I have been distracted by the above said two trolls. Here a recapitulation of the topic: There are many IV-change-neutral (ie. vega-neutral) options strategies as shown in this list https://www.macroption.com/vega-neutral-option-strategies/ The problem I'm trying to find a solution is for two of the the three option spread methods: 1) calendar spread: has differing DTEs 2) diagonal spread: has differng DTEs 3) vertical spread: has same DTE --> this already is a vega-neutral strategy (as any spread consisting of short and long with same DTE). So, the problem is with calendar spread and diagonal spread...
One thing I don't understand is if he put us on "Ignore", why did he bother to read our messages? LOL What did he want people to do? To just hand him their option positions complete with strikes, DTE and etc. and he just copies them and makes money right away? LOL He's got demo accounts and easily test out strategies that he has in mind to find the best one instead of just asking online and when people try to tell him where to look, he gets mad. And he keeps saying he knows how to program too. So why doesn't he program his strategies to test them out in demo to see how profitable they are? The guy is a wuss and a fake. LOL
In the OTC world options are priced in vol. I already told you that root time neutrality can get you locally (in spot and time) neutral but you’re going to have to write excess calls and puts to achieve it, why neutralize vega? If you trying to isolate delta then trade the underlying or trade DITM for the explicit stop/cap-efficiency of a stock proxy. Achieving neutrality in a single series is going to require you to be in short dated vol with tight strikes or all strikes in or OTM. Locally vol-neutral is easy with OTM flies and you can benefit from vol-corr on index strategies.
We are talking about a lad who doesnt see the relationship between implied vol and realized while delta hedging.. Not too mention,I was genuinely trying to help him..
And so was I. But apparently they weren't enough. He needs us to basically tell him our positions. LOL And then to accuse us of having multiple accounts LOL. The guy doesn't even know how ET works and starts to make accusations. He reminds me of someone that I used to know. The guy is really smart and is able to solve some of the hardest math problems in the world but he's super paranoid and never listens when someone's trying to help him; he either dismisses them as too stupid and not good enough or thinks they are not sincere enough and are out to get him... And then when he fails, he gets super depressed and thinks he's the biggest failure in the world. Very difficult to deal with him.
Hey Moderator! Congratulations for your inactivitiy and tolerating such troll scums here spamming my thread. Yes, you are a part of them!
calm down.. I was genuinely trying to help when I posted... Your way of thanking me was Yeah,I brought the heat in return,and i apologise for the butthurt