It didn't have to be. But happy girlfriend leads to a happy life. The girlfriend in this case is a savior in many ways and predates any trading....
I like to think of my self as a fairly humble guy but am going to say some things that will be counter to this characterization to hopefully help...
I love this part about ES options. They - like SPX options - also get 1256 tax treatment. I haven't stated it, but believe my total returns are...
I didn't have anything useful to say. The system was just executing against the plan and I did not see a lot of need to adjust / change / modify...
I signed up for the Yahoo group a couple days ago. It will give some more great weekend reading to parse through historical threads. I am...
I ran this scenario and got nice results for the cost of the hedge. Buy long puts with 10% of credit each week. Buy long puts, 15% OTM 28 days to...
I've heard of the following hedging strategies: 1. Buying outer period ATM or OTM puts with a % of credit collected. 2. Buying VIX and VXX call...
Hi. I have periodically used the VAR analysis from with IB (and their stress test reports in the management view) to help me get an assessment of...
When I first came up with this strategy, I was terrified of naked calls because of two big concerns. The first was the unlimited loss potential...
Thank you for providing the great links. This will turn into my weekend reading list. Last weekend was spent going through all of the old Karen...
It is due to lack of sophistication and knowledge of how futures can be used as a suitable hedge on my part. Though I did start reading ET...
One other point on the returns. Starting three years ago, I started trading a variant on this in my IRA account. I have to essentially do ratio...
Here are the returns that I have (net after commissions): 2011 (1/2 year): 14.44% (28.88% yearly rate) 2012: 27.69% 2013: 7.15% 2014: (9.48%) 2015...
I am relatively new to EliteTrader, but I am someone who developed a strategy which I call ratio strangles with a heavy bias of nearly 5:1 of...
Hi everyone. I am a venture capitalist in my day job - with 5 years of corporate investing experience. Prior to that, I had 20 years of operating...
My numbers were accurate - and I approximated right at $830. I plugged everything into TOS Risk Profile. The variance came from having a...
Thanks for clarifying. I ran some numbers comparing two sets of positions - all Jul 19 expiration: 1) 24 naked puts, $650 strike; 72 naked...
Not sure I fully grasped what you are suggesting. You are saying have 24 naked puts along with 3 ATM synthetics (3 ATM short puts + 2 ATM long...
When I first started trading options, I was only doing spreads. Here is where I ran into issues: 1) When your spread goes ITM, it's going to...
Hi All: I have been selling volatility for a couple years, and have formalized my strategy over the past couple of quarters. Since November...
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