if your primary goal is to lock gains then selling calls might be more aligned with it in terms of payoff than buying puts - also, riskarb made a...
i had problems with EUREX backfill this morning European time, until about noon - similar thing happened yesterday, i.e. no backfill for EUREX...
i used to think so too, however, recently i had to compare volatilities, and it turns out that dax and estoxx volatilities track each other very...
i think i have seen either an academic paper or actual trading record detailing the relationship between VIX fluctuations and S&P fluctuations - i...
ok, thanks for correcting, i wasn't sure - i just think that leveraged put selling is one of the riskiest areas of trading; it's the realm of...
sounds like the big boys got sick and tired of being burnt by Enrons, GMs and Uniteds (wasn't Sprint, which is on the list, already bankrupt once,...
well, you will have to manage risk with trading both futures/stocks and with options; perhaps even more carefully with options given that they...
ok, thanks, that's a good explanation - i'd also add spreads on the underlying vs options to be taken into the cost-benefit consideration; which...
my post was questioning the benefits of buying options solely for directional trading; hence i was ignoring option's volatility as it is not a...
your example doesn't explain why trading an option makes more sense than trading the underlying, if your goal is directional only - with the...
also, i can't understand why people buy options as a directional play - buying options is a volatility play, i.e. the direction can go your way...
here's my guess: most of the volume is typically in ATM options - the probability of ATM expiring in the money is the probability of a move of...
thanks a lot - the two plain language references contain excellent summary illustrations; these are very useful concepts; really appreciate your...
hi 5 pillars - a couple of comments 1. you keep stating 1% a day returns - since you are saying your max target is 7 ticks on ES, my best guess...
from the screenshot, it looks like this setup will end up triggering limit orders on both sides at the same price... - seems there is a...
thanks Kevin, i have looked up the Splus paper; not sure if i have found the right one (it was on the FX crosses), but it's nice to get at least a...
to take an example: market is 999.50-999.75; then market moves up and price prints 1000.00; what % of volume from the limit orders queued at...
thx riskarb - i guess i was referring more to a trade like your nikkei trade, for example - you are short 1 future against 3 puts - if there is a...
thx, i missed this, will be interesting to see if this becomes a volume product.
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