I would love this!... I would probably work on my own 3-4 days per week and come in to the office 1-2. The main reason I'm on ET is because I get...
Looking back at what I wrote, I don't think I expressed myself very well: the issue isn't so much the option expiring worthless as it is the...
Here's the SPX 5 second chart. I don't see much difference between 3:30 and 2:27:10, 2:37:30, 3:11:15 and 3:35:35, to name a few. I do not trade...
Full Quote: Yes, there's usually news around 3:30. Where I live they'll even run it at 4:00. :p Would you mind being more specific? :)
Your option will also be adjusted if there's a split / reverse split. eg: UVXY @ $13 Buy put with strike = $13 Assume no change in UVXY price;...
What is "relatively high" for you? What's a relatively high win % rate, relatively high average gain and a reasonable average loss?
Let's suppose that using options you have a 55% win rate and the winners give you 75% and the losers cost you -50% (net, after accounting for all...
I guess you're right. Of course, it completely depends on one's objectives, tolerance for risk, etc. I wrote a couple lines of code to reply to...
Tomorrow feels like rain.
Be careful with blanket statements. The optimal amount to risk on any given trade depends (rather dramatically) on the distribution of profits...
Suppose the stock is at $100 and then drops to $100x. Here x is a decimal less than 1 such as x = 0.4 to represent the stock drops to $40 ($100 *...
I put a new strategy through four stages (roughly speaking, I'm simplifying a bit): 1) Historical Data 2) Hold Out Data 3) Small Size Live 4)...
Absolutely correct. -82% daily over last 100 days -78% daily over last 250 days -73% daily over last 1000 days Of course other time frames (eg:...
Exactly. +1 If you're going to trade VIX derivatives or products based on them, make sure you know exactly what VIX actually is and how it's...
VIX at 40+ typically comes with sudden, sharp, unexpected shocks. This is just a "normal" yawning bear, at least so far... this is not a Lehman...
@ajensen You beat me to it! :D Also notice that the Oct VX future, which dominates the VXX indicative value because the front month expires in...
@M.W. is talking about large scale debt (eg: government debt). @MKTrader is talking about consumer credit on floating rates. It's well known...
That is a truly excellent reply! If I could pay for it, I would, but since I can't, I'll just go buy another one of your excellent books. ;)...
I've considered similar things in the past. I've never pulled the trigger because IB (my main broker) will only share 50% of the short fee and...
I see. My mistake.
Separate names with a comma.