I think it's a horrible idea. When you're papertrading, you don't notice many things that you will notice when you're trading live. Daily...
Hi, are there any good platforms out there that allow you to autotrade an options portfolio? Any that give you inputs like real-time P/L, IV,...
Hi spindr0, thanks for the tip. Would you mind giving an example of this, and how you would manage them? How much of your portfolio would you...
Thanks for the tip, will check it out.
Thanks. That's something I did think of but unfortunately the max loss curve of the backspread lands exactly where it's most probably for the...
Hi dagnyt, Thanks for the input. I've tried FOTM front months and their hedging power decreases dramatically with time. If a huge gap happened...
Perhaps not totally, but down to an acceptable level. Just looking for the most cost efficient way to do it.
hello, I'm looking for ideas/books on methods to protect a basically short gamma portfolio from catastrophic events. I am defining such an...
thanks nazzdack.
If this is a dumb question, I apologise in advance. Say someone actually came up with a great trading system (discretionary), but it could be...
Hi Boris, Have almost finished reading the book. Great book, and I had a few questions. Your question above, are you a market maker or market...
dmo, thank you.
Hi dmo, I looked through the stuff on Hoadley and didn't find a 3D modeller, do you have a direct link where they talk about that feature? Thanks.
RUT
Caveat: My own understanding of the models at this point is extremely rudimentary. But I do not think they converge on the same values. Take...
Thanks! Looks like a nice piece of software. But the options pricing model they use is really outdated. Do you know of any that use a more...
Hi, Does anyone know of a good 3D or 4D options position modelling tool (with color) where I can enter complex spreads, and will allow me to see:...
MAW, thank you very much for the clear instructions.
This seems to be more true of the longer term options than of the nearer term. Why is this? I've attached an example of the SPX volatility...
MAW, will something like this do? I've also included a column of close-to-close as a capture of daily volatility. Let me know, thanks.
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