Please don't call me an idiot, im spitting my thoughts and would love some clarity. I'm working on a Global Macro strategy that will trade all the asset classes available (Stocks, Bonds, Currencies, Commodities) and is going to aim to take a trade between once to twice a week (not too sure if this is to generous or not - but would love to hear back on the frequency) - but my account size can't stomach overnights on large things like oil and what not so I need to use options to trade.... Since I will be using options should I apply a Vol Arb Strategy?
Do you mean exploiting the difference between actual and implied volatilities? How would this work in this case?
After reading your options trading idea, I am now thinking of developing a Systematic Low-Frequency Volatility Dynamic Arbitrage Strategy.
Trading global macro with an account that can't handle o/n swings in stuff like oil is doomed to fail, options or no options. Global macro requires deep pockets (relative to size of risk).