Writing options for a living

Discussion in 'Options' started by torontoman, Jul 28, 2005.

  1. I am certain he will try if you can make a better argument than the aforementioned. This pseudo-intellectual crap is getting tiresome.
     
    #631     Sep 6, 2005
  2. Expectancy is model-dependent. Beat the model and you have a +expectancy.

    Now, can we kill this thread?
     
    #632     Sep 6, 2005
  3. One more thing, if there is statistically positive expectation through whatever adjustment, every individual can be "casino" already.

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    #633     Sep 6, 2005
  4. Beat the model also mean the model is not accurately reflect the actual market. In this case, it also mean if the model tell you there is zero expectation, it is not true in actual market.

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    http://www.fengshui-123.com
     
    #634     Sep 6, 2005
  5. If you can't answer it please allow other peoples to answer. This thread is not for you only.

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    #635     Sep 6, 2005
  6. No, this thread is SOLELY for my amusement. :p
     
    #636     Sep 6, 2005
  7. Selling index skew contradicts the above statement.

    Woefully out of your depth. I am certainly not going to waste any more time on you. No soup for you! NEXT!
     
    #637     Sep 6, 2005
  8. I think so too, but we got there in the end - good debate.

    Amen.

    I have a soloution for you - I'll let you have it when you really get up my nose.

    You'd have to look at the market in which you trade options before deciding how well the model reflects the actual market. Each options market (e.g. commodity / equity) will have different smile and skew characteristics, yet there is only one model - BS. The accuracy of the model will vary from market to market.
     
    #638     Sep 7, 2005
  9. gbos

    gbos

    By adding to your initial position 'after' the favorable move you don't change the expectancy of the trade. The expectancy 'after' the favorable move is already positive. What you change is your payoff distribution. You are making the small payoff more certain by sacrificing some of the upside potential. This is a good strategy but it isn't changing the expectancy.

    Good thread. Regards :)
     
    #639     Sep 7, 2005
  10. Maverick74

    Maverick74

    The expectancy has to change because the trade has changed. You can't make adjustments to the trade without the expectancy changing going forward.

    Also, a little FYI for you, the expectancy of the trade changes on a daily basis. The trade may have started out as a negative expectancy trade, but if you mark to market your position every day, the expectancy will always be different every day going forward.
     
    #640     Sep 7, 2005