Please be a little more specific so I can learn. Also, don't hesitate posting any links if you have interesting materials for me to read. I find...
Ok. So, I am asking myself the following: 1- Generally do we use options that have 1 month less to expiration, 3 months, 6 months... do we use...
Hi cvds, I think I got it now. Let me tell you what I understood, and please correct me if I am wrong. We purchase a straddle at t=0. We...
The article you posted is very good. Still, I am confused about few things. 1) To make money gamma scalping you have to buy underpriced...
Thanks a lot for the article. I will read it and be back with questions tomorrow.
I used to build trading systems on stocks, as a hobby. I have never found any interesting system so I stopped. Recently, I started to get...
How do you calculate the scalping gains then, without historical action price data? Could you illustrate your statement by an example?
Thanks for the reference. The Backtrader module is for the historical data? Are you using option vue yourself? Is it a hard task to backtest a...
That's if we hold the option position until expiration, no? But, if we actually get out of the position before expiration then wouldn't it just...
I want to make sure that I am not missing anything. From my understanding of the information I have had on the suject I came to the conclusion...
Thanks for this first reply. I want to add to my question that all the purchase/sale oo the underlying would be fully automatic and that i have...
Dear All, I was wondering whether it is possible to backtest a gamma scalping strategy? Any links on how it is done? Thanks, Rudolf.
dmo, could you please clarify one last thing for me? What is it that you call a "volatility skew anomaly"? I would think that the presence of a...
How about trading the volatility skew?
I really appreciate all your replies. Also, I need to tell you more about the situation so you can advise me knowing the ful picture. I am trying...
Xflat, your message makes a lot of sense. I was looking for a non directional strategy and dispersion trading sounded appealing for that matter....
Thanks for all your replies. I am studing the article mentioned above. I need a little more time to figure out the whole thing.
Indeed, I am trying to get familiar with the dispersion trading strategy and that is exactly the reason why I was asking the question above....
Dear all, I would really appreciate if those you can could provide me with answers to the two questions I have. S&P 500 stocks are rather...
Hello, New to option I was wondering what software one can use for dispersion trading. On Ivolatility.com there is an application that can be...
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