My option trades for the past 6 months, feel free to ridicule, or offer guidance

Discussion in 'Options' started by thebubs, Jul 8, 2009.

  1. Johno

    Johno

     
    #91     Jul 12, 2009
  2. Thanks Johno!
     
    #92     Jul 12, 2009
  3. mike007

    mike007

    Johno, if you sell a naked 45 put what is your max loss?
     
    #93     Jul 12, 2009
  4. You are too kind to Mr T.

    The quoted advice is a disgrace.

    It's either the writing of an idiot, or more likely the words of someone trying to convince people to buy his system.

    Despicable beyond words. Either that or ignorance.

    Mark
     
    #94     Jul 12, 2009

  5. It's also fair to state that long straddles can have a VERY LOW profitable probability as well.

    Mark
     
    #95     Jul 12, 2009
  6. How do you know that for Events trading using straddles, is there any statistical support?

    How about major law suits in particular, I think it can be fairly High probability profitable.
     
    #96     Jul 12, 2009
  7. Slow down.

    In reply to a comment that straddles CAN (meaning, 'it's possible') be a high profitability game, I responded that straddles CAN (meaning 'it's possible) be a low profitability game.

    How can you pick an argument with that?

    And in response to your specific idea of 'Events' trading, as you know option prices are pumped for such events, making it even more difficult to succeed.

    I never said it was impossible. In fact, I never said it was unlikely. All I said was that it is <i>also possible</i> that trading straddles can be a low profitability - i,e., a money-losing strategy.



    So, I'll ask: Are you saying that you believe events trading IS (as opposed to can be) a strategy that has a high probability of being profitable?

    If you say 'yes' then I strongly disagree - and that's without statistical evidence.

    Mark
     
    #97     Jul 12, 2009
  8. http://www.cluteinstitute-onlinejournals.com/PDFs/508.pdf

    "The current study investigates whether abnormal returns may be gained by purchasing a straddle
    position prior to a verdict or settlement announcement in a lawsuit. The basis for the hypothesis
    stems from behavioral finance—more specifically, the Overreaction Hypothesis. Using CAPM
    expected rates of return and comparisons of 31 lawsuit firms’ straddle returns, three new straddle
    trading strategies are devised. Within the sample of lawsuits, abnormal returns are evident for the
    three strategies. The results and their implications support behavioral finance and the
    Overreaction Hypothesis and thus refute the Efficient Markets Hypothesis."
     
    #98     Jul 12, 2009
  9. Johno

    Johno

    Perhaps dagnyt might be better a better resource in your search for answers.

    Regards

    Johno
     
    #99     Jul 12, 2009
  10. rluser

    rluser

    I do not know exactly what the "Overreaction Hypothesis" is, but suspect here it means a natural language claim.

    Is it not clear that the market both overreacts and is efficient? Both kinds of actor are present in a crowd.
     
    #100     Jul 12, 2009