As a fellow traveler on the path to profitability I think you're on to something with the line about capping risk. I think risk management is one...
First one if you sell the 0.5 call @ 0.50 and buy the O.50 put @ 0.05 your synthetically short at $0.95 and the stock is at $1.03. Not a good...
Pretty much have to exit it as a spread both legs at the same time. Only way to avoid it as far as I know.
Maybe a few of us should go together and author a book specifically on the butterfly as few if any actually exist. An entertaining Spring /...
Agreed. Hopefully the allocators for these large pension funds only placed a small percentage of assets with them and did their own risk...
https://us.allianzgi.com/en-us/strategies-and-solutions/alternatives/liquid-alternative-investments/structured-alpha-march-2020-performance link...
https://volquant.medium.com/epic-failures-lessons-from-volatility-funds-blow-ups-6f4226c8334f Some other stories of vol funds blowing up.
Makes sense. I guess in theory it would work but theory and reality are two different things.
Good points. I suppose they are bound by their listed strategies.
https://us.allianzgi.com/en-us/strategies-and-solutions/alternatives/liquid-alternative-investments/structured-alpha-march-2020-performance Above...
From "Option Trading: Pricing and Volatility Strategies and Techniques" by Euan Sinclair Thought I'd share his closing words in the this book....
Thank. I think I understand. Is there a difference in buying power by doing it synthetically? Usually I'm buying these straddles on expiration...
so you mean long or short the /ES to every 2 ATM calls or puts? long 1 /ES futures long 2 ATM ES Puts?
Week 8 - Update Trading paused this week do to work commitments and travel. Planning to be back in it next couple of weeks. Going to fund up...
it was 35. a typo on the original post.
Thanks! Appreciated.
Or... i've heard is said perfect souls don't come in perfect bodies.
Was married sixteen years and went through a divorce that took two and half years to settle. My closing thoughts there really isn't a way to save...
Could be all of it but as long as the winner runs it isn't an issue. I have some logged on my journal page. I don't put most of the /ES ones on...
Sure Sheldon Natenberg - Option Pricing and Volatility Jeff Augen - The Volatility Edge in Options Trading Jeff Augen - Trading Options at...
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