Lol. If you're in the area!
Sorry... I meant reverse calendar.
At the very least, I need to know the entire position. This doesn't tell me enough. I recently backtested a RC hedge through 2020 and it failed...
That's a very attractive risk graph! I have found issues with other positions that have similar risk graphs, though. I'd be curious to know your...
This may answer your question. From the Green Trader Tax website: "Florida does not tax S-Corps, or LLC’s filing as a partnership unless the...
I'm new to South Florida. Any option traders around here?
Are you suggesting this might have been EOD shenanigans? Volume is usually highest in the last 10 minutes though, right? Are prices on the...
That makes sense. What is another potential reason (or two)? Also, what about data from 3:55 PM ET rather than 4:00 PM? I would think this to...
This has probably been addressed but on multiple occasions, I have seen EOD option quotes with crazy wide bid/ask spreads. I'm especially curious...
That looks like some impressive attendance!
I think coming up with those buckets (< 18, > 28, > 35) retrospectively makes this strategy overfit. Jeff1228 asks a really good question about...
There are at least <choose a large number> possible adjustments for any position you're ever in. They all have pros and cons rather than being...
Those last two sentences are woefully incomplete. Maybe you can't make any money, either, if you "manage risk like a beast." A statement like...
I'm not sure which point makes me laugh more. It's all good, though.
My mistake. I was thinking about cointegration--not covariance--which I thought pertains to correlation stability.
I've seen much discussion of correlation over the years but very little about covariance. Where does the latter fit in?
If I'm going to compare positions, then something needs to be normalized or everything is apples to oranges. Bum said "looking @ options trading...
Bum-- You wrote, "Credit spreads are much less risky & have lower margin requirements." Consider the following modifications to the example you...
Think about ROI, though. If the market moves to the long leg of my credit spread then I have the opportunity to lose 100% on my investment even...
I think that's part of it. I also think people who do trade and who are at least semi-serious have about as many different trading interests as...
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