I would like to create an automated trading system that is applicable to every liquid exchange traded product with listed options. To be honest...
See my response to Mark Brown...
Between $100K and $250K per exchange traded product. My trading strategy is highly scalable, so more liquid and high volume instruments such as...
Selling egregiously priced OTM S&P puts is equivalent to getting long delta. Selling 5 20 delta (front month preferable over LEAP puts) puts will...
Having trouble predicting and timing the direction of volatility and the shape and slope of the skew intraday as well as long term. If I knew...
Sell option premium, especially the overly expensive OTM puts, when the VIX is 25+ and buy option premium when the ViX is flatlining between 10...
You're better off selling overly expensive puts when the ViX is 20+, if you think the market is close to a bottom. OTM put premiums and their...
The only time you want to sell puts in the S&P's is when it is the scariest to sell them - when the VIX is 30+ and the market is...
The Vix rarely trades over 40. Maybe once every 10 years. You should tighten that range to 25 or 30 on the high side and 10 to 12 on the low side,...
Pretty simple strategy. Do exactly what you didn't do in 2008, the last great recession. Sell every depreciating risky asset you have - that...
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