Hi guys, great discussion! Re: Parra, so far it feels more stable to be short vega for systemic collection of risk premium vs. short gamma. If...
Establishing a delta band is pretty straight forward. Still thinking on how to cap vega risk. If we have 100 SPX deltas, a 5% drop is just under...
Options are more "expensive" when their underlying has more volatility. So TSLA calls are more "expensive" because they will go a lot further ITM...
I wouldn't go so far as to say it's a problem... if you're holding way more than enough in cash. It's just not optimal. In a binary comparison...
Hey guys, do you have advice on how I should be approaching risk management for vega & gamma? At times I have various positions on of different...
% Returns for the YTD, 1M, and 7D. Small PM account.. trying to add a little more color and manage risk more actively than blind diversified buy...
Hey guys, do you have any feedback on my decision-making for the VIX contango trade suggested earlier? @rallymode , @sle ? I shorted May futures...
+1 for real estate as an investment vehicle. You get a fairly consistent stream of cash profits for operating the property, increasing equity...
Dest, did anything change in the past year with the way you trade? Was it just a near perfect run from August until now that's unlikely to be...
I've done some thinking about VIX before.. it's clear that premium can be extracted here, but the optimal way to do so has everything to do with...
Do you still view bear diagonal as the best tool for a thesis of near/intermediate term price decline? And how do you approach risk management?...
Haven't heard of Magic Mike; I'll need to check it out! Thanks for weighing in.. strategies are more a thought exercise for me to understand...
@TheBigShort , were you able to internalize this discussion and come away with a deeper understanding of skew and its implications by now? I was...
Seems like you were thinking of yield only and didn't even consider the return of principal aspect before blurting that statement out. When...
Thanks for the reply, this is great info and I will continue to digest it. I think in some ways I already intuitively considered...
That being said, what do you think is the best way for someone who does have a mind for optimization/diversification to transplant some of this...
Daal, you may have discussed this before at some point but I just came across your journal. I scanned through a few of your posts though and see...
Hi @Handle123 ; when you hedge on purchases like these do you simply buy puts to cap max loss of underlying? Anything you're willing to share on...
@Kevin Schmit ; @ironchef My first thought was that a Bet-Against-Beta component vs. long SPY isn't quite what I'd consider a classical hedge;...
It's difficult to give a single answer on why the disparity exists. My 2c is that the spread in risk-adj returns is already generally bounded...
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