The only position I can think of that's both delta neutral and gamma neutral is a box spread. But unfortunately it's also vega neutral so you...
opt789 "...conditionally biased" in what way I wonder ? If this were true then it would imply an edge.
GARCH is unreliable as it cannot take into account future events like.... earnings releases / trading statment / key economic data releases, etc,...
Don't kid yourself - I was replying to Atticus. Next time, try wearing glasses.
Very well said. I particularly liked the paragraph below !
Personally I think it's too rigid to say never. There is a best time and place for every strategy, including selling naked Puts. The muppets...
You are embarrassingly transparent. Once again you talk about everything and anything except.... options. your pretence of seeking advice cuts...
His only wish is to disrupt and destroy constructive dialogue. Read his posts - he has no interest whatsoever in learning anything about options....
TraderMojo has it bang to rights. It ain't difficult to spot guys !
Yes, a very sad individual. Let's just hope he gets the help he needs and learns how to lead a fulfilling and useful life.
I think Taleb ran a fund on the basis that the fund was planning for doomsday. I guess they're still waiting for their pay-off.
First time I've used the ignore function on ET today and have to say it works a treat, not least because you don't even know if/when he/she/it has...
Worry-ye-not derivman, for it will not happen again. For I promise thee that yow have been placed on ignore.
Derivman You will find everything you need to help you here; http://www.coffeemarket.options/
Daddy I take your point, but I wouldn't say an increase in IV "has the same effect as increasing time". Adjusting one or both parameters to...
DB I guess it must be dead over at the Bulldozer loony asylum :D
"Synthetic time" Please explain ?
Regardless of ATM or OTM, time decay is not linear, itâs exponential. The difference between ATM and OTM decay only becomes apparent in the...
Statistic / realised / actual / historic vol means the same thing to me - Namely the volatility of the underlying, when looking back over a given...
Shorting straddles = small but frequent profits, with occassional large losses. Buying straddles = small but frequent losses, with occasional...
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