Who conducted the study? What is the sample size? How did they exit? Stop loss, on market bid? There are a lot of nuances. Aot of research is...
Properly managed is the key flaw here. If you're gonna test and confirm, then your exit rules need to be more precise than 'properly managed'...
How do you implement and exit your trades? Lmt? At the ask to buy and bid to sell? Market? At the mid? At the mid and wait for it to fill? Or via...
I've often thought a short strangle can be a very profitable strategy. Ppl freak out about the unlimited risk but that is the theoretical side...
I've had friends mention the futures options markets but I have no experience in them. Do they have the same expiries as spx/spy? Are margin...
Agree on your premise of doing them one leg at a time. I think the idea of doing them as a one commission order is a case of saving here but...
Hi, I've read a bunch of stuff on rolling options forward. Seems to be all positive (which raises red flags). What am I missing? What are the...
Could you expand? Why would the wide spreads affect SPX? Eventually the spreads get back to reasonable amounts...
So... With all these nuances is there somewhere to learn about them? Seems there's a bunch of stuff that one would only learn from working in...
I've heard that cash settled is an advantage.... but if something is cash settled, don't you lose the power of your margin? it seems that a cash...
Mentoring is great but the student needs to do the work (and most don't put in the hours) . Plus as mentioned many times in those books, building...
Thanks Bob. I'm happy to do my own backtesting but would like the bid-ask-mid price (and various greeks) at my particular the entry point....
Hmmm.. Was hoping for a software version where I can plot and graph things, run strats etc... The cboe looks like raw data that would then need to...
Hi, any recommendations? I've tried ONE but find it a bit clunky. Was looking at optionvue but not sure if they have intraday (and if so, at what...
No vix products. More for earnings plays. Also trade some indexes which also can have an iv spike, but not the same typical iv crush effect.
And your intention is....?
Yeah. I'm not even looking for someone to do the backtest for me. I just want access to the data in a functional and efficient format. Surprised...
Price patterns are expressions of buying and selling behaviour. Past behaviour is not indicative of future behaviour. In a very simplified analogy...
Options pricing is quite variable intraday. This is especially true for early morning pricing and end of day pricing. How are you accounting for...
Trying to figure how to play the IV crush in a registered acct. Is there any way to play the IV crush without using an option selling strategy?...
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