Recent Content by AlphaTango

  1. Execution of order on single stock options : unusual observation

    It happened for at least 8 different underlying stocks and there were no splits etc. in the last 12 months.
    Post by: AlphaTango, Oct 5, 2018 in forum: Options

  2. Execution of order on single stock options : unusual observation

    Thanks rb7 and others for taking the time to reply. It was on US mid to large cap stocks (i.e. >=$2bn market cap). The trade-log for off-tick...
    Post by: AlphaTango, Oct 5, 2018 in forum: Options

  3. Execution of order on single stock options : unusual observation

    Hi all, I've traded single name options for the very first time recently(been only involved in index before). When placing a 'non-standard'(i.e....
    Thread by: AlphaTango, Oct 5, 2018, 7 replies, in forum: Options

  4. Moving Averages/Trendlines/Time Intervals

    Do you happen to have the code in EasyLanguage or perhaps the basic premise in English?
    Post by: AlphaTango, Sep 9, 2018 in forum: Strategy Building

  5. Long tail risk and positive expectancy strategies

    Thanks for taking the time Guru! You've certainly given me some food for thought. What's "skewed conversion" -re-investing some...
    Post by: AlphaTango, Sep 8, 2018 in forum: Options

  6. Long tail risk and positive expectancy strategies

    If you held SPX Feb'18 1450/1400p from 26th Jan through 9th Feb 2018. You made $1000 on 50x100 contracts and that's before slippage and...
    Post by: AlphaTango, Sep 7, 2018 in forum: Options

  7. Long tail risk and positive expectancy strategies

    These (Oct & Nov'18 1400-1500p) are ~0 delta ! What's the point in having these?
    Post by: AlphaTango, Sep 7, 2018 in forum: Options

  8. Long tail risk and positive expectancy strategies

    cheers oldmonk.
    Post by: AlphaTango, Sep 7, 2018 in forum: Options

  9. Long tail risk and positive expectancy strategies

    Thanks Srinir. I'm assuming that's in delta 1 space. What's your experience using trend following in options? E.g. would you bias your flies in...
    Post by: AlphaTango, Sep 7, 2018 in forum: Options

  10. Long tail risk and positive expectancy strategies

    Has anyone had any success with strategies that have a positive downside exposure(to events like Aug'15, Jan'16 , Feb'18 etc.) and simultaneously...
    Thread by: AlphaTango, Sep 7, 2018, 29 replies, in forum: Options

  11. Traders consistent with intraday futures

    No pressure => No Diamonds :)
    Post by: AlphaTango, Jun 28, 2018 in forum: Index Futures

  12. Strategy selection as function of correlation / sharpe ratio

    Does "Corr(new vs. existing)" here include the sign (rather than the absolute value) i.e. any negatively correlated new strategy will always get...
    Post by: AlphaTango, Jun 28, 2018 in forum: Strategy Building

  13. Strategy selection as function of correlation / sharpe ratio

    Greetings to all, If I were to construct a portfolio and choose two of three strategies say S1 (sharpe ratio 2.7); S2 (S.R. 1.6) & S3 (S.R....
    Thread by: AlphaTango, Jun 27, 2018, 11 replies, in forum: Strategy Building