By the way, it appears that OptionVue's model may be one that has a deficiency relative to others in that, until now, they have used a single...
Try comparing with the CME's deltas in their daily bulletin, e.g....
So why are interested in bearish butterflies then? A bearish butterfly *is* a directional trade. "Insiders, amateurs or idiots" is way too...
I am not aware of any evidence that such an approach would work. I realize that that is the typical approach of many options educators, but I...
I doubt that any very simple strategy will be profitable (educational webinar hucksters notwithstanding). But it is certainly a great starting...
They will give the posted fees to anyone. They say "experienced" traders just to indicate they are not a full service broker where you can call...
Not so if it is part of a long series of such trades as long as the overall statistics work out in your favor. Having some losing trades is...
Basically it sounds to me as if he is basically "averaging" up to 3 times as the market rises, widening out his profit zone in an attempt to to...
Oh I thought you were using real prices. If they are simulated, it may be pretty hard to untangle idiosyncrasies of the simulation or model...
I specifically said that I mentioned the DDT page as a useful template that breaks down fees by component, for understanding the various fees...
Wouldn't a bearish butterfly just be a normal butterfly with the central short strike price and the profitability zone below the current market...
Depending on which years you tested, it may just be right. The market has been trending up for the past few years overall.......
Where is the money lost? On the put side or the call side? Is it lost on big moves? Woodard covers simulations similar to yours in...
Not necessarily because floor-traders / market makers do delta-hedge their positions constantly at almost zero cost to them, so to them the value...
For a good worksheet showing typical breakdown of the components of fees, see http://www.deepdiscounttrading.com/ It is useful no matter...
It works around it by assuming the mean is zero (ie. that there is no trend). But if the mean is not actually zero, i.e. if there is a trend,...
You are misinterpreting the IB fees. Low broker commission = 0.85 Exchange fees etc. are added on top of that. So others charging 49 cents...
As noted by Martinghoul and others, this is incorrect. Consider a market which exhibits a steady climb over a period of time. Since returns...
They assigned me a special representative for personal service also when I had an account there. When you have this, you call this rep. for any...
Common terminology is that FX is currencies and CFD is non currencies. I think that it is better not to consider an FX transaction to be a CFD...
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