@Matt_ORATS I was wondering if you had the chance to run your analysis on the last strategy presented here:...
I personally haven't traded these strategies before mostly because I haven't read much material or seen examples beyond simple calendar spreads....
Hi Matt, Interesting analysis. Can you do the same for the last strategy of the article, i.e. the one they consider as bullish play? It would be...
Yes sorry I was referring to the last strategy they show under the section "an example for the upside". It's true that during a bullish market the...
They seem to treat this as bullish play and that's reflected in the higher profit area and closer break even point on the upside.
Very good point on the weighted vega. But the strategy is short vega on the front month, so the weighted vega of the strategy would be lower than...
Eyeballing the plots, the estimated payoff over a reasonable +/- 12% range for the underlying over the next 1 month would have a max profit of...
The example there is on EuroStoxx options hence very liquid and typically ATM or OTM strikes. I can imagine that on MES/MNQ would get even better...
I came across this article showing few diagonal combinations with very attractive risk profiles. I think these might be profitable strategies but...
Yeah I think it's the conclusion they draw in the article as well. Good conditions for the strategy are VIX below 20 and VIX/VXV below 1.1
Hi, there is a second article on this topic, giving a bit more information about how to setup the trade to increase the probability of profit...
This article explains quite well the way leveraged ETFs work. Interesing to see how the daily rebalancing is actually very beneficial for some...
This is an article that shows how to use risk metrics like Value at Risk and Expected Shortfall to decide how to allocate the trading capital...
Hi, what is the code for the micro future on NIKKEI? I can't find it on Interactive Brokers. Thanks.
Added today on interactive brokers. Strikes 6-10 (2x) and 17-18 (1x) on May expiry. No risk on the upside. Breakeven on the downside is about...
I think this is a strategy to place when VIX is relatively low and that'salso what the author says, although there is no magic number to say that...
Yeah that's a good point. If spreads are similar then it is definitely a possible alternative. I will give it a go with VXX first and maybe run...
Hi, I posted this in the ETF section but maybe it is better to discuss this strategy here since it involves options. This strategy seems to make...
It just uses 2 spreads, not really difficult to be honest. But yes, you need to understand options a bit.
Interesting article showing a simple and low risk strategy for VXX https://tradingmatex.com/low-risk-vxx-options-strategies/
Separate names with a comma.