Thanks for the reply/replies atticus. A calendar spread as you described would have the greek characteristics that I want. Has anyone seen...
In my original post I meant to say I was very short vega. Mr. Finch, would you elaborate on your suggestion to go long the bear-delta time...
I am currently having trouble putting together an option/futures position whose P&L outcome matches the desired position traits. I am looking to...
Atticus, you're right. I meant long theta / short gamma. My positions tend to look like a strangle - covered call/put combination. If bullish:...
What futures contracts have the most option liquidity? I know ES is very liquid and TY has been good. I swing trade and usually I have two...
Atticus, you know I don't speak spanish. English please. preferably slowly with small words and color illustrations. How stationary is the...
Thanks for the succinct reply, NazzDack. Today was a good day to be long deltas and short Vol in the ES. I'll have to go back and look at...
In looking at the ES there is a significant relationship between the ES return and the change in the VIX level (No noble prize in that statement)....
"Carve out?" What would be a good choice for a program to do the number crunching. I first stared using Excel, because it could do a fair amount...
I'm trying to analyze a mechanical trading system I developed using Excel, but I'm beginning to think XL may not be the best program to use. The...
I don't know what the SPX will do going forward. But I do know what the MA will do if SPX remains at 881.27 for the next 10 days based on the old...
I think the chart should be here, I hope.
Here's an example of trading the spread between SPX and its 13 day MA. This example is not based on any actual trades that took place. Its just...
Jann - Not really. You want to sell the SPX and buy a proxy for the MA whenever the spread has become historically large with the SPX greater...
I don't know if it is any different. Could you explain what you mean by averaging in and closing when the spread is maxed? Thanks, Jeff.
I started a thread last week about creating a proxy / synthetic position for a moving average. It attracted less than helpful responses and the...
I'm just curious. Do you look at Fib Retracement levels at all in your trading decisions? QLGC had a low of 49.47. It trended up to a high of...
I was wondering how and if other futures traders add to winning positions. I've read other threads that touch on this subject, but I wanted more...
Tripack, Their special rate was for the 768/128 package. It was $29.95 for three months then $39.95 for the new three months. The person I...
I got a call last night from my friends at Verizon wanting to know if I would sign up for their DSL service at a "special" introductory price. I...
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