The 2004-2005 period was a low vol environment with range bound price action. What Trend following strategies were difficult to execute and...
What is your best guess?
If the market moves fast enough, very likely. Liquidity gaps can occur at any time and have become more frequent over the past 10 years. The...
Could you please further explain: "Gamma is cheap but everyone's long it, so that keeps the underlying in an even tighter range." Also,...
What strategies worked?
With the VIX being low and there being little realized and implied vol. How did options sellers survive this time period?
Given the example long spot position in the ES below (or other SP500 equivalent), assuming that the position is held for a week or two, what would...
until the market snap back up, or?
Does anybody have experience/success selling put spreads by selling the long protective call when the market is still rising (or topping) and the...
Most of the time IV ends up being higher than realized volatility, however during huge market sell-offs IV tends to be lower than realized...
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