Riskarb's combo to fly conversion journal

Discussion in 'Journals' started by riskarb, Jan 12, 2006.

  1. timbo

    timbo

    Dated my ass. Shelly's book is probably the best layman's option book on the market -- albeit, simplistic, but damn good.
     
    #361     Feb 15, 2006
  2. Being dated in writing style and format, which I asserted and is my personal opinion, certainly does not preclude it from being a good book or having excellent content, which it does IMO. The two are not mutually exclusive :confused: LOL

     
    #362     Feb 15, 2006
  3. timbo

    timbo

    If you think it's a good book, then don't blow it off as dated material. It's a simple read. Basic stuff. Our language hasn't changed much since the 90's.

    But you're right, your comments fill the null space.
     
    #363     Feb 15, 2006
  4. He never said the material was dated, I think his explanation was quite clear of what he meant. It is a good book but it is pretty dry to read.

     
    #364     Feb 15, 2006
  5. ChrisM

    ChrisM

    Riskarb,

    do you keep any statistics of this strategy in long term run e.g. win/lose, %profitable, DD etc. ?
     
    #365     Feb 15, 2006
  6. No, I don't have the breakdown beyond portfolio. I don't have stats per method.
     
    #366     Feb 15, 2006
  7. Risk:

    You gonna join the MRVL bandwagon? C'mon.... eveyrone is doin' it.....

    Have not had time to check my scan today but would like to add another position or 2 instead of doing one at a time lol.
     
    #367     Feb 15, 2006
  8. ChrisM

    ChrisM

    Thank you. Have you been trading this for long ? Any opinions ?
     
    #368     Feb 15, 2006
  9. Ha. I was short the 65s from your initial post. I've not posted any new tickers to the thread, but I've been trading these.
     
    #369     Feb 15, 2006
  10. Sure, for years in futures, equity and equity index. My largest single trade[excluding exotics] was a fly conversion in bond options in 1999.

    If properly diversified among classes I feel there is no better strategy in terms of earning potential, but it's labor-intensive and not an income strategy per se.

    The risk of carrying a large overnight gamma and vol positions requires owning some portfolio protection through some short index futures, bear risk-reversals or long VBI vol-futures -- or some active delta hedging.
     
    #370     Feb 15, 2006