Not if you hedge with spx options + spx is 10x the size of spy so your transaction cost come down by half
Maybe if the wings are wide enough to enclose historical and robustness test losses (Still shit bc of black swan events imo). From a ROI...
are you comparing 1 trade naked vs 1 trade with wings or ROI naked trades 1 vs how many trades you could put on with wings, ROI will deviated...
Reminds me of Buffet vs. March 2020 Daytraders. Just waiting for the Realtor Housewives all over america calling Asness an idiot
Do you use stops? How is defined risk coming out worse than unlimited? Also what about Reduction in buying power? Garbage Wings lets me put on 4...
this thread had more to offer than i'd hoped for:thumbsup:
read what tao and volskewtrader wrote again, there is no risk in what vol proposes, DO NOT EXERCISE THE PUT!
I did but it didn't came close to the first book imho
Gomorrah Book is great! Publisher is still paying for personal Security for the author
Shouldn't this be going on already in Europe then?
How will this affect comissions and fees? Brokers said they pass it on to customers/improve their services
What is a realistic solution for a retail trader in your experience? Sending market orders? FOK? Or legging in with market orders in complex...
seems like a retarded play no matter what happens in autumn, gold was the first thing to get sold. The only angle I can see is more Unemployment...
I'd add depends on if you think the underlying will move in your favour, IV is high at the open and drops once the opening price is settled, one...
Acutally pretty good for somebody like me, thank you!
Found this here: Handbook of Key Global Financial Markets, Institutions, and Infrastructure
What second book? 2nd edition of the same book? I can only see one book from him on amazon. I see that he contributed to several books, but no...
Thank you but I was looking for a broad overview regarding Primary/Secondary Lenders, Brokers and the Regulatory Bodies that Govern them and their...
The Second Leg Down Strategies for Profiting after a Market Sell-Off by Hari P. Krishnan I'm currently looking for a book that is giving an...
Is your approach based on Benoit Mandelbrot?
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