Recent Content by JonSnowKnows

  1. Earnings journal

    Sorry for being dense but what exactly is the play here? You buy a straddle or strangle and then place limit orders during after hours sessions?
    Post by: JonSnowKnows, Jul 28, 2019 in forum: Journals

  2. Earnings journal

    Nice trade Magic. Not sure if this answers your question but I really like Dr. Russell Richards' work and he just posted a white paper on using...
    Post by: JonSnowKnows, Jul 23, 2019 in forum: Journals

  3. Earnings journal

    Anyone know when AGN usually confirms their earnings date? Seems to be some speculation it will either be this week or next which splits up the...
    Post by: JonSnowKnows, Jul 22, 2019 in forum: Journals

  4. Earnings journal

    Good point. It does look like the straddle price (on average - thick black line below) seems to rise the few days before earnings so one may buy...
    Post by: JonSnowKnows, Jul 20, 2019 in forum: Journals

  5. Earnings journal

    What does everyone think of TWTR? According to my math the implied move is 10.3% which seems rather low given prior cycles. [ATTACH]
    Post by: JonSnowKnows, Jul 20, 2019 in forum: Journals

  6. Earnings journal

    Do you know how to model calendar trades after earnings? I can't seem to figure out the proper IV at T+0 and T+1 for each leg and they never...
    Post by: JonSnowKnows, Jul 17, 2019 in forum: Journals

  7. Earnings journal

    IBM does look cheap enough to give it at try [ATTACH]
    Post by: JonSnowKnows, Jul 17, 2019 in forum: Journals

  8. Earnings journal

    Hang in there man. If this was easy we would all be trading from our yachts. We have to learn from our losses, keep our positions small, and...
    Post by: JonSnowKnows, Jul 17, 2019 in forum: Journals

  9. Earnings journal

    This is exactly what I have been thinking for the past few weeks. I feel like all my trades are too correlated to the VIX but was not sure how to...
    Post by: JonSnowKnows, Jul 16, 2019 in forum: Journals

  10. Earnings journal

    Thanks. I am learning a lot here as well. Agree about possible overfitting. They have another chart they are called RV (relative value) where...
    Post by: JonSnowKnows, Jul 15, 2019 in forum: Journals

  11. Earnings journal

    Implied move for GS looks smaller than past few cycles. Would you do a fly here? [ATTACH]
    Post by: JonSnowKnows, Jul 15, 2019 in forum: Journals

  12. Earnings journal

    Yes long vol plays similar to the paper where you long an ATM straddle and close before earnings. Chart of MCD ATM straddles heading into...
    Post by: JonSnowKnows, Jul 15, 2019 in forum: Journals

  13. Earnings journal

    I am still reading this but there is some confusion on if they are actually holding through earnings. From the article I believe T=0 is the...
    Post by: JonSnowKnows, Jul 15, 2019 in forum: Journals

  14. Earnings journal

    Thanks!
    Post by: JonSnowKnows, Jul 13, 2019 in forum: Journals

  15. Earnings journal

    Interesting. I am not sure why their straddles are not delta neutral unless their prices are from open the day before earnings vs. end of day prices.
    Post by: JonSnowKnows, Jul 13, 2019 in forum: Journals