Recent Content by Angelo_60

  1. Platform to backtest and run a ranking or rotational stock strategy

    The real difference is that RealTest support native Multimarket Multisystem backtesting... and that's really important.... multimarket multisystem...
    Post by: Angelo_60, Sep 11, 2021 in forum: Automated Trading

  2. 10-Delta Short Strangles

    This is the basis of misunderstanding. 5 delta is almost (*) the chance of finishing ITM all other things being the same (CETERIS PARIBUS). All...
    Post by: Angelo_60, Aug 23, 2021 in forum: Journals

  3. 10-Delta Short Strangles

    You have for now understood that your simulated results were not attainable in real trading, or better said – were the result of a very calm...
    Post by: Angelo_60, Jul 23, 2021 in forum: Journals

  4. 10-Delta Short Strangles

    Hi, just my 2 cents. Retutn on collateral is meaningless, because no trader in his own right mind would consider just the collateral required by...
    Post by: Angelo_60, Jul 17, 2021 in forum: Journals

  5. Destriero - Butterfly Trades

    SN stands for???? Yes... but why GOOG?
    Post by: Angelo_60, Feb 17, 2021 in forum: Options

  6. 1000% Implied Volatility In GameStop

    Matt, according to your chart, the max loss of this GOOG fly is between 50k and 100k. According to IB OptStrategyBuilder is more like 37-38K (I...
    Post by: Angelo_60, Feb 16, 2021 in forum: Options

  7. Fully Automated Stocks Trading

    Sorry, MC stands for Multicharts. Problem with MC or other turnkey platforms (which in some way is shared by Amibroker too) : they don't allow a...
    Post by: Angelo_60, Oct 9, 2020 in forum: Journals

  8. Fully Automated Stocks Trading

    Hi, if you have experience with IB controller (let's say this straight, using IBC can quickly become a nightmare if you are not a programmer)...
    Post by: Angelo_60, Oct 8, 2020 in forum: Journals

  9. Fully Automated Stocks Trading

    Above there’s (more than) an error I cannot edit anymore in the original post. Line should be read: D) rank of all the stock identified in C)...
    Post by: Angelo_60, Sep 19, 2020 in forum: Journals

  10. Fully Automated Stocks Trading

    Hi Marsten first of all, let me say it’s awesome you take the time to interact in this thread, and I want to thank you for that (sorry for my...
    Post by: Angelo_60, Sep 19, 2020 in forum: Journals

  11. Fully Automated Stocks Trading

    Well, that seems to be me. First of all, I have both LB’s books. They are good books, but lets’ face it: being able to write a good book about...
    Post by: Angelo_60, Sep 19, 2020 in forum: Journals

  12. The Beauty of Options - Portfolio Insurance at a Discount

    No. For everyone interested in Tal risk management, I strongly advise to read a 4 part series written by Mark Spitznagel here:...
    Post by: Angelo_60, Jul 13, 2020 in forum: Options

  13. Fully Automated Stocks Trading

    Bensdorp uses Trading Blox (or, at least, the reports he's showing on his books are equal to those produced by TB :) ). if i remember well, in...
    Post by: Angelo_60, Jul 10, 2020 in forum: Journals

  14. The Beauty of Options - Portfolio Insurance at a Discount

    Not that I'm aware of. I don’t know who is Ron Bertino (should I?) but if someone can point me out to a source explaining “false theta” I’m happy...
    Post by: Angelo_60, Jul 7, 2020 in forum: Options

  15. The Beauty of Options - Portfolio Insurance at a Discount

    ironchef, I’m commenting you because I appreciate both the tone and the arguments you are using. The bulk of Bobby’s strategy (Long PUT neat and...
    Post by: Angelo_60, Jul 7, 2020 in forum: Options