Augen is a genius, and I am surprised that with all of the mathematical knowledge demonstrated here, that it is not readily apparent. There is no...
DaveyC, Thank you for your reply to my reply to your reply! :D Your clarification makes much more sense. Delta neutral trading as you are...
Thanks to everyone who has posted their thoughts and suggestions. It has made me consider a number of issues and I am now formulating/refining a...
Roreilly. My intention is to isolate and capitalize upon the time decay while remaining as directionally neutral as possible. Exceedingly high...
While an offer of assistance from Bob or anyone else is appreciated, I am not sure how this topic turned to this unrelated subject matter. I...
That is exactly what I am attempting!
spindr0, Magnitude of the daily ROC is relative as an entry would only be considered when the spread is in a statistically abnormal state, lets...
Daveyc, Yes, the indices are ETFs and both have strong option markets. However, one is much liquid than the other. With all due respect,...
Hi Bob. Thanks for your offer. Rather than talk offline, is there any way you could post your suggestion in this forum, so that others can...
For some time now, I have been monitoring two indices (I'll refer to them as index A and index B) which are almost exactly inversely correlated;...
Heech, It took me three years to raise US$100k to start my incubator fund. And by incubator fund, I mean a fund where I cover all of the...
I have come to believe that trading styles are unique, much like fingerprints. Often, we try to adopt another trader's methodology, but when it...
To take it one step further, Jesus taught us that we should not be at peace with the world. And in fact, the road to peace often meanders through...
If I sell someone the right to sell me something, that is a purchase. Therefore, saying that someone will blow out based on this concept is...
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