Is it possible to make >=20% expected geometric mean returns per year with options? Why?

Discussion in 'Options' started by Timetwister, Dec 3, 2015.

  1. Bry

    Bry

    Buffet does LOTS of selling cash-secured puts on stocks he wants to own. So there is one options strategy. Either he gets the stock he wanted anyway at a juicy discount, or he gets the premium, maybe a tidy 10-20% (annually). Good method for investors who want to load up on dividend aristocrats long term.

    WMT not looking too bad just about now.
     
    Last edited: Dec 7, 2015
    #81     Dec 7, 2015
  2. As above, I agree that most investor with relatively small account tend to take more risk, than with large account.
    That is why small account is more likely fail to keep fair record.
    Probably(?) it is same reasoning as poor people spend to useless purchase than rich people.

    My point is that, no matter big or small, one need to hope SAME PROFIT RATE annually compounded.
     
    #82     Dec 7, 2015
  3. Butterball

    Butterball

    Really don't want to bash, but take it from me: You have no idea what you're talking about. Don't try to make a living trading. Stick with poker if it works for you.

    P.S. options equal a payoff function that is a fraction of their underlying. What does this mean? You can replicate any option position with a position (long or short) in the underlying. Same exact thing. Once you realize this you will notice your entire post is a bunch of mumbo-jumbo.
     
    #83     Dec 7, 2015
  4. Chubbly

    Chubbly


    Yep, a lot of people don't realize this is how a Market Maker gets "flat" at the end of each day despite taking the other side of option trades all day long
     
    #84     Dec 7, 2015
  5. If you just want to make up some fancy story to make you feel better, i advice you to go out and find something better for yourself rather than wasting your time here.

    I have been in this business long enough, both in institutional and retail. I know how this industry work. No one with such a return can survive in a long term. Don't believe me? Try to find a friend that in broker industry and ask him.

    Commission and fees are the only thing work well, together with some derived business such as marketing (your tv news, blog etc), mentoring/education, market making, selling derivatives products, and all other bs things.

    You better invest in long term and expect a realistic return of 5 to 10%, even with this you will burst your account eventually if you continue for a long time (no free lunch) . The only hope is this won't happen in your life time.
     
    Last edited: Dec 7, 2015
    #85     Dec 7, 2015
    Q3D likes this.
  6. VTS

    VTS


    With the word "expected" in there, I'm sure the answer is absolutely yes. I would imagine that a great number of traders "expect" 20% a year and have backtested systems that show it would have made that or more. But what does expected have to do with anything?

    All that matters is tomorrow, not yesterday.

    Remove that word expected, and the real answer in nearly every case is no. Long-term 20% a year track records are very rare in this business. Allow me to pull a random number from where the sun don't shine, but I'd estimate that less than 1% of traders have made 20% a year for over 10 years.

    Probably less than 1% actually have, but likely 20% or more claim they do. go figure... :)
     
    #86     Dec 8, 2015
  7. If there is ONE person from 400 years ago, at the time of opening stock market in Netherlands, then he and his sons with same trading logic shall take all the wealth in the world now.

    Simply calculate 1.2^400.

    Since there was NO ONE for 400 years, no person will make annually compounding 20% in the long run. Of course, there are lots of >20% in SHORT TERM.
    Poker or lotto are such examples, as well as future/option.

    PS) It is only 45 years that Buffet claims compounding 20%, if his record is true as in http://www.berkshirehathaway.com/letters/2014ltr.pdf.
    Probably father and grandfather of Buffet did NOT make it.
     
    Last edited: Dec 8, 2015
    #87     Dec 8, 2015
  8. There is an additional question. (Quiz)

    Suppose one person had average wealth 400 years ago. If he (his grandsons) has about 10% of the world wealth now, what is the annual compounding rate that they keep over the 400 years?

    Probably there would be other assumption needed, such as that world populations is 0.1M, whereas current population is 3M.

    Hint)
    If world population grows from 0.1M to 3M over the 400 years, the average growth rate is 1+r=exp((1/400)*log(30)) = 1.008539, by (1+r)^400=(3/0.1), which is r=0.085%
     
    Last edited: Dec 8, 2015
    #88     Dec 8, 2015
  9. The Blind Men and the Elephant

    John Godfrey Saxe (1816-1887)

    It was six men of Indostan
    To learning much inclined,
    Who went to see the Elephant
    (Though all of them were blind),
    That each by observation
    Might satisfy his mind.

    The First approached the Elephant,
    And happening to fall
    Against his broad and sturdy side,
    At once began to bawl:
    "God bless me! but the Elephant
    Is very like a wall!"

    The Second, feeling of the tusk,
    Cried, "Ho! what have we here
    So very round and smooth and sharp?
    To me 'tis mighty clear
    This wonder of an Elephant
    Is very like a spear!"


    The Third approached the animal,
    And happening to take
    The squirming trunk within his hands,
    Thus boldly up and spake:
    "I see," quoth he, "the Elephant
    Is very like a SNAKE!"


    The Fourth reached out an eager hand,
    And felt about the knee
    "What most this wondrous beast is like
    Is mighty plain," quoth he:
    "'Tis clear enough the Elephant
    Is very like a TREE!"

    The Fifth, who chanced to touch the ear,
    Said: "E'en the blindest man
    Can tell what this resembles most;
    Deny the fact who can,
    This marvel of an Elephant
    Is very like a FAN!"

    The Sixth no sooner had begun
    About the beast to grope,
    Than seizing on the swinging tail
    That fell within his scope,
    "I see," quoth he, "the Elephant
    Is very like a ROPE!"

    And so these men of Indostan
    Disputed loud and long,
    Each in his own opinion
    Exceeding stiff and strong,
    Though each was partly in the right,
    And all were in the wrong!
     
    #89     Dec 8, 2015
    Redneck likes this.
  10. Bry

    Bry

    Marty Schwartz has/had a proven and verifiable track record of growing at 20% per MONTH. This is a track record for years, and the most he ever lost in a month was 3-4%. He lost 20% in the crash of '87, and made it all back before the end of that same month!
    He didn't compound long term. He would start with $400k and pull out $600k when he reached $1M, repeatedly. Naysayers, naysayers, this guy is real. There are a few olympic gold medalist traders. They probably don't waste their time at elitetrader.com. Schwartz wasn't giving away his secrets.
    Some minds learn to become hyper-competent at trading.
     
    Last edited: Dec 8, 2015
    #90     Dec 8, 2015
    BrandNewTrader likes this.