Preference for bear calls over bear puts comes with assignment issues. Has nothing to do with r:r profile. Yes I believe there is an edge...
Create a synthetic short VIX via Vix options. Now take a short S&P variance swap. Same r:r curve?
Gotcha, you were just giving a theoretical use for VIX in back testing and not meaning to imply that shorting VIX is a direct substitution for a...
Sle, I think you should clarify this statement, as the two (short VIX and short a variance swap) are not functionally equivalent.
Yes
Not sure yet. I should probably spend a bit more time tweaking the inputs as I haven't been trading many options for a few years now. If I'm...
I think this is going somewhere unproductive because we are sort of making two different points that are only somewhat crossing paths. I should...
It is very similar to a basic covered call/naked put strategy that I outlined not too long ago on another thread. This type of strategy is...
"Beat the market" in any valid argument is referring to generating alpha over the long term. Beating the market without generating alpha is...
I was at one time a heavy participant on that thread and I maintain contact with most of the credit spread advocates from that thread. I even had...
I should've been more clear. There are no papers like that which promote a strategy that beats the market without taking on significantly greater...
You just disagreed with me and then restated my exact point. :D
I'm not around here much anymore, but I've made my opinions known before. I was once a vertical spread trader. With that, comes iron condors too...
There aren't any such papers that I'm aware of which include random entry as a parameter. If random entry isn't a parameter then the study is...
Nope, it holds even if markets are inefficient. You are simply adding an element of skill which I already acknowledged. Even if there are...
The blackjack example is a flawed analogy, as there is no slippage. A better gambling analogy would be a two-man poker game at a casino, where...
The problem with Iron Condors is the same as the problem with every other option strategy out there. They are all negative expectancy. The...
No prob. These are just the basics, so make sure you have all the bases covered.
Yes, there is nothing necessarily wrong with the LLC. A limited partnership is more the industry standard, but LLC are becoming more common from...
Sounds like you'll be pooling the money and since you are trading futures, you'll need to file an NFA exemption and a form D with the SEC....
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