quant traps.
updated with latest FOMC GDP projections. Current outlook turned a bit more bullish short term [IMG]
thanks for the reply, that's closer to what i thought may be the reason for your argument. Ive seen research suggesting both otm options being...
thanks. i looked up black scholes valuations again. it looks more like an expectation for dividends are discounted, so with leaps you are betting...
I used to do the same when i was a kid, try to change the subject when i have a hard time explaining myself. *Investor: "how do you expect these...
You 're really worked up about this, haha, relax man. I didnt mean to embarrass you, for all it's worth it's ok if you simply cant express your...
Historical data means little, and OK, no credible source. I just wanted to dig deeper into the how and why you could be right, and if I'm wrong...
So no credible source? Thanks for your opinion, it makes a bit of sense intuitively though a lot of things in this game ends up being...
While I respect your personal opinion. If you could provide some sources to back your perspective, it'd be much more appreciated.
OK, I worded it badly. Apologies for my lack of clarity, I meant any variation of simple "covered calls", explicit or synthetically.
Can you provide a source for this opinion? Is it associated with Gordan's Growth Model?
well, you basically agreed with me. That you'd need to have a significant edge in timing individual names and vol to generate actual alpha.
covered calls, or any variations of it, underperforms against simply buy & reinvest-dividends of the index....
Latest estimate is at +4.3~ bullish still. Attached is a recent window fit of the latest quantamental model. Actual sample used is from 2013, and...
faaantastic!
Latest model estimate: +3.2, which is weakly bullish link, details here.
vega is known, just do a web search for greek calculation formulas. It feels like you dont really understand how options are valued yet, it's best...
Yeah, but micro stakes, like only 0.01/0.02 blinds. So not that big of P&L swings, and it's fairly easy to play with a positive expectation over time.
We all know that the 6th down day would bring about eternal damnation, of course.
When I started out, grinding poker helped a lot from maintaining mental focus, of learning to remind yourself to make +EV decisions, even after...
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