The EDGE of premium decay

Discussion in 'Options' started by Trading Education Buyer, Dec 5, 2016.

  1. sle

    sle

    The very definition of the edge is "an intrinsic quality of your setup the improves your changes of winning". E.g. it could be cost of capital (if you cost is lower then most people, you can play interesting games), ability to make markets and this collect bid/offer spread etc. While, as I said before, a retail trader has certain advantages due to his unique position in the market place, you need to think hard about how to use those edges.
     
    #41     Dec 12, 2016
  2. I had longs , I closed a few and opened shorts using a strategy which would gain on the gamma , this strategy would very little on expiry higher.It gave me 2 months to achieve a profit on a pullback ,otherwise losses neglible on shorts.my strategy was ready for for options gamma upside profit

    Wthin two months a pullback will be gamma profitable omshort side , so in the meantime sold several weekly straddles . upside short risk is covered , because I have trades open already on another strategy makes a fotune for upside breakout.

    Now understand sun tzu and options


    https://www.elitetrader.com/et/threads/sun-tzu-art-of-trading-war-the-edge.304608/


    Options is a zero sum game , understand this , at any given point , but options is a great game when mutiple strategies are ready for sun tzu

    “The supreme art of war is to subdue the enemy without fighting.”

    “Supreme excellence consists of breaking the enemy's resistance without fighting.”

    “Victorious warriors win first and then go to war, while defeated warriors go to war first and then seek to win”

    Every knob looks at option formula and sucks it and option formula pays income to winning warriors

    IGNORANCE.jpg
     
    Last edited: Dec 12, 2016
    #42     Dec 12, 2016
  3. You have zero edge , unless you have a mental edge .All your illusionary edges are worth zero , if you can't execute your edge.

     
    #43     Dec 13, 2016
  4. Gimpyron

    Gimpyron

    Market is aware of all products behaviour. Yet some people make good money
     
    #44     Dec 15, 2016
    lawrence-lugar likes this.
  5. ironchef

    ironchef

    Why and how?
     
    #45     Dec 16, 2016
  6. prc117f

    prc117f


    #2 is false. You always need to know what is going to happen next in order to make money. You need to also plan ahead for a worst case scenario and plan how to handle it at least try to grasp an approximation of expected market situations. (ie Fed reporting in next week, ex-dividend dates,etc..)
    I have been trading options for years and I am confused here all this talk about points??. :)
     
    Last edited: Dec 16, 2016
    #46     Dec 16, 2016
  7. destriero

    destriero


    Perhaps someone can ask him why he is buying spot and selling a call when he should be selling that put?
     
    #47     Dec 25, 2016
  8. destriero

    destriero

    The thread title is akin to stating that there is edge in getting a no-interest auto loan. The rate is embedded in the price of the car. Or that an 8% note on a biotech is edge bc it's trading at coupon 500bp over Treasuries.

    It's sad that the least knowledgeable feel the need to express it.
     
    #48     Dec 25, 2016
    justrading likes this.
  9. If you are who I think you are sir, delighted at your posting. Yes, your point about greed and stupidity overwhelming logic is all too true.
     
    #49     Dec 25, 2016
    destriero likes this.