Dude, don't take it so hard. It's only higher level option greeks, not the meaning of life (well, almost).
Sorry for any confusion, but my request for the Twitter posts that prompted this thread was directed to the OP as only he/she would know. A...
There is a "sweet spot" for a ramp up in gamma which it sounds like they are targeting. That's why I'd like to read their posts, to get the full...
From your description, it sounds like they are trading speed, not nominal gamma. I'd like to read their posts. What is their Twitter handles (or...
I discussed this topic with an IB rep a few years ago and he advised me that they calculate margin in a very dynamic manner and not to rely on any...
In this case, which measure of variance would you use?
I should be "careful what I ask for" because a better solution for POT is quite a bit more complex than 2*delta. I'm currently reading about...
It's reasonable to have a small portion of your portfolio in gold to hedge a global Armageddon. The more interesting question is, which gold...
That certainly makes sense for skews on stocks that are pre-earnings. Probably also true for commodities with seasonal tendencies. They have a...
The common rule-of-thumb is that an estimate of POT for a strike is the delta of its option x 2. For example, a 25 delta OTM option has a 50%...
That generous leverage/margin should be used to manage risk with thoughtfully chosen hedges, not to simply inflate your position size.
I'm sure you can find a lot of short setups that work during a routine market phase. My concern is tail risk for a systemic market decline....
Ugh. I would never short Gold, Swiss Francs, or any other "risk off" market. It's akin to selling stops.
If you really have a trading system that is consistently profitable, then you are in a small minority with "secret sauce" that you should regard...
I suspect there are a lot of closet pill-poppers out there on a regimen of steroids or growth hormones who skew our perception of weight training...
I just checked his FB page and he's not dead! In fact, he looks to be in good spirits. :) It's really not any of our business why he stopped...
I just assumed that he started trading OPM professionally and could no longer post due to regulatory restrictions. He is missed.
Keep in mind that uncorrelated markets (i.e., price series which have a correlation coefficient near zero) will still move in the same direction...
Don't regard futures leverage simply as a profit booster! Instead, utilize leverage for risk management by hedging your position with other...
Send me a PM with the date range you want (start date, end date) and I'll see if I can grab the data for you.
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