Sorry, but I actually understood more from the description of the strategy you posted than from your questions. Or actually I didn't see too many...
Just to clarify, even when a stock pays dividends, max you can earn on a box is risk free rate of around 2%/year. The remaining profit will be...
Box spread means buying a bull call spread and equivalent bear put spread (or vice-versa), or doing synthetic short while at the same time going...
I wrote this as response to EA’s point that he has difficulties understanding this strategy that seems to be clearly described. From this point of...
US citizens also aren’t allowed to trade options on international equities, but I can’t imagine hedge funds being locked out of international...
You may be also be able to do this by creating an offshore company/IBC, or researching offshore brokers (this is on my todo list):...
I would also throw some money at a version that could work in the US. And I could even code it, but I already don’t get much sleep while building...
Very nice, you were totally right. I see a lot of predictions every day but you’ve got pretty focused outlook and your AI seems to continue...
Hey ES, Great work and thanks for sharing. Whether this will work great or not, I know how much time and effort goes into researching, testing...
Many equity options trade in $0.01 ticks, so this doesn’t look uncommon per se. Also, if IB lets you place orders at $0.01 increments then this...
I like this vol trader’s reasoning for more upside to SPX: https://www.finomgroup.com/watch-the-media-cycle-drive-interest-rate-fears-again/
I've seen a vol trader tweeting about buying VIX calls (or it could be spreads) when VIX dropped to ~10 or below, and this might've worked for...
I think that everyone who wants to short VXX is doing this. Though shorting VXX will not profit as much as shorting UVXY or especially TVIX, so...
Are you trying to steal the spotlight from Harvard? :)....
I see this every day on option chains on many stocks. Usually happens on weeklies since they’re not as liquid as monthly options. But this doesn’t...
Good point. I use minimum 7-12 years of data (all I can get at tick- or minute- level), so I don't find anything that works well through all that...
Just an idea, maybe you'd like to take a look at Collective2. I haven't looked at them in a year+, but in the past seen some investors claiming...
You’re overthinking this. All such theories and conclusions about how to identify, filter and select strategies will change over time as you work...
No, because this would mean that the person/company selling such software is a failure and was unable to use their own product. While at the same...
They should show up tomorrow. Previous UVXY options were renamed to UVXY2 due to reverse split.
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