Okay thanks for the input. Iam trying to picks stocks that doesnt go in the same direction at the same time, its not true Markowitz since right...
Do you always go atleast one whole strike OTM? What ifs stocks att 55.3 and the call is at strike 55, the most premium would then be att 55...
Made a draft of the optimization, 63 samples (9 days x 8 hours) (All I could get at the moment) Hardcoded that 4 puts must be written with a...
It works well for stocks but it does not recognize the options symbols and returns an error, eventhough i take them from yahoo itselft.
Using TwsDde excel example I was able to pull 9 days using this query: TOT OPT 201109 55 P 100 SMART USD FINISHED 20110729 23:59:59 GMT 30 D...
atticus: "Sell otm puts on low-betas and use zero leverage. BLK has a buy-write fund, but you should do this yourself in shares. Pick a diverse...
Perhaps youre right, I was just thinking about it in relation to my hypothetical 45 / 50 scenario before. An occasional 10% drop might not be the...
Actually I checked TOT stk now, it has quite juice premiums Stocks at 55, sep call @55 = $2.3 => 4.2% , sep put @55 = $3.0...
Here is another variant that I have been thinking about; 1. select a good wanna own stock for example div stock. 2. unless owned, write OTM...
Okay stock is at 50 you write put at 50, you get assigned stock is now at lets say 45. You write another call att 45, it will take long time to...
Yes that might be true, thanks for the input. I just discovered this idea, will try to enhange it!
Can you give an example please?
Well, I might be wrong, but I think it would work well because not all stocks would go in the bad direction at once, at least thats what i see...
I just realized on thing if markowitz (which works well for my stock portfolio) then also a selling covered calls against this portfolio would...
I have a formula that calculates the probability of win using volatility, strike price and days left to expiration.
My account awaits funding so I cannot pull historical contract data, but I will also try out running the optimization on the actual historical...
Thanks for the inputs both. I will try it out abit with my paper trading account (IB). Btw here is the correlation of 5 stocks using 30 day...
I have been running a stock portfolio which iam balancing using markowitz in a custom written mixed integer solver. It lowers the risk and...
Where can i download such data. I tried Yahoo finance but it didnt work.
So anyone tried this yet?
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