...or something? Options aren't cost effective as a hedge for the wheel strategy because of the delta...I want 1:1. I don't think they would even...
Why go through all the hassle? Just take 100% of the premium by taking assignment and hedge it.
...part of a public experiment, I will trade a modified version of the Wheel Strategy and document the results here. Strategy parameters: - All...
...could work for building up a position. it seems similar to the "wheel" strategy. im also bumping across illiquidity issues. ie. the underlying...
...So here are the new results I get with hedging if I started the wheel strategy on DEC30 2022 ending DEC27 2023: Selling 1 weekly put 1 OTM...
When your donkey wheel stops bc your neighbor is feeding it the town's apple and lights out.
How are you defining return on CAPITAL... Are you talking margin? Whats your max drawdown?
Ok here the results if you ran the wheel strategy starting Dec.30 2022 - Dec.22 2023 selling 1 contract OTM weekly versus daily, taking all...
No, you are making premium in both directions, and you recover any realized losses with the ebb and flow. You are also making money when the stock...
Dude is relentless
In a wheel, are long the stock and short the call (ie short a synthetic put) or flat the stock and short a put. So you are always losing money...
In a bull market and non levered
...for a loss, and just taking the assignment. If you started the wheel on July 31 ($198), and then just held the position through the entire...
Is there any need to hedge if you just keep taking assignment of shares? If you ignore your break even when selling calls it would be no different...
Buy stock,buy put = synthetic long call..Thats not a box arb..Box Arb no longer exists,except for a few basis point here and there..If you sell...
You don't start the day pricing synthetic-relationships. No counter-party is expecting a large arb-condition to appear from flow. IOW they expect...
...underlying? Yes so that's what I am already planning to do with my wheel strategy, the problem is if you don't get the 1 delta put then it...
They were literally trying to reinvent the wheel LOL The title of the Bloomberg article sounds like something out of The Onion "United Nations...
And, the wheels are coming off (literally). https://futurism.com/tesla-flaws-failures-blame-drivers
Are the 18 threads all about the same thing? Nope, they are about different topics, fully legal then. But since you are off-topic, even...
Separate names with a comma.