I have been backtesting double diagonals on IWM, first going back to last July when weeklys started, then simulating further back by closing and...
I just went back in to try some more back tests and I see that I made a few mistakes on my previous post, like at least one duplicate entry, I...
I just tried a little experiment. I went in to TOS thinkBack and ran some ICs on IWM weeklys starting back in July 2010 (just after the weeklys...
Thanks. Yes, there are no separate weeklys on the last week of a monthly expiration. (BTW, I think it is the CBOE that uses the funny spelling.)
Never mind. It doesn't track very well. And any "arbitrage" would be the same as doing a weekly/monthly calendar spread. The weeklys are much more...
It seems if you wanted to do some backtesting, like with TOS thinkBack on a stock where weekys are not available, you should be able to just treat...
Long stock portfolio (low beta), long SPY LEAPS put 5% OTM, short OTM SPY calls each month. The long put is enough to protect the stocks from a...
I tried Martingaling the nickel poker machines in Reno a few years ago. I was able to play for quite awhile without adding new money, never got...
Yeah, that's a long term solution.
The Fed has a solution to that problem. Buy the crap mortgages at face value from the banks, hold them for a year or two, then disappear them...
On a related note, I knew a sales manager who said he interviewed a guy once and at the end picked up his coffee mug and said "Sell this to me"....
Why would a former pit trader or market maker like Sheridan know how to make a profit as a retail trader? Market makers are there to take the...
QE2 fail? Market calling the bluff.
According to AARP, two thirds of people between 55 and 64 have a mortgage in 2007, with a median value of $85,000. I wonder how much that has...
Let's say I live above you on a hillside. I decide to rent some equipment and build a pool myself (I got the plans on the Internet). Wouldn't...
QEII won't spur the economy. It will just raise input costs, like commodities, but businesses don't have the power to raise prices. Even the CEO...
I was sure the OP was going to be named Bernanke. *runs to window to look for helicopter*
Back to level 0 for rew. BTW, are the mainstream brokers still putting cash-covered puts in a more risky category than covered calls?
Sorry, I hadn't read the article at the time. It actually looks pretty impressive.
Until the company cuts the divvie. Then it will go down faster than Obama on Lloyd Blankfein.
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