Recent Content by Cren1

  1. Barbell strategy: anyone is using it?

    It's more or less the same: investing all the amount and then buying options after bond's expiry date is like investing x% of the balance and at...
    Post by: Cren1, Jul 17, 2019 in forum: Options

  2. Barbell strategy: anyone is using it?

    Any reference to read something about? Thanks.
    Post by: Cren1, Jul 17, 2019 in forum: Options

  3. Barbell strategy: anyone is using it?

    Well, then replace the ATM Call with a truckload of DOTM options written on your favorite fat tail asset... this doesn't change the barbell...
    Post by: Cren1, Jul 17, 2019 in forum: Options

  4. Barbell strategy: anyone is using it?

    Hi all, just a quick poll preceded by an explanation for those who don't know what I'm talking about. This question is for those who don't...
    Thread by: Cren1, Jul 17, 2019, 13 replies, in forum: Options

  5. treasure TLT

    I would be naked short of TLT just in these cases: 1. strong inflation, then people sell TLT to buy something which yields more than inflation;...
    Post by: Cren1, Aug 10, 2012 in forum: Options

  6. treasure TLT

    Hi, trader198. I hope TLT plunges 'cause I'm long TLT's Gamma, too (actually I just hope it DOES move more than now, because my actual position...
    Post by: Cren1, Aug 10, 2012 in forum: Options

  7. VIX ETF/Futures/Options Discussion Thread

    Hi, sle. I found the quoted suggestment very interesting. Would you mind explaining it more deeply? 1. What do you mean with...
    Post by: Cren1, Mar 21, 2012 in forum: Options

  8. The first step [for the pros only]

    I switched to ActiveX 'cause some friends suggested me it's more stable than DDE :D
    Post by: Cren1, Feb 24, 2012 in forum: Options

  9. The first step [for the pros only]

    I do not really know if it's a problem just of mine, but, when my ActiveX Excel spreadshhet IB connected needs to refresh options prices and IVs,...
    Post by: Cren1, Feb 24, 2012 in forum: Options

  10. The first step [for the pros only]

    I don't rely on Bloomberg platform to analyze volatility, I'd rather use Bloomberg's API in order to have dynamic spreadsheets which I can...
    Post by: Cren1, Feb 23, 2012 in forum: Options

  11. The first step [for the pros only]

    Hi, sle! Probably my bank has got it, unfortunately my desk doesn't deal directly with options on equity, indexes, ETFs etc. (we just deal with...
    Post by: Cren1, Feb 23, 2012 in forum: Options

  12. The first step [for the pros only]

    I'm not pro, but I found quite useful these books read in the following order: (1) J. Hull - «Options, futures and other derivatives»; (2)...
    Post by: Cren1, Feb 23, 2012 in forum: Options

  13. The first step [for the pros only]

    Excuse me, IVtrader, just a question: don't those profitable option traders would prefer analyzing open interests' distribution instead of...
    Post by: Cren1, Feb 23, 2012 in forum: Options

  14. The first step [for the pros only]

    Between those strikes Zomma and Vomma are negative, which usually is not something you want. Out of those strikes you have Zomma and Vomma...
    Post by: Cren1, Feb 22, 2012 in forum: Options