Anseld, like I said before, I also think options are not priced efficiently. Is there a way you can shed light on your methodology in finding...
What kind of modeling software do you use?
Risk, in all that IV historical data you have, very interesting. Are you saying there is more decay on average on Thursdays or is premium decay...
I'm truly intrigued that you and I have considerably different takes on the market and in fact, it seems, trade in very different manners. Yet I...
Agreed, I'm assuming you are talking with 1 contract. This is extremely difficult to do, even making 1 a day on paper. Your expectations should...
It is pretty obvious we all respect your options abilities. Could you possibly explain how a trader who sells the goog atm combo because they...
I was addressing you but didn't mean to make you feel required to speak for another, many apologies. In my experience the majority of traders...
At the very least when dealing with options with deltas of <.5 the losers have to be larger but as you said dealing with 10 delta options would...
Mav, we disagree on a few points but I really enjoy your posts. In your example the atm was sold with the opinion that the market would not move...
With theta that low I'm not sure it would be worth it in that market.
Interesting, I'm on the exact opposite side. The point of zero expectancy is that the losers HAVE to be huge. But if the losers are curtailed...
It is very possible, and likely, which is why I was wondering if you would be able to describe this something.
Jaclaz, do you have a link?
Thanks Profturf, is VN selling options on stocks or indexes?
There clearly are systems which work during specific environments. Back to the options question, if we conclude the options market: has a zero...
Did he in fact blow up more than once and what was the cause in your assessment, thanks.
where is this info may I ask?
http://www.forex-books.com/forum/index.php?showtopic=93&st=0&#entry118 System ideas but the system in the book implodes.
Sounds like the stats to an options selling model.
Thanks, I'll check it out, hopefully I'm smart enough... :D
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