g**s
发帖数: 1114 | 1 This actually open a good topic to discuss. Why we think it's "一般不会有"
loose 25BI in live game but "会一般有" on-line?
1.Because the time/volume constrain?
2.Because live game is softer?
3.Because you play differently in live vs on-line?
4.Because you adjust your play when you lose several BI?
5.Because you lost 5 BI and then left?
I can see in live game, when people win/lost several BI, they change their
play style significantly. I do too although not that much. But I don't
change my play style at a... 阅读全帖 |
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n***a
发帖数: 274 | 2 为什么都喜欢打6max，9max varience更小一些吧，因为看得flop更少 |
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T*********k
发帖数: 1621 | 3 Online poker is dead to me. I lost interest playing it. Only play 1-2 times
in a week vs playing everyday before.
The cash out sucks. The game is full of nit multitable waiting for big cards
. Ocassionally you have some donkey and then you have to deal with varience.
I suspect those website is really short on cash. The touney on Lock ususally
ganrentee $xxx money but I multiply the buy-in with players who brought in,
seems website always lose money. Sucks FTP and PS can't ops in US.
Ridiculous U... 阅读全帖 |
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T*********k
发帖数: 1621 | 5 I made the fold based on two factors:
1. How much I already invested, in the case I only invested $30, compared to
the $900 of my original stack.
2. How much I will win. In this case, either $125+600 = $725 or $1525 if the
other guy involved. In either case, I don't think I get the odds so good I
can't refuse, especially 2 guys still need to act behind me. Say in other
case, there were already two guys all-in in front of me and money in the pot
already, I may more inclined to call.
Either way, I... 阅读全帖 |
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T*********k
发帖数: 1621 | 6 今天我还挺高兴的，再说版上很久也没有很热烈的技术讨论贴，索性再多说两句：
1：关于 SB 的 150 overbet pot，我对他的 range 分析是 overpair, 或者 two pair
,
反而 set 的可能性小。 在我看来 overpair 的 weight 最大，two pair 其次。因为
很多人在 medium pair 发出一堆小牌，而自己 OOP 时，都喜欢 donk bet 看看当时桌
上反映如何，如果后面的人排山倒海 raise reraise，那他们就很放心的就扔牌，相反
我觉得他在 draw 的可能性小，因为这样打法在我看来很笨，自己还没成牌之前就把
pot 搞大，这么湿的 board 的 multiple way pot, 后面还有多人，很难保证别人
没有 big flop, 也很难把 pot 在 flop 就拿下，在这种情况不明的形势下就 commit
1/
4 的 stack 我个人觉得不智。
2. 关于我在 flop 是 call, raise, or fold。 三种选择当中我最不喜欢 flat call
。在我来看 flat 在这种情况下... 阅读全帖 |
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x*********u
发帖数: 1155 | 7 是的
hymie你买了chamomile和neroli呀，那两个真的是抢钱呀~
你要是用这纯精油比较好的话
说一声，我就抛弃decleor，投奔新目标了
多年
习惯
我的
varience不
地位
最后 |
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x******a
发帖数: 6336 | 8 Variance Swap的pay off可以用european vanilla options复制。
vanilla （europe） options的theta都是负的，而variance swap是不随时间变的，
为什么？ |
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D********n
发帖数: 978 | 9 谁说variance swap不随时间变。太雷人。
我book上的variance swap每天都在亏钱，谁觉得不随时间改变谁从我这里拿走。 |
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x******a
发帖数: 6336 | 10 我也是说variance swap不是constant。可是interviewer执意说variance swap的pay
off不随时间变化。我对这个问题不太熟悉，没有争过他。 |
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n****e
发帖数: 629 | 11 我靠 这年头面试都考variance swap了。。。 |
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r******r
发帖数: 23 | 12 Variance swap can be replicated using options, but those options need to be
delta hedged, i.e. Gamma trading, which in theory cancels the Theta.
Therefore, no time decay. |
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x******a
发帖数: 6336 | 13 Receiver: thank you very much.
From what I know, after delt hedge, theta is approxiamte -1/2*dollar gamma*
vol^2. And in the static replication, the weight of the options is chosen so
that dollar gamma is a constant. I think theta is therefore a constant. I
am not quite familiar with this area. Can you let me know some reference
besides the two papers from JPM and GS? Thank you again.
be |
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x******a
发帖数: 6336 | 15 sametime,
thank you very much for the reference.
i will read it. |
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