Nice. Fact is that 125% return every year from long vol. exists only in la-la land. Anyway some other nick will show up to attack me.
Looks like you are getting magical mid-point fills in your paper account. I can use somewhere in between b/a and mid-point can retest it. I...
What is 3-4% when these trades achieve 125% returns? am i right :sneaky: Your results? I am still looking for these verified track records. Not...
Chill out man. I didn't quote you. I quoted specific sentence in vegamedic post. I am testing for specific thing here. * He mentioned market...
Just tested entire nasdaq 100 stocks long straddle for last 3 years. Used CMLviz trademachine pro: Not sure about the quality of data. Criteria...
Regarding Jeff Augen's back, I will say this. If I am writing a book and present a hypothesis, I would atleast test that hypothesis and present...
Ya, My paper trading of hindsight long vol. strategy had 100% hit rate as well with a SR of over 3. Institutional investors were interested and...
How do you figure out the stocks are likely candidates for this strategy? Has there any academic literature regarding these. I looked at...
What? 80% CAGR without any leverage. Kudos to you
What do you mean by special animals? Do you have any academic studies supporting this premise? I know more about post earnings drift than...
No hater, just doing due diligence and did not want to get scammed. If you look at my previous posts, I have 10% allocation to short vol. and was...
Yes it does. Not everything scales 1:10. Suppose you do 5 AMZN spreads in 100k acct, then it will be 1 spread for 20k account holder or 5 mini...
I thought it should have been clearer for traders who generate 100% return year after year. 10 SPY vs 1 SPX, 10 mini Amazon vs 1 regular...
So why can't you include 2%/ month and calculate CAGR. I don't know if you have really traded in trading account or just paper trading, even...
Your website says commission is not included. Anyone who trades option spreads knows that commissions are one of the biggest expenses, especially...
As I said other than verifiable from an CPA or firms like fundseeder, everything else is a heresay. Magical performance without taking...
Verified by whom? Can you post track record results audited from accountants? Otherwise it is just like any other snake oil forum results.
Agree. Even though it is not my style, I have seen crappier houses selling for 2-3 million dollars.
* What has changed after exotics, VIX futures and var-swap regarding these models? * What do you suggest to use in real life usage? TIA
Getting back to the main point about the thread, even with that spectacular return of Nikkei over 40 years investor couldn't survive less than 2%...
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