I've heard good things about it.
I think the name is kind of commical but www.turnkeyhedgefunds.com may have some answers.
Right, they are forex futures options at the cme although I was executed in the pit. I don't use IB but as you can see open interest is growing...
ZFT, thanks very much, I'll have to ponder that for a while. Much of my development ideas are going into how to profit directionally with...
This is a very good point. I wrote a system which did very well for many years and crumbled with this new development. I think it is possible...
Same position, exits are close to the strikes.
Agreed, this year's atr is much lower than last years.
Sure. If you need high volatility then you may need to implement a volatility filter which only trades in high vol periods.
That is very interesting. So you get in towards the end of the day or overnight and when the market opens you try to get out at a profit...
I can't help but think the commercial's dialogue could have been written much better.
no problemmo, I can tell when someone is trying to help. Are you making money being long volatility? Why not just long a straddle?
j21, most definitely. I feel it would be cleaner to get out somewhere around the strikes if possible though. In a situation where IV explodes...
Actually, I'm not a beginner but thanks for the concern. This trade has a 78.6% chance of having one of the legs not hit using the last 10...
10.7 for the calls and 8.3 for the puts. This market does not have the skew the sp has.
Mine were filled in the pit. I don't trust globex options trading yet. That is what strangles are all about, as you said. Perhaps you could...
I just set up my first fx options trade at the cme to feel things out. Sold the July 118p x 126.5c for 20 tics. $12.5/tic. Margin to...
...And the only one who attempted a purely buying model (that I know of) is Taleb with Empirica and he closed it. I do think there are funds...
1. Options is a zero sum game and 2. the market is not ever THAT inefficient. Therefore, imo, randomly buying and selling, over say a decade,...
As others have stated, it is virtually impossible to scientifically prove such an edge. Many options are opened in the money by the way. In...
Good question. Pick one and stick to it. Some are easier psychologically than others. It is not a question of if a large level sigma event...
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