Do you have any recommended resources (or personal insights) on backtesting? Specifically, I'm interested in subjects like out-of-sample...
https://www.zerohedge.com/markets/trade-2022-surges-chinas-most-distressed-property-developers-near-bailout Now how the hell does a peon trade...
Anyone who's looked at SPY daily price and SPY daily volume on the same chart will notice that there's a nice negative correlation between change...
I see a variety of methods used to calculate historical and realized volatility. Is one or the other most "correct"? Also the calculations...
probably a dumb post, but here goes. I am trading an indicator that predicts direction, and I want positive delta. How would you best do it?...
I got access to ORATS (yay!) and finally have some historical options data to wrap my head around. I have been studying the slope of the IV curve...
For the last 20 days I've computed (using sticky delta) a volatility surface -- IV(K-S,DTE) -- for SPY. (20 days is a pathetically small dataset,...
I saw what I think is an opportunity and I made a trade (SPY). (It was a calendar and I know I'm only allowed to trade verticals, but hey...)....
I tried asking this question earlier, but I think I asked it wrong... Even though I've been messing with options for a couple years in my spare...
Basic question #5 in the "taking one for the (B) team" series. How do you measure "success" in an options trade? The question sounds trivial,...
SPY Short iron condor expiring Dec 17 with $5 wide wings; nearly an iron butterfly. directional assumption: flat to slightly down [ATTACH]...
To those who do this profitably (and hell, even to those who don't!)... Is your "typical" trade a simple strategy (2-option spreads,...
I'm slowly grinding my way toward intuition and possibly action... I'm trying to stress-test a position. In this example, it is a bull call...
I finally got my modeling tool to a satisfactory stopping point. Using sticky delta to model the IV surface. SPY Diagonal call debit spread. S...
I am sure this question has been asked and answered, but in celebration of the redundancies in life... What is the best brokerage for "real"...
Latest in the taking one for the (uneducated) team series. It seems that if you can model the "vol surface" for any option, you are ahead of the...
OK, so I guess I will assume the mantle of "dumb question of the day guy". Well, maybe not so dumb... I always thought that IV was a parameter...
As a fairly new options trader, I am drawn to the covered call, due to its simplicity. I specifically like the "Poor Man's Covered Call" (PMCC),...
First post to this board. And probably the last! I have done some data mining and analysis to develop rules-based systems for several...
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