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  1. my divine commedia to optionality

    If anyone is interested, Dr. Data from tastytrade has a link to a monte carlo type simulation of market returns. check it out. Heres an example...
    Post by: .sigma, Oct 21, 2019 in forum: Journals

  2. Finding your bread and butter

    Hey Bobby, glad to see you posting. Loved your journal. Anyway I wanted to ask, currently where do you reside in your journey as far as...
    Post by: .sigma, Oct 21, 2019 in forum: Options

  3. Finding your bread and butter

    For some reason, when I see someone focusing so much on the losses it peaks my interest. Of course --- adversity makes the man! But, if you truly...
    Post by: .sigma, Oct 21, 2019 in forum: Options

  4. BlueWaterSailor: trading journey and journal

    This entire post I'm replying to is the single reason why I decided to create a journal. Thank you for detailing so concisely your current...
    Post by: .sigma, Oct 21, 2019 in forum: Journals

  5. my divine commedia to optionality

    That's the thing.. I know somehow vol(var) is the truth. Trading vol is the now and forseeable future and IMO its a solid way to extract alpha. In...
    Post by: .sigma, Oct 21, 2019 in forum: Journals

  6. my divine commedia to optionality

    I've been long $UVXY put verticals all last week. (just one lots, as I don't really understand vol-etf's/etn's like I should... but I know somehow...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  7. my divine commedia to optionality

    And that's exactly what creates legends in this game. You make billions and break billions then misplace billions again. The market will feed you...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  8. my divine commedia to optionality

    I) FAT TAILS: I-a)- Randomness at the level of the scale of the distribution generates fat tails. (multi-level stochastic vol) I-b)- Model error...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  9. my divine commedia to optionality

    "Market microstructure encourages implied.vol to be biased high. Market makers make the bulk of their money by collecting the bid-ask spread. They...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  10. my divine commedia to optionality

    Study the current of currency, the flow of liquidity. The trade desks REACT off market conditions. They flood the markets, what are they trading?...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  11. my divine commedia to optionality

    short premo should tend to sell peak gamma and peak vega? ATM has always been the crème de la crème of optionality. It's where the money is at,...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  12. my divine commedia to optionality

    "In statistical terms, I figure I have traded about 2 million contracts, with an average profit of $70 per contract (after slippage of perhaps...
    Post by: .sigma, Oct 20, 2019 in forum: Journals

  13. my divine commedia to optionality

    starting a journal to see what my thoughts are. I accumulate so much information and notice a ton of it is being utilized to its minimum because...
    Thread by: .sigma, Oct 20, 2019, 115 replies, in forum: Journals
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