Vol-trading for beginners

Discussion in 'Journals' started by destriero, Feb 14, 2021.

  1. themickey

    themickey

    Single sprocket front?? o_O
     
    #291     Apr 8, 2021
  2. BKR88

    BKR88

    Looks like 9 or 10 on the back though. Plenty gears & 1 less derailleur/shifter/cable to maintain.
     
    #292     Apr 8, 2021
  3. destriero

    destriero

    Yeah, most are going that way. XT/XTR as there was a shortage of XX1 (SRAM) at the time of the build.
     
    #293     Apr 8, 2021
  4. I always wondered how those fat bikes compare to normal mtbs steering wise...
     
    #294     Apr 8, 2021
    Nobert likes this.
  5. destriero

    destriero

    They handle pretty well. I mostly ride this during the Winter when our trail has some snow.
     
    #295     Apr 8, 2021
    Nobert and bumble bee like this.
  6. destriero

    destriero

    One of the gifted dudes in our chat is at York and is managing their entry into the investment club competition. I am not involved but found out after the comp started that the chat member had asked a fellow participant to set it up as, "Dest's Vol Group" but the guy misunderstood and set it up as "Dest's Ball Group."

    photo_2021-04-08_12-50-22.jpg
     
    #296     Apr 8, 2021
  7. timbo

    timbo

    LOL! I mean, it's not wrong. Right?
     
    #297     Apr 8, 2021
  8. Speaking of mega-yachts, have you seen this crazy thing? "Sailing Yacht A", 468 ft, Russian billionaire's 500 million toy. Keep trading those options, ETers! :D

     
    Last edited: Apr 8, 2021
    #298     Apr 8, 2021
  9. .sigma

    .sigma

    Dest, please make the successor to this journal a book focused on flies (all variations)/vol?

    been studying the classics.

    1. Riskarbs combo to fly conversion journal
    2. Atticus’s ship it journal
    3. Atticus single-name delta book
    4. Dest single name vola journal

    Those 3 are certified platinum. You’re spraying flies daily in weeklies/monthlies in succession, with ease. The journals read like butter.

    but then you have the lesser-known underrated threads.

    1. Post your vol trades here
    2. Convexx stfu journal
    3. Dest Everything journal
    4. Atticus one/off
    5. From 60k to 600k

    the convexx journals (stfu & hittin bids) we start to see more of the ever-so interesting asymmetrical flies, if I’m correct.

    and many a more. The streets need a new fly vol journal man! Be discreet as fook. Just show us how you spray butterflies in 2021.

    no I’m not worshipping desty. I’m just interested in his method. Stop hatin’ you dweebs.

    Cheers.
     
    #299     Apr 9, 2021
  10. destriero

    destriero

    Deconstructing flies

    Naturals:`long (1)X, short (2)Y, Long (1)Z in calls or puts via verticals.

    Combos: long Y straddle; short X, Z strangle (synthetic or iron fly).

    132 asyms: long (1)W, short (3)Y, long (2)Z with the bull vert at twice the strike-width of the bear vert.
    Call asyms and put asyms are equivalent, but for microstructure you'll typically trade whichever has more OTM legs.

    Synthetic asyms: the 132 asym is a one lot bull vertical (to buy) and two lot bear vertical. The box arbitrage dictates that bull(bear) call and put spreads trade equal, so you can construct the asym 132 (or any ratio) as OTM verticals.

    132 asym fly in calls: long (1)100C, short (3)200C, long (2)250C. Dissected as a one lot 100/200C bull spread and two 200/250C bear spreads. Call and put verticals are equivalent (boxarb) so you can also trade the synthetic, via the combo, by shorting the 100/200PS and short two of the 200/250CS (call spreads).

    Flies are either verticals (naturals) or a combination of puts and calls (as in vertical vs. iron fly).

    You can see that the above synthetic asym would become an asym-synthetic (iron) condor if the center strike became a split-strike.

    We'll get into structuring later, but the choice of fly vs. condor will depend on skew, stickiness, etc.
     
    #300     Apr 13, 2021