thanks for the link T-F. the house edge is appx 9% on all touch(no) touch. here how to calculate it : 1. Create any touch bet with payout of...
I see what you are saying , I will run the test in couple time periods ( and one of them will be 8,9 or10). Riskarb , I need exact price of the...
I am not familiar with Think or Phil's method , maybe its very good and in this case one should not listen to other poster's ideas , just keep...
1. Why would the max loss of 20k(and never a dollar more) require 40k in margins ? 2. I knew somehow that I will not be able to explain it clearly
let's assume one is ready to sell 100 credit spreads (10 points spread) for 40 cents for each put and call: Max gain=100*100*0.8*=8000 Max loss...
I will try to post scenario after market closes , I'm not so good in explaining , that's for sure...
OK then. I already know how do it : I will build touch position (via vanilla long options) with pre-set conditions: 1. Time=30 days 2. Must...
sure , Sam , but only if riskarb don't mind. I don't want to pollute his thread with my opinions (just with questions sometimes)
no problems , coach , I didn't meant to confuse anyone here. I would like to delete my posts , but I don't know how to do it.
the waiver of benefits (or liability) to go pass barrier strike should be at zero after many trades (I think) when one plays odds for a five days(...
if you sell 1210 and buy 1200 (puts) for 40 cents and do similar with calls , aren't you getting 80 cents for max profit of 80 and max loss of...
actually you can do it with spreads if it's better for your margins. Looks like now you getting 80 cents for both puts and calls in the 10 point...
I think one can build the double barrier touch/no touch bets with the Weeklies via strangles, it should be very very close to odds that you...
from your sample the weighted basket IV=20.75 , then divide by 1.2 that represent ratio between the Index and amount of components (in this case ,...
17.3
I understand this , coach , but the first entry should be for a 1/4 only , so its almost the same.
you should consider cascading entry of short strangles , try to paper trade it at first.
and all those "spectacular" numbers are based on voluntary reporting , you just can imagine how would they look if you include the ones that...
if you are saying that trading GIMMICKS are dying slow death and veterans mm's LICENSE to STEAL are about to expire(or already did in many...
thanks , Don. Your reply just reaffirms my initial thoughts about balancing something not linear. I already find my own solution how to address...
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