Welcome to ET! This is question that as traders we constantly deliberate with changing market conditions and changing life conditions. I see...
One suggestion is to trade multiple strategies; Non-correlated strategies on preferably non-correlated underlyings. I usually trade 6 to 7...
Thanks for the thread transfer. As mentioned, during my first 9 to 12 months of trading, I was a net seller of risk premium. Then I realized how...
The strategies that I adopt benefits from such "pops" couple of times a year. It happened in Apr'17, Sep'17 and Jan'18. Just a series of events...
What futures were you trading? I traded CL futures during Feb/March of 2017. Suffered a 15k loss and stepped back and analyzed why I did so...
That's not a bad strategy and seems it could be systemetized. I'm gonna start testing it next week. Why a hull moving average? Why not just any...
Vega, I've tried to stay flat. Its gone from -2000 to 5000. 30/70 split between negative/positive delta on vega distribution. Theta, when I first...
I think the longer you trade you stop looking at things on a per trade basis, win/loss ratio and other detailed trade logs. I used to do that...
We're all small when we start off. I remember my first actual "trade" that I made on april-14th Thursday of 2016 (my account was mostly invested...
I don't know the names of these strategies. Is it martingale? Who knows. I add positions depending on how much neutralizing delta I need. We all...
90% discretionary. Algorithms can't chase this kind of return. Or least I don't know how to systematize this. I have written some python scripts...
Sorry, i meant 10k contracts a month. It's probably spread across 500 to 700 trades a month, 20 trades a day. Each trade may scale up to 20...
Actually, all of my positions were hedged with large negative delta from SPX and NDX. When SPX and NDX started rallying, I constantly closed my...
No angle! As a very "lite" ET user with less than 50 posts on this forum, I exhausted most of my time trading than in cerebral dialogue. I'm sure...
Do you guys come to Dallas much? We have a monthly meeting on the Tuesday of expiration week where each of us discusses various strategies.
I am averaging around 10k trades per month on around 40 underlyings. I have 7 to 8 different strategies on these 40 underlyings depending on the...
Dear Traders, This is an attempt to meet fellow traders of similar or better calibre in the Texas area to collaborate and share best practices. I...
Just a comment on NFLX and its everlasting bullishness. Our fund made money on NFLX for 3 of the last 4 quarters by staying long. Took a...
In agreement with FSU here. In addition to exchange selection, the individual prices of the legs could also vary based on your order type...
Hi Robert, By liquidity risk, i just mean how quickly i can unload a given position, based on the bid/ask spread. I've written a simple script...
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