Hedging ratios for vega neutrality/vomma trading

Discussion in 'Options' started by MrMuppet, Feb 2, 2019.

  1. ironchef

    ironchef

    :thumbsup: Great comments.

    Especially for those who are math and computer challenged, it is important to live on intuition. That is how I survived trading options for the last 6 years now going 7.
     
    #21     Feb 5, 2019
  2. ironchef

    ironchef

    I often complained that as a small retail without fancy math and trading models, I had a great disadvantage. It is generally true but the pros among you pointed out that I was way too pessimistic, that the greatest edge of a retail was I could pick and choose what, when and how I trade.
     
    #22     Feb 5, 2019
  3. 30 is the new old I guess :)
     
    #23     Feb 7, 2019
  4. MrMuppet

    MrMuppet

    well, 30 is definitely old for traders....but I'm a little beyond that :)
     
    #24     Feb 8, 2019
  5. destriero

    destriero

    If you're willing to trade SN vol. $7K haircut under TIMS/PM. Vol stressed (down) to bottom two decile figure.

    2023-01-21_11-11-04.png
     
    #25     Jan 21, 2023
  6. MrMuppet

    MrMuppet

    skew lock ?
     
    #26     Jan 26, 2023
    destriero likes this.
  7. Adam777

    Adam777

    lol ... I just read my 2019 posts in this thread and I now realize how little I really knew. Now that I am trading every day, it is very different to just reading books and quoting someone else's ideas.
     
    Last edited: Jan 27, 2023
    #27     Jan 27, 2023
    MrMuppet likes this.