Niederhoffer's year end contest! ($2500 prize for 3 best 2011 trading ideas)

Discussion in 'Trading' started by 1prometheus, Dec 23, 2010.

  1. Dear 1prometheus,

    You definitely exhibit a keen understanding. There is really no true "edge" that is implicit in options trading for the typical retail investor. I like how you realize that being positive theta is not a true edge nor does it lead to a positive economic expectation in of itself.

    For being long theta comes at the expense of a very real and very nasty gamma exposure that can and will blow up in your face. Selling cheap gamma can be a very dangerous strategy, and I have endured many painful trades doing this very strategy. Also, trading for cheap credits can reveal how a sudden sharp rise in volatility can completely devastate a series of small winners.

    For example, receiving credits via a put spread does have its synthetic equivalent (put/call parity). So how should one trade? It often is also related to your personality and style of trading. As you correctly stated, you will have a higher % number of winners selling cheap gamma, but your losers will be much more painful.
     
    #191     Jan 31, 2011
  2. What's the latest on the contest? Whose in the lead....

    :D
     
    #192     Apr 15, 2011
  3. That is some good stuff! A small vacation for two to Vegas maybe?

    I wonder what he will do with the submitted ideas. If they're so good why would the person who thought of them give them away?
     
    #193     Apr 15, 2011
  4. :D

    Because ideas are worthless without capital
     
    #194     Apr 15, 2011
  5. Pekelo

    Pekelo

    You do realize that the value of the idea won't be known until TIME tells us...?
     
    #195     Apr 15, 2011
  6. Bob111

    Bob111

    where is the money, Lebowski?
     
    #196     Aug 11, 2011
  7. Bob111

    Bob111

    where is the money? is 2.5K a big deal for NV?
     
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    #197     Sep 22, 2011
  8. barely break even according to this

    [​IMG]
     
    #198     Sep 22, 2011
  9. Bob may be a slow learner who thinks you can trade the VIX index itself.
     
    #199     Sep 23, 2011
  10. Bob111

    Bob111

    mmmm...yeah...i'm..

    [​IMG]
     
    #200     Sep 23, 2011