Destriero/Atticus Vol Journals.

Discussion in 'Options' started by TheBigShort, Jun 16, 2018.

  1. TheBigShort

    TheBigShort

    Can someone comment on Atticus strategy? I mean is it possible to run up a an account trading solely butterflies with no delta hedging in this day in age?
     
    #11     Jun 16, 2018

  2. Atticus and his other ET aliases started lots of butterfly threads over the years - all your questions should be answered in those threads.


    PS ..... He even might answer this thread - I see he commented a few days ago on another thread.
     
    #12     Jun 16, 2018
  3. TheBigShort

    TheBigShort

    I have read them but they still dont answer the questions I have. When I try to look at his profile to read his threads it says the user only allows certain people to access his account
     
    #13     Jun 16, 2018
  4. He popped back in yesterday so maybe he will answer directly...
     
    #14     Jun 16, 2018
    TheBigShort likes this.
  5. In a nut shell

    • No hedging required. The butterfly is a stand alone position.
    • You must be good at estimating where a stock will end up on the date you would like to exit.
     
    #15     Jun 16, 2018
    TheBigShort likes this.
  6. TheBigShort

    TheBigShort

    #16     Jun 16, 2018
  7. RRY16

    RRY16

    He is the only reason and 2 or 3 other folks why you should visit this site.
     
    #17     Jun 17, 2018
    BlueWaterSailor, nbbo, donnap and 2 others like this.
  8. thanks to both for the info, great stuff
     
    #18     Jun 17, 2018
  9. destriero

    destriero

    Wut?

    Sure. A buddy of mine from Chicago did 800% in something under five years. He built the spreadsheets and (my) flies and cals are the basis of his system. I can't go into any detail on the excel setup/macros as it's his livelihood.

    My IRA is at an ATH. I am in Florida until Tuesday afternoon, but post your questions here or PM. I'll be on the ocean with nothing but a radio and sat-SMS device so no internets.

    No delta hedging in delta1 or volatility. Only D1 from inception. Say you're long x00 ATM flies (SPX 2700; SPX 2550/2600/2700 231; long ES futures). I/we never add delta1 or vol to hedge a running position.

    Had a death in the family so the family is a bit fragile here. IOW, I have zero interest in battling anons, so if it goes sideways I'll just walk away.
     
    Last edited: Jun 17, 2018
    #19     Jun 17, 2018
    Mugono and TheBigShort like this.
  10. speedo

    speedo

    Condolences Des, and smooth sailing to you.
     
    #20     Jun 17, 2018
    destriero likes this.