Yes. This categorization of trading is very clear and insightful. Since most of us can't trade like market makers, perhaps the only way to...
But doing that means you have unlimited risk on both sides. If the spx rise rapidly you will be hurt seriously.
Many people had found that shorting vix futures is a strategy with a positive edge. You can simpy look at the performance of CBOE's VPD index,...
No, that's not a continous thing. If the stock is moving in a strong trend you will get opposite results. I will not hold vix futures for long...
Yes that's true. But in most time the market has a mean reverting characteristics. In a trending market gamma scalping doesn't work.
That's not necessarily true. If spx goes down in a slow way, vix will probably stay same. In general vix has a negative correlation with spx, but...
Let me give you an example. Suppose stock x moves within a range for a month, everyday the close price range from 99 to 101, the volatiliy based...
30% intraday vol is just an assumption. I think you don't have to buy a straddle and sell it at the same time. Simply buy a straddle and hedge...
Thank you! Thinkorswim is really a generous and powerful broker!
Hi everyone, I want to know where can I find real time option price data to put into excel. If it charges a monthly fee, which one is the cheapest...
How can I feed live data into excel? Where is the source of live data?
It's strange that I can't open optionstar's website. I have download hoadley trial version and didn't find there any scan function. Can you do it...
Hi everyone, I wonder if I can find a software/website which could do some basic options analysis. I'm trading spreads, therefore I want to be...
Thank you cdcaveman.That is exactly what I mean. My idea of gamma scalping is that you long a straddle and use limit orders to scalp the...
Thank you kapw7. I will try to find the book you recommended. Well, I definitely understand the difference between implied and realized...
I've read some threads about gamma scalping, and I find those who familiar with this strategy believe that, when you long straddle and scalp the...
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