Yes, some of the methods (especially automated trades) involve overnight positions. I do hold 30% of my option positions overnight as well.
Weekly Update for week 21 ended 07/20/2007 This is an OK week, although very disappointing on the automated front. Autotrade1, a normally slow...
Did you try simulating with a bigger leverage (50%,100%, 200%, 250%). I think 250% is the optimizing leverage - with a huge drawdown
Funny. Looks like a quarterly trend. Hopefully the next leg is not to the downside as suggested by the graphs
Weekly Update for week 20 ended 07/13/2007 Spectacular week! I guess the right words to describe these past two weeks in the market is MOMENTUM...
How many standard deviations is this from the mean? Outliers obviously happen far more frequently than the theorists will have us believe.
What % of Traders are profitable? The answer depends on certain assumptions about (1) Who is a trader? (2) how long a time frame you are...
I guess it's pretty obvious how he did it. Looking at the stocks, and what he posted in another thread, it's obvious he buy's stocks that are...
That performance is commendable. Of course a 30% drawdown is normal with such a strategy. I hope you are not staking it all in one option. This is...
It depends on the time to expiration and my expected holding duration. I normally aim for the nearest out-of-money strike price. But if it is too...
What are you talking about? Crap Companies? For your information +APVGE, RFYGB, QAASD are July options on AAPL and RIMM. If Apple and Research...
Weekly Update for week 19 ended 07/06/2007 Another OK week. Able to make some money through options once again on Monday, Tuesday and Thursday....
The blog site he gave at the beginning of the thread is : http://theoptionsreport.wordpress.com/ and not http://theoptionsreport.com/...
Below is the summary of my results by trading strategy. The discretionary long stock has been the massive underperformer, led by the huge loss on...
BLB, Thanks for taking the time to chart the equity curve. I think the reduction in volatility could be attributed to these facts: 1) I have...
Yeah it is not possible to make good money without risk. Anybody that does not have any tolerance for risk would pack his money in CD, where it...
Weekly Update for week 18 ended 06/29/2007 This week seems to be an options week. Just couldn't turn off my eyes from the possibilities in...
Weekly Update for week 17 ended 06/22/2007 Another slow week. Glad I made some gains. Lost 4K in my automated method (AUTOTRADE1), while the...
Gosh! These are really extreme moves. I guess your average has come down below 0.5%. Not really much to show for that volatility. I believe you...
I do my own programming using native programming languages like Java and VB, and use the APIs to link to the brokers (TWS API for IB and...
Separate names with a comma.