Would you care to share what would be better than a 1:1 r:r with a IV play, especially after capitualation?
That's why high volume, low bid/ask spreads options are almost the only ones to trade with these strategies.
Perhaps my perspective is too simplistic; however, I rely on the volatility crush after earnings and/or after capitulation.
Are you merging the reverse iron flys/condors and the short flys/condors?
The risk: reward ratio is pretty sound for all of them (with the exception of the reverse calendar spread if held for too many days). I guess...
Although I voted for the Reverse Calendar Spread, I REALLY like the risk:reward of a Reverse Iron Condor (especially in a volatile market)...
I am completely convinced that the best way to minimize "gambling" in the market is with the use of spreads. I've narrowed down my list of high...
Even though a protective (married) put may end up leaving money on the table, remember there's no "free lunch". I understand that it's the same...
Hi Totalkeops, If you don't mind me asking, what's your Return on capital per month using this system (i.e. 5% per month on capital equals 60%...
For example: Today SPY opened at 127.80. Set a long position at 128.00 and a short position at 127.60. Assuming the opening trend will extend...
Instead of fading the opening, wouldn't it be better to trend with the opening (especially since this is a scalping system trying to capture 20...
Perhaps you should review Don Bright's Open Order journal. It's a scalping day trading strategy in the stock market that appears to have an 80%+...
Correct me if I'm wrong, but isn't this in essence a countertrend strategy for market openings, as buy orders are entered below the estimated Fair...
LoveMySystems, what sort of risk:reward do you have a a sytem that produces 100% per week? Are you also risking about 100% of your capital?...
Hi hlpsg, Points taken... I will report out on my results... I believe the key to mitigating major movements in the price of the underlying...
Theta & Vega are the primary drivers of this strategy...
Will do...
Hi Thinkplus, You're correct, some refer to it as a double calendar, whereas some refer to it as a strangle swap. I'll review the posts you...
I agree that the far backmonth bid/ask quotes are a challenge. However, I believe that the theta & vega benefits (if managed correctly) will...
I'm selecting the ATM options for the swap strangles. My aproach is the same, regardless of a bull, bear or neutral market. I'm only focusing on...
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