ha.. no idea if this is the right place to post.. I guess it's something in between options and trading psychology.. anyways.. it's already been...
Hello all, trivial question (of which however I'm not so sure): I have stock A that I expect to reach a certain value in X days, and I also have...
hello all, So.. I am often playing with pseudo-fly structures which have the maximum payoff at a certain strike and lose at the wings. I usually...
I'm recently playing a lot with correlation trades.. I noticed that in many cases, even when the correlation % is very high, on average one of...
Hello.. a question for the math geeks out there: I'm trying to create a few functions to derive OTC options data, so for instance I have the...
Excessive curve fitting is anathema to any system developer, however, any system in some respects is dependent on a certain set of parameters. How...
I was thinking about creating a pseudo-butterfly of sorts by selling an atm straddle in an etf with higher IV and buying a strangle in another etf...
Hi all, I developed a system that I think might be ready for live testing. On paper, the stats look good. The test was done on a basket of 2334...
Hi all, just would like to know what's your approach when managing a naked short. Everyone feels like a genius when making money selling naked...
..you could at the same time be short and long the exact same contract (same type, strike and tenor)? With the caveat that at the end of the day...
Hi people, I would like to know what types of orders are you using for your trade, and which one works best in different market conditions. For...
So.. I decided to start a journal. I have always been keeping journals, however, my discipline recently has slipped a lot, and I figured out that...
All the experienced options traders seem to agree on the fact that putting hard stops on options is not optimal, and usually you should get out...
hey guys, so, today was actually the first time I went through a dividend while holding options. I trade a chinese etf which pays a dividend once...
It was a long time I wanted to start a thread about this topic. Diagonals are really one of the most interesting combinations available to options...
hey all, anyone here ever tried (or is already using) a local volatility model? I am trying to implement it with dupire's formula, following the...
Hi all, I am trying to calculate the expected value of an option at a certain point in time when the value of the underlying in that point is...
Let's suppose that I have a 1-3-2 call fly with still a lot of time to go for it (>40-50 DTE). The stock went up and now I'm in the situation...
Hi all, Anyone here got a view on where China's markets are going? I know there are a few China bears stalking these forums, however I would like...
Hello, in my particular market (China) the P-C parity started breaking down during the past weeks. In the beginning I could explain the small IV...
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