And how could one profit off this fact that options sometime increase 54x? This is useless without any strategy, which I think we all know there...
The TOS sim is not realistic at all. TOS cant even calculate greeks properly so I doubt they have proper sim software.
You can neutralize gamma, for instance via ratio calendars that are gamma neutral. Then you neutralize theta as well and are left with pretty pure...
Probably, today was ugly. 1987 crash followed by 30 year depression next week? I think so, time to load up the shorts :p
1900 seems like a magnet here...market just have to reach it before they go anywhere else. Psychology...
The short fee is charged daily by IB. So if the fee is 3% then you will be charged (3 / 365) each day. In addition you have margin interest, which...
Here's someone claiming selling ATM straddles outperform VAR. The VAR got killed in 2008 (as you said wiped out 3 years of gains) whilst ATM was...
1. It considers the assumptions that bars can be "factually analysed". 2. Again you're making pretty broad assumptions... Look I dont intend...
Sure, being short black swan gives occasionally ugly drawdowns like with Buffett, but overally it should be profitable. Lots of literature on it.
OK, I think you're making some pretty broad sweeping assumptions here... I always laugh at the conspiracies of "dumb money" and "smart...
you black swaners crack me up. people have been predicting the end of the world since the beginning of times. and since the world never seems to...
Not disagreeing with you, however I almost never see your exits...so I can't really reach any conclusions on your methodology. By the way it...
On IB you can look up T&S history. Barely any volume went through at 88.00 for a short time before it went down again. I don't question your...
"Gamma scalping" is just a fancy way to say deltahedging. When you deltahedge, the majority of risk goes to volatility. The strategy you propose...
Jesus, these markets turn in the blink of an eye...
Butterflies that far down for so little credit would be super sensitive to transaction costs..
just use the equivalent otm option and sell/buy shares, same as itm and dont have to worry about b/a spreads.
DdeltaDvol and DvegaDvol kill you when it moves down to short puts. Realized can come in below and you can still lose money. You can use options...
Honestly VXST sucks for now, B/A spreads are way too large. I dont know how CBOE expects us to trade under such conditions, it's no wonder their...
Yes, bull put spreads...if it goes down to my short option in the spread i'll either take the hit or roll it into a bear call spread to the...
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