Fooled by randomness by Nassim

Discussion in 'Options' started by JCDST1979, Jun 22, 2020.

  1. Yes on both counts. You can't be short vol and never expect to take hits, some of them quite large too.

    Exclusively VIX. It allows me to trade pure vol and not concern myself with index levels. VIX derivs have gotten quite capital intensive over the years. Some combos are prohibitively expensive and you def need a broker who uses exchange margins.
     
    #51     Jun 24, 2020
    .sigma, jtrader33 and Magic like this.
  2. Trader200K

    Trader200K

    Panzer,

    Who was the author of the PDF you posted?

    Thanks Man!

    T
     
    #52     Jun 27, 2020
  3. segv

    segv

    Nice to see you, rally. :)

     
    #53     Jul 26, 2020
  4. Well hello there. It's been a while. Still in the derivs arena?
     
    #54     Jul 26, 2020
  5. segv

    segv

    I am but it’s perfectly boring, vanilla call dispersion on equities. Couldn’t be more boring, but it’s an easy trade these days. I was thinking about your Audi the other day, told that story to someone. :)
     
    #55     Jul 26, 2020
  6. In my general viewpoint, when buying OTM options you should also be ready to lose them.
     
    #56     Oct 27, 2020
  7. guru

    guru


    3rd low paid child from Bangladesh today, posting nonsense on forums to build cred, so that it can post spam later.
     
    #57     Oct 27, 2020
    .sigma and Sig like this.