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  1. Odds Czar: Simple Biases In the Futures Market: 2008

    :)
    Post by: windsurfer, Apr 18, 2008 in forum: Journals

  2. Odds Czar: Simple Biases In the Futures Market: 2008

    Thanks for repeating your trading beliefs, Art. For the info of those following this forum, I own and have read Art's recent book "Beating the...
    Post by: windsurfer, Feb 7, 2008 in forum: Journals

  3. SPX Credit Spread Trader

    Hi zhangw, You wrote: "Margin Requirement: same Maximum Gain: $1,150 vs $2,250 Maximum Loss: $8,850 vs $2,750 Probability of winning the...
    Post by: windsurfer, Feb 7, 2008 in forum: Journals

  4. SPX Credit Spread Trader

    Good jibe, jj90 (see below) I'm sure Victor N would love to share his opinion, but do we have 12 hours to spare to listen? Seriously, writing...
    Post by: windsurfer, Jan 5, 2008 in forum: Journals

  5. SPX Credit Spread Trader

    EXACTLY!
    Post by: windsurfer, Dec 28, 2007 in forum: Journals

  6. SPX Credit Spread Trader

    I want to thank those who repeat comments like jj90's below for the ridiculously high premiums I receive. Certainly no-one should only write OTM...
    Post by: windsurfer, Dec 28, 2007 in forum: Journals

  7. SPX Credit Spread Trader

    thinkplus, you might look also at the forum on "Question about selling Index Futures Options. "
    Post by: windsurfer, Dec 26, 2007 in forum: Journals

  8. SPX Credit Spread Trader

    $70 on the ES means $7 on the SPY. Writing the 1375 ES put equals writing the 138 SPY put. But I`d suggest you look at th margin advantage in...
    Post by: windsurfer, Nov 8, 2007 in forum: Journals

  9. SPX Credit Spread Trader

    Cortez, You should follow your plan. For example, I write further OTM puts (currently the 1375 ES) and buy back when they get within the...
    Post by: windsurfer, Nov 8, 2007 in forum: Journals

  10. Question about selling Index Futures Options

    You asked (see Qs below): Q1) What is a 30% incentive fee? A1) The CTA takes a 30% fee. In other words, before the fee, the return was...
    Post by: windsurfer, Aug 28, 2007 in forum: Options

  11. Futures&options Mag Article

    Thx for the link, PCanyon. The position is described as "a calendar box, which by its very characteristics is not susceptible to volatility in...
    Post by: windsurfer, Aug 27, 2007 in forum: Options

  12. Question about selling Index Futures Options

    This may help the discussion. Below are the published results, based on actual trades only and after a 30% incentive fee, for a CTA that...
    Post by: windsurfer, Aug 27, 2007 in forum: Options

  13. SPX Credit Spread Trader

    I trade the ES options. I can offset them with ES futures at expiry if the option prices are unreasonable. Aug expiry worked fine for me....
    Post by: windsurfer, Aug 21, 2007 in forum: Journals

  14. eMesa system

    Sorry for adding to this forum, but I'm interested if others are aware of the differences between these 2 and in particular comments on e-mesa?...
    Post by: windsurfer, Sep 27, 2005 in forum: Strategy Building

  15. Forecasting Volatility for Option trading

    I look at a lot longer term than 30 days. I look at IV as well- for example, to buy I'd look for an underlying with options trading in the lowest...
    Post by: windsurfer, Aug 6, 2002 in forum: Options

  16. delta-neutral trading

    Thanks for pointing me to this, Pretzel. It looks interesting. I'll check it out for interest tonight although it only combines 5 positions. If...
    Post by: windsurfer, Jul 22, 2002 in forum: Options

  17. delta-neutral trading

    Thanks for your comment, GATrader. I hadn't heard the term "volatility dispersion" but that seems to fit. I certainly couldn't do it without...
    Post by: windsurfer, Jul 22, 2002 in forum: Options

  18. why is the pre-market emini premium sometimes so high?

    I noticed the same thing Wednesday. Wednesday seemed to be an exception, though, to the norm of the price moving towards fair value. (I've...
    Post by: windsurfer, Jul 19, 2002 in forum: Index Futures

  19. delta-neutral trading

    Assume, for the purposes of the strategy, that they are ATM. In practice, as time goes by, my portfolio delta changes, so the next purchases...
    Post by: windsurfer, Jul 19, 2002 in forum: Options

  20. delta-neutral trading

    straddles.
    Post by: windsurfer, Jul 18, 2002 in forum: Options
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