I never understood the methodology of selling calls on single names...you do a lot of research to find a stock that has a lot of upside potential...
As the saying goes - "men lie, women lie, numbers dont". So lets take a look at some numbers :). Here is SPY ivol30 and the lagged rvol to line...
Sounds like a game of Russian roulette. 9 empty chambers and 1 that kills you. You must love playing that game :) long run expected value for sure!
Congratulations! You are already thinking smarter than a majority of option traders. There is a risk premium associated with selling options which...
A MM is most concerned with inventory. As more traders come in to buy options, the market maker will keep adjusting his quotes higher. Think of it...
No, I got side tracked by another strategy I am running. The main issue I had with pairs trading is structural shifts - you build a model around a...
What do you mean? Why would the broker be losing money? They are not on the other side of your trade
I am pretty sure most brokerages offer an api now. I remember @oldmonk was doing some cool stuff on RH. Checkout IB lite as well. Not to sure if...
Adding to @fan27 - Take a look into how certain factors might affect overnight returns. Start with the famma french factors. Find a brokerage...
An ET member posting a PnL larger than $500? Must be edited.
lets start this journal out on a good note..............[ATTACH]
Hey Matt, i tagged you in a recent post. When you have time would you mind taking a look? Thanks
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I have no view here. Seems like this season short vol is working out across the board
Hey Matt, as you know I am a big fan of your product. However, I would really like some clarity on some variables. I see you updated the...
nice. Enjoy
highcharter
You can't hedge your position overnight when the first move after the news is 10%. Look what happened to NFLX. Your CFD is going to be wide af and...
Normal univariate distribution does not mean random. Random means to chose without thought. For example - you randomly selected what underwear to...
You have a ton of speed risk here. You might think you have no delta risk but that will change very quickly. It is true that the teenies around...
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