Best option strategies to learn ....

Discussion in 'Options' started by tradingpoker, Jan 5, 2020.

  1. Pekelo

    Pekelo

    Now you are getting the problem of options.

    Options are a tool for investing/trading. It won't make you automatically profitable, unless you choose the right option for the right environment.

    It is like asking, what tools do I need to change my oil in the car? I can give you the right tools, but if you don't know how to do it, you won't be able to achieve the goal.

    On the other hand you can make simple binary bets (put/call buying) and even if you are ignorant but you are betting on the right side of the market, you can make money. You don't even need to understand how options work...
     
    #111     Jan 30, 2020
    ironchef likes this.
  2. anycolour

    anycolour

    That is something I'm interested in. Maybe you could briefly explain what options are appropriate for different scenarios?

    Best environment for:
    Iron Condors
    Butterflys
    Verticals
    Strangles
    etc.
     
    #112     Jan 30, 2020
  3. I would say there is no best option strategy, if there was everybody would migrate to it. When it comes to options, there is an unlimited number of strategies, it just depends on which one resonates with you.

    In my opinion, doing research, calculate an opinion, and then selling premium is the best way to go because it delivers consistent profits can be replicated over and over again. Someone else may not want to put that much effort in their trades, so won’t work for them.

    So the best strategy is whatever works for you.

    However, I would say, the go to strategy for beginners of buying out of the money call options is probably the worst strategy.
     
    #113     Feb 3, 2020
    tradingpoker likes this.
  4. anycolour

    anycolour

    Hey guys, kinda of unrelated to the main topic, but don't think my question warrants its own thread. Hope you guys can help me here.

    Question: I don't know much about standard deviation. When/how can you use it? What are the best ways using it? I want to incorporate it into my excel journal - just don't know where it could provide an edge and how to apply it.

    Can I use it, for example, to plot entry times/exit times for trades? And to see where most entries/exits fall 68% of the time? Would it work/not work for the following instances: 1) For plotting drawdowns 2) For plotting average profit amounts/losses (in tick amounts/values)

    Is this a correct way of using it? Thanks
     
    #114     Feb 3, 2020
  5. ironchef

    ironchef

    There is no short cut, no short answers. Read McMillan or Hull, you MAY find your answers there.
     
    #115     Feb 4, 2020
  6. jamesbp

    jamesbp

    If you have an option chain you can approximate SD move to expiry as
    ... 1SD = ATM straddle * 1.25
     
    #116     Feb 4, 2020
    Adam777 likes this.
  7. anycolour

    anycolour

    I'm trying to create bell curve (standard deviation) excel charts. Does the mean(average) always have to be right in the middle of the bull curve? If yes, why is my chart coming out this way? The mean is the red line, and it is not in the middle. And the 68.2% percent wings are also misaligned. Help! Thank you.

    upload_2020-2-17_14-11-26.png
     
    #117     Feb 17, 2020
  8. ironchef

    ironchef

    The model uses lognormal not normal?
     
    #118     Feb 17, 2020
  9. anycolour

    anycolour

    I don't get it, could you please take a look at it and fix/tell me how to fix it?

    The first chart on the left side is perfectly aligned. But the second chart on the right is misaligned.

    Thank you!
     
    #119     Feb 17, 2020
  10. TommyR

    TommyR

    you can translate the mean by A and scale the variance B and stay normal. the generating function of a normal is exp( itA-0.5B^2*t^2). being independent on disjoint intervals and being a distrbution is equivalent to a random vector of normals being independent after a scaling and ONE translation which implies conditions on diagonalizability of the covariance matrix (positive definite self adjoint) however for semimartigales in the exponential these conditions are too strict because you can get jumps at random intervals i.e. the mean has moved. we are interested in when jumps occur so you will need to factorize the top into 3 factors one with t and the other two with sqrt t. hint sqrt(0.5*i)=0.5+0.5*i
     
    #120     Feb 18, 2020