Let me dig it up. Running it without stops really kills the strategy from what I've seen. Now if liquidity dries up, then crossing the spread on...
Thanks for posting this. This is a huge retail strategy and has been profitable for a while. Check out the Tastytrade trade Facebook group for...
While I appreciate Rob’s contributions tremendously, DBMF et al are a tremendous benefit to 401k investors. There is a way to trade futures in an...
Looking forward to it.
It seems much easier to use ETFs and Indices as a retail trader.
https://www.nuclearphynance.com/User Files/2/Dispersion - A guide for the clueless 1.1.pdf
And isn't this type of dispersion trade usually done as a basket?
Why not "de noise" this trade by turning each part into a spread? Less profit but if and when the two IVs diverge, losses won't be severe.
I am going to go out on a limb and say Lightspeed is doing fine. They've got a good brand, some fairly active traders and funds from what I hear....
Can’t be like that in Napa.
Quantconnect.
Thank you for sharing @Rickshaw Man. Volume seems low but it should be fine for holding small amounts.
Good point. Not sure you can get an exact number but there are services such as SpotGamma and Squeezemetrics.
I know how to the get the Black Scholes delta but I don’t think that’s what you’re asking for. I am fairly certain that the BS delta or any Greek...
Try @destriero
Never considered the impact of WFH.
The odds of getting stabbed or shot in an Indian shantytown are far lower than SF or Oakland. FYI
This is great. May not do as well in the downturn. I am curious about the pricing.
Can’t get rid of the exchange fees unfortunately.
Why do you say this? There are commission free brokers like tradehawk.
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