Assume a maxdd twice that historical. Have you looked into fixed ratio position sizing?
Risk, what do you mean here?
MR, when the long term trend of the vix/vxo changes, I-Master will be profitable again.
I second that question. I'm currently modeling the EuroFX, cme exchange based and the premiums offered on margin are enormous. However, it...
And of course you never see these people who think they can turn a neg expec into pos expec by first buying an option. They always start by...
Was the fund making a profit?
What is the % return on the fund since the inception of the journal, thanks for the good work.
I appreciate your point although I think it is considerably more difficult for a retail client to get approved for selling options.
I think both reasons have some validity also, which means it is possible prices are out of line today, we just don't know it until the future. I...
Good posts, thanks. The current sp volatility skew where otm puts are considerably more expensive than otm calls for the most part came about...
Very well, let's define it in the context of d-v's statement. Is there a way to prove this statement?
Is there a way to prove insurance premiums are over priced and options premiums are priced correctly or underpriced?
Financing a put with a call when the strikes are different is essentially a synthetic underlying with a smaller delta. Early assignment would be...
keep up the good work.
This whole discussion would be easy if the 'insurance' did not cost as much. Some ideas to buy insurance for less are: Buy long dated puts...
I hear he has had at least one double digit month.
This does not sound realistic, what is your trading style?
I can appreciate your point, but there are times if you are long the stock it will be less costly to not buy the put or sell itm calls when iv...
No, just two standard deviations worth :D .
That was rather funny. protrader, are you migrating from the world of discretionary trading to systematic?
Separate names with a comma.