does non-trading ...Ophir, <br>Two questions... <br>1 - What does non-trading weight mean in your spreadsheet above? Is it basically just the adjustment you make to vol over a weekend?<br><br>2 - Is the PL chart available anywhere in livevol?<br><br>Thanks!charleshttp://openid.aol.com/cwswim03noreply@blogger.com