FYI: one guy has privately accused me of fraud with these free systems... It was never my intention to deceit or trick anybody, nor have I. Just...
Dear people: do your own math, and don't believe what some naysayers always try to... They are fearing that the truth will be disclosed and reach...
Nobody gives me a chance, but I give everybody a chance, for free...
I told the reason: I'm currently only a researcher w/o any funds...
With these 2 free systems and their extensions I just wanted to demonstrate that I'm in reality capable to do even better and more...
Anyone thought about this yet: If these 2 systems (single and combo) with their mathematical properties could be applied 1:1 in the markets, then...
Regarding European Style: that is not the last word. I think American Style should work too. Then also all stocks could be used with this system....
But think about this: the problems you list (gaps, spreads, commission, multiple crossing) are given also for the other hedging mechanisms and...
@d08: with GBM and BSM one wonderfully can simulate the markets, try many things out, can develop and test systems. Yes, in the end one has to try...
You are right, but it has a very reason: botpro is (financially) a poor man, so he does what he can do best under these circuimstances: doing...
Another anecdotal note: I always was thinking that an option seller should keep the credit fully w/o any risk, because he practically lends money....
As said: it was just a preliminary result, but yes, I understand your point: I'll have to recheck... Update: It seems that what I wrote is...
I think with this system a new era has begun... :D Also for hedging...
Good news from my peliminary research on improving this system: by using short Call and short Put on the same stock at the same time, it is...
Do you mean this kind of hedging as used in the system is worser than (static or dynamic) zero-delta-hedging?
I'm not sure what you exactly mean, can you please give some more info on what you mean? What do you mean by "by a thousand cuts"? Do you mean the...
Yes, a good question indeed :) as the US has mostly only the indices as European Style. I'll study whether that condition in the system is really...
I think this problem is solvable: one just needs to apply a substrategy like this: if the stock is in plus then when it bounces back then close...
Thx, this is encouraging :) I'm putting all the naysayers into my ignore list (too bad, should have done much earlier).
Yes, big gaps are the main problem --> cf. 3 I think a small bands of say about +10 cents and -10 cents or so around the entry should do the...
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