Most of your posts to this thread seem to have been done late at night. You start with your "monkey" calendar without the monkey, and right...
What is the "means" you are talking about? You haven't done any adjustments. You started with a calendar and a vertical, so where are your...
Quotes from cdowis: What difference does it make whether it is a "test". Whether test or real, you are losing money. Why don't you tell us...
You must be drinking some kind of potent juice to think that your IBM 135 put calendar is profitable. You put it on for a 3.40 debit (if you...
IB's Optiontrader is a good platform for ES options. They are extremely liquid and easy to do, and you can also see SPY options on the next tab....
Although the linked interview mentions the BDT Model, it does so in passing and says practically nothing about it, so it is not possible to...
This is an IBM trade -- not SPY. You seem to be saying that the calendar is not a good short term hedge but is a good long term hedge. I don't...
The idea of combining a calendar with a short vertical for greek neutralization is interesting and should be explored. db I don't know how the...
Talking about the resulting greeks is good. db I agree that this would work toward neutralizing vega and delta exposure. You know traders...
Some of your statements are puzzling to me, so I have to ask what you are doing. Perhaps you can clarify. You don't like ICs, but you plan on...
Your plan was to make money on the downside, but adding the calendar? I wonder if you realize that now if you are right and the market goes...
Real numbers are also accurate numbers, which yours are not. You don't say when you attempted to copy these, so perhaps next time you could say...
dmo -- a lot of my stuff is done with index futures also, so I know what you are talking about and agree with you. In fact, your post brings out...
"Fine"? That would imply that you realized you made the wrong assumption. But instead you continue to press forward with your mistaken...
Your critique is flawed. Why would you assume that a calendar spread is opposite to what it is?
dmo, I agree with all of what you say in your excellent comment, which generally pertains to the effect of time on greek neutrality. However, IMO...
Johno, it seems that the "castle secrets" are being kept with the authors of these papers I reference. One guy moonlights for Goldman and writes...
I'm not sure what you mean by this comment. Hedging is done off the greeks, meaning using the greeks. I don't know any other way. I think...
This article has nothing to do with the subject of this thread (Monkey Calendar) so you should start a completely different thread for it. If...
Yes that is a good question. The call calendar would be indicated. A more serious problem is the use of the Jul/Aug calendar rather than the...
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