What does Karen the Supertrader and her results say about volatility? Oversold?

Discussion in 'Options' started by shooter, Feb 16, 2014.


  1. Selling naked options along with diagonal spreads on the SP500 is all I have done in the last 4 years. Lately with the market going nowhere but higher I lost money. Last year I was down 2.5%. I wish I did what she did her strategy is brilliant. One can do it with a very small size to be more conservative than Karen. The vast majority of professional option sellers last year was down. Say with selling calls instead of 25% up you are 9% up so what ? It would still be a great year for anyone managing a substantial amount of money.

    She might lose a lot of money but I tend to doubt that she will ' get caught " to the point where she blows up.

    She has done very well, she is making money. Everything else is irrelevant.

    My questions: the trend is still up, is this still going to work ? I certainly will try out and play a little with her ideas.

    Most of all: why talk about it ???
     
    #231     Mar 26, 2014
  2. Pekelo

    Pekelo

    That would mean that her strategy makes at least 5% month after month, pretty much every month. (11 x 5 ) - 4.5 => That's why I don't believe she made 53% in any year...

    I can believe 2-3% monthly, but not 5%....

    1. Because nobody asked her? That isn't her fault, but Sosnoff's, he missed a very obvious question, and he didn't pressure her to describe how she traded those 6-8 weeks in 2008.
    Also, advertising for a HF is against the rules, so mentioning some numbers here and there is OK, but giving a straight out performance record could be considered advertising...

    2. Maybe because that's when the big money poured in. Mind you, she could have lost 5-15% in 2008, but the market was down like 38%, so anybody being down much less than that was king...

    Everything is relative...
     
    #232     Mar 26, 2014
  3. I have not read the thread, but what was her performance in 2008 and 2009?
     
    #233     Mar 26, 2014
  4. DTB2

    DTB2

    Your prior post: There was no 50+% return once her AUM grew into millions... (I wrote several summaries on her interviews and I usually write down numbers when she mentions them...)*


    I really do not understand your point. Are you saying she didn't make 53% or that she didn't say she made 53%?

    In others words, is your math wrong or is she a liar. Must be one or the other.
     
    #234     Mar 26, 2014
  5. jamesbp

    jamesbp

    Like Sosnoff, she finds it difficult to admit to losing years.

    Despite referring to her exceptional Trading Performance from 2002 - 2014, Sosnoff skates the one question that everyone really wants to know by stating that "she really only started trading in 2009" ... as though 2008 was really just a practice year!

    You could always Sosnoff directly at tom@tastytrade.com ... he answers all his emails.
     
    #235     Mar 27, 2014
  6. 2 standard deviations channel. Just sell puts outside the channel. Or basically sell lottery tickets that very rarely payout.
     
    #236     Mar 27, 2014
  7. Pekelo

    Pekelo

    I never heard her saying it, the challenged person to prove it never included a link, so I have to think she never said that.

    But if she did and I missed it, I wouldn't believe it, using this particular strategy. Why? Because other HFs could use the same strategy just for 2-3 months of the year when the risk for a sudden move is the lowest (let's say summer doldrums), and make an automatic 10-15% just in 2-3 months. But since this isn't happening, I have to question that statement.

    If she did make 53%, she must have used some kind of variation of the strategy or maybe she was playing directional, instead of both sides...
     
    #237     Mar 27, 2014
  8. jamesbp

    jamesbp

    Pekelo ... you flip flopping on Karen now .... you are the cheerleader for her strategy on this thread .... and have referred to her returns of 50%+ in at least 5 separate posts ....
     
    #238     Mar 27, 2014
  9. Whaddaya think?

    Is Karen or Nodoji a greater trader?

    All the women traders now putting the men to shame.
     
    #239     Mar 27, 2014
  10. Pekelo

    Pekelo

    Oh, for fuck's sake:

    1. As fas as I know after watching her interviews, she only had one (repeat one) 50% performance, which was with her own 100K account in 2007 most likely.

    2. I never heard her saying she made 53% in 2011, if she did, I would like to see a link with a timestamp to the statement...

    Am I clear now??? And I am not an option expert, but her strategy isn't supposed to make 5% monthly. (so how the hell would she make 50+%????)
     
    #240     Mar 27, 2014