I'm still studying and figuring out why trade a 132 fly over the 121. Are these 132 flys ever entered as a credit? I ask because I just set one...
Interesting. Is this your own vba macro calculations or you got it from somewhere else? I've never heard of it but what you said about how it...
Janet Yellen
It has nothing to do with sophistication.. These institutions have a quota and need to meet it. The entire industry is short vol.. its the biggest...
People still use stops? And stops on options? Oh man..
Wheezo, Highly likely 'two' big traders. Which one do you decide to follow? ---- Depends on the situation. You follow the one your gut agrees...
This is the most important aspect in this strategy directionally. But one with strong knowledge of synthetics and hedging can (over the...
I'm not trying to convince anyone of anything. You know what I meant. Of course if you manage early all the time you'll never profit and not even...
Scanning options intra-day for >5x the average volume and scalping the move of the big trader. Its an interesting strategy. The biggest hedge...
It all depends, but ITM options have the highest return for normal market moves.
I'm not sure. I forgot what I said, but I watched Mark Fisher's ACD videos on youtube, thats all.
I agree with this but you could change the numbers even further. Even if you have a -expectancy you can extract alpha. This is why risk...
The variance risk premium is mathematically embedded in credit spreads because of the nature of the stock market. Brownian motion = randomness +...
Its great to know how to calculate optionality. But you won't know until you start risking money and put the theory to practice. Credit spreads...
Dont assume he doesn't know the math. Instead, help out and contribute to the knowledge pit.
Really? I tend to use open interest as a quick gage to see which strikes have the most activity. And of course its usually ATM and also where the...
I never realized open interest decreases once the contract is liquidated. Since theres so much liquidity at the time of expiration thousands of...
Alrighty.
I'm curious to why? I've always steered clear of futures but I know deep down its probably the most efficient choice of instrument for the more...
Also what does "microstructure" mean? I've seen des and others talk of it. I also am learning how to structure the body/wings at 2/1. Also why...
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