Search Results

Search Again

  1. buy dividend stocks on high margin at cheap borrow

    Well depending on the strikes but heres an example 10 strikes OTM for call and put. Br Gustaf [IMG]
    Post by: Gustaf, Aug 4, 2011 in forum: Trading

  2. buy dividend stocks on high margin at cheap borrow

    What about insuring using a Collar, I found that the collar cost would be about 35-40%, then load up on a REIT dividend stock and get 10%. Anyone...
    Post by: Gustaf, Aug 4, 2011 in forum: Trading

  3. What to make of this strategy?

    Iam also willing to help out and try this direction.
    Post by: Gustaf, Aug 2, 2011 in forum: Options

  4. Markowitz portfolio theory to balance option portfolio?

    scriabinop23: Thanks for the input, I will consider it. Good news, I have about 1 month of paid idle time (switching jobs). Today I made...
    Post by: Gustaf, Aug 1, 2011 in forum: Options

  5. What to make of this strategy?

    Has anyone backtested this idea? Man if i only had data.
    Post by: Gustaf, Aug 1, 2011 in forum: Options

  6. Question about margin call

    They say there are old and bold traders, which one are you ;)
    Post by: Gustaf, Aug 1, 2011 in forum: Options

  7. If you are sure stock wýll never go below X, what optýons would you use?

    NLY trades at 16.91 sep put @16 = 0.59 sep put @15 = 0.36 Scenario #1, naked put; Sell 1 @16 = $59 profit, = $309 maintenance margin...
    Post by: Gustaf, Aug 1, 2011 in forum: Options

  8. If you are sure stock wýll never go below X, what optýons would you use?

    You could also use a bull put spread, where you buy one lower put (insurance) and sell one put at the price it will never drop to. That way you...
    Post by: Gustaf, Aug 1, 2011 in forum: Options

  9. Question about margin call

    I was just telling you what happens at assignmen and as many contracts you can open not borrowing any money. 35% applies when the contracts are...
    Post by: Gustaf, Jul 31, 2011 in forum: Options

  10. Markowitz portfolio theory to balance option portfolio?

    Your post is very informative. I wasnt insulted at all. I think I will step back one step and make the optimization on the underlyning stocks instead.
    Post by: Gustaf, Jul 31, 2011 in forum: Options

  11. Question about margin call

    Didnt fully understand but if you dont wanna borrow your 50k is good for this in case there is an assignment: 32-0.41 = 31.59 50000 / 31.59...
    Post by: Gustaf, Jul 31, 2011 in forum: Options

  12. 30-60 day historical options data into excel?

    Thanks I will check it out.
    Post by: Gustaf, Jul 30, 2011 in forum: Data Sets and Feeds

  13. Markowitz portfolio theory to balance option portfolio?

    I wanna sell OTM puts and if assigned sell OTM calls (as in the other recent thread). While doing so, I like to optimize for the lowest...
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  14. Markowitz portfolio theory to balance option portfolio?

    Steven.Davis: One flaw with the Markowitz optimization for stocks that Ive found out is that it focuses on including stocks that already have...
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  15. Markowitz portfolio theory to balance option portfolio?

    Yeah thats cool. Alot of garbage often comes up on google searches. Thanks for the link. I was not aware of the Wilmott forum, thanks! Did...
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  16. Markowitz portfolio theory to balance option portfolio?

    AMPL Source code and datafile
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  17. Markowitz portfolio theory to balance option portfolio?

    Iam happy to answer more questions.
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  18. Markowitz portfolio theory to balance option portfolio?

    Valid point! I like to be able to use my own time period. But yes optimization could run on beta's, not that its hard to calculate covariance....
    Post by: Gustaf, Jul 30, 2011 in forum: Options

  19. US debt in pictures

    Wow!
    Post by: Gustaf, Jul 29, 2011 in forum: Economics

  20. Markowitz portfolio theory to balance option portfolio?

    "A quick Google search shows that there are quite a few papers on the topic. Do you really expect someone at ET to give you a simple thumbs up?"...
    Post by: Gustaf, Jul 29, 2011 in forum: Options
Showing results 21 to 40 of 178 Next >
Search Again