Straddles, are they ever profitable?

Discussion in 'Options' started by TradeCat, Jun 28, 2016.

  1. sle

    sle

    Danish Proverb: Det er vanskeligt at spaa, især naar det gælder Fremtiden.
    English: It is difficult to make predictions, especially about the future.

    However, if nobody was willing to make predictions, there would be no market period :)
     
    #111     Jul 25, 2016
  2. sle

    sle

    Of course, as optioncoach says, if this was an objective process, there would be no market. Whatever objective methods there are (things like IV in RV distribution, IV vs IV_SPX*BETA etc), they are known and MMs use them already. You can come up with something better - hard but possible, especially if you restrict your domain (e.g. only look at high volatility Chinese stocks or something). Very hard.

    In general, I would say that someone in retail world should not try to compete in the analysis game. Instead, you can be the guy willing to carry some risk others are not willing to carry for regulatory reasons or for seasonality reasons etc or for concentration reasons. It's hard work to come up with these strategies too, but being a quasi-layoff account is a real opportunity. If you do it smartly, diversify across types of risks, you might get a spanking once in a while but over the years you will do OK.
     
    #112     Jul 25, 2016
  3. CBC

    CBC

    I'm pretty confident I could be profitable trading straddles ( buyer ) on CL, NG, Major FX, possibly ZN.
     
    #113     Jul 25, 2016
  4. sle

    sle

    If you have such a good call on major asset volatility, you should be managing serious money. It is a very difficult game and I honestly don't know anyone who does it consistently.
     
    #114     Jul 26, 2016
  5. It seems like most option strategies suck...either you make money slowly and lose a lot at once - or you lose money slowly and possibly make a lot at once but usually don't. most option strategies are doomed by overuse of leverage.

    but here is one with a 40% CAGR since 2009 http://greyenlightenment.com/post-2008-wealth-creation-guide/

    there are also some good guides here:

    buy-write option strategy: https://blog.thinknewfound.com/2014/12/buy-write-etfs-alternative-income-options/

    TMF SPXL universal strategy CAGR ~30% http://logical-invest.com/universal-investment-strategy/
     
    #115     Jul 27, 2016
    trilogic likes this.
  6. the pros collect fees..that's where the money is reallly made
     
    #116     Jul 27, 2016
    kcgoogler and trilogic like this.
  7. TradeCat

    TradeCat

    Options are great for those who have money to burn. You make a lot of money some days, which boosts your ego and makes you delusional to the point that you think you can call direction unlike every other jackass on a PC, and then you lose it all on other days. Then the cycle repeats.

    Straddles are great for those who don't understand that they make and lose money at the same time.
     
    #117     Jul 27, 2016
  8. sle

    sle

    What the fuck is that supposed to mean?
     
    #118     Jul 27, 2016
    melo likes this.
  9. sss12

    sss12

    You don't understand the thesis of the strategy. Ultra-simplified...The gain on one side is MORE than the loss on the other , hence a profit, in a successful trade.
     
    #119     Jul 28, 2016
  10. #120     Aug 3, 2016
    options_fanatic likes this.