Here's the latest update (v1.4) of the text, also available as a txt file Regarding the hedging mechanism for the combo-system (sys15): I already...
A call to all users who like the thread: please help by Reporting the thread-killers.
That stupid idi*t HandleXXX should re-read the initial postings of the thread. The 180+% guarantee is a given fact. So I don't understand why this...
The mods should undertake something against these idiots whose only goal seems to kill all useful threads. I just wonder what their real...
I'm currently researching and trying to find a solution to the "overnight gap problem". It is only that part of the system that is the weak-point....
Thx, but I think it's all too late for me... I'll stick with research only...
No, unfortunately it's not me, because I myself lack the funds for trading. I'm at the moment only doing theoretical research and simulations, not...
Here are the criteria to look for a good stock to be used with these systems: 1) find a stock with high historical volatility: HV should be at...
Here are the details for SPY (assuming Put premium equal Call premium, though in reality they differ slightly): Stock: SPY LastPrice at Close...
Ok, I finished my research on this problem. Good news here too: Since we are always hedged, then an early assignment does not make any...
I have some very good news for everybody: The US indices (for example SPY) do use the European Style, and are IMO sufficient for this system. And:...
Hmm. these commission numbers are IMO very far fetched. IMO no option seller would use such a broker, because the option seller deals with...
ironchef, with due respect, but I think you must have done something gravely wrong: 13 crosses means 13 trades, and for 1 contract and its 100...
Some people are challenged and don't get the maths and the facts right. To clarify I'll make the following statement to make things clear: 1) It...
What commission structure did you use? I would suggest to use a commission scheme like that of IB, or a better one. As said: for this system one...
I traded them. It's nothing but rip because they are only private markets of usually just the bank or just a single company, ie. much like OTC....
@ironchef: good analysis, thanks! I'll reply later to your posting.
My top favorite system is the combo-system (sys15) that uses both short Call and short Put. But in this case one needs to hedge also by shorting...
Hmm... from my POV it looks like this: I'm very experienced with options because I've studied them deeply and wrote many programs, ran countless...
One consequence of these systems will be that stock volumes definitely will increase. That's not a bad sign. And brokers will be happy about the...
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