Recent Content by whitemills

  1. Call credit spread set-up

    So you'd prefer a condor strategy on this to stay closer to delta neutral?
    Post by: whitemills, Jun 12, 2012 in forum: Options

  2. Call credit spread set-up

    Not necessarily saying that calls are the answer.... that is my more fundamental question. I think the distribution I posted shows a pretty clear...
    Post by: whitemills, Jun 12, 2012 in forum: Options

  3. Call credit spread set-up

    Sorry - wasn't trying to get into too much detail and I agree that there really isn't much meat except for the graph... but i was trying to zero...
    Post by: whitemills, Jun 12, 2012 in forum: Options

  4. Call credit spread set-up

    I've been working on a relatively simple screen/set-up for generating good call credit spread candidates. Based on a relatively simple set of...
    Thread by: whitemills, Jun 12, 2012, 7 replies, in forum: Options

  5. Option market makers offering subscriptions

    And it's all gravy if cnbc gives you a lot of free marketing. OT: anyone know of some good write-ups (or want to trade ideas) on levered etf...
    Post by: whitemills, May 14, 2012 in forum: Options

  6. God bless IB, but you won't get rich with IB

    Well... I think one of the underlying themes that you also get from everyone from Taleb to Buffett is the fundamental misunderstanding in modern...
    Post by: whitemills, Jan 2, 2009 in forum: Index Futures

  7. God bless IB, but you won't get rich with IB

    So at times, your system would have you all-in at times with a position size somewhere between the what is allowed by the current IB margins and...
    Post by: whitemills, Jan 2, 2009 in forum: Index Futures

  8. God bless IB, but you won't get rich with IB

    So you are obviously trading an intraday, very short-term system. Does your system typically have you in all five markets at the same time?...
    Post by: whitemills, Jan 2, 2009 in forum: Index Futures

  9. God bless IB, but you won't get rich with IB

    So as an example, let's say you have $20K in your account and you allocate 20% to NQ futures, which have a margin requirement of $4K. You can...
    Post by: whitemills, Jan 2, 2009 in forum: Index Futures

  10. God bless IB, but you won't get rich with IB

    I don't view this as a hateful quote at all... I think it's a very safe bet that if the output of your position sizing technique ever conflicts...
    Post by: whitemills, Jan 2, 2009 in forum: Index Futures

  11. Impossible to find a real pro with a real edge as a mentor?

    As an example from my previous post - if the stop is set at 1%, the standard deviation of the daily range is 2% and the standard deviation of the...
    Post by: whitemills, Jan 1, 2009 in forum: Professional Trading

  12. Impossible to find a real pro with a real edge as a mentor?

    Isn't this whole question just getting to the fact that the probability of getting stopped out is a function of the size of the stop vs. the...
    Post by: whitemills, Jan 1, 2009 in forum: Professional Trading

  13. Finding a Trading/Investment/Finance Internship in the D.C. Metro Area?

    I think the large places are likely to have very little to offer you... most of their DC outposts will likely effectively be just retail brokers...
    Post by: whitemills, Dec 31, 2008 in forum: Professional Trading

  14. Web-based live streaming charting

    I used to use prophet.net, and was very happy with them if you just want charting (including futures). I think their service is pretty...
    Post by: whitemills, Dec 31, 2008 in forum: Trading