and sorry last point as you suggest if the delta is about to kill you which seems very unlikely, as you say because you are not paying up for a...
with a straddle i recommend doing nothing coz the risk reversal is helping you on the vega problems when it goes down u are only short topside,...
weighting your thing at inception is also not great because anytime you are worried about vega dspot on one side of the trade the side with 'the...
fixed delta limit is definitely the least good. even under blacksholes the extreme is about twice as far as where it ends up and you are...
probably russian spies, the voice is the give away
are you a broker?
was it as useful as a neural net for instagram selfies? indeed they were and the forwards were a big figure above the spot price so it seems...
ur idea is hilarious. option market making set up costs in the 10's millions u need specialized fpga hardware. option arbing isnt a business u can...
my first boss always used to tell me 'I know old traders and I know bold traders but I don't know any old bold traders' ...maybe thats more...
right. so there are two volatilities the higher one is the out the money which is worth selling the lower one is not. furthermore. the literature...
by the way the answer is definitely no. at the money options are much less good to sell and you make a lot less. u can check urself in excel or...
i think do the same thing every day regardless and let them expire u can afford more than 7% for negligible risk. ur largest single loss at 7% a...
why does it expose them to huge loses? are u saying the out the money option traders do more notional than the at the money. if not how is one...
i love this. or..everyone was piling into equity etfs all year with the trump tax thing and the long gamma from these was being offloaded onto all...
i heard people sometimes kick off
sorry i meant the algos not goldman. i know you know this and were joking but i meant the bots are way to stupid to start a crash and they wouldnt...
getting worse maybe we should bin that one. what does advil again sleep or pain?
strategies aren't really v secret everyone does the same he could've just asked. but he actually came on this site i like that he thinks there is...
well i know how it performs. try sell 3m call option on vxx etf every day for the last 10years instead. that will sort you
OK i have a strategy for you. Its written in c++ but v simple . It sells 6w 15 delta index puts (dax,dxy,spx, whatever) low strikes ,very stable...
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