This has been a good thread. Good intentions all around, low sarcasm/mockery level, and great expertise shared. And a happy ending to boot - the...
Michael's trying to Burry his Wood
:D [ATTACH]
The bid/ask spread can be miserable on LEAPs, even for fairly liquid underlying securities. The situation gets worse when you try to roll the...
Every time I buy or sell a deep ITM, long-dated call, I think to myself...wow, it would be good to be on the other side of that trade. :confused:...
My biggest complaint on covered calls is that they don't behave well for large, abrupt moves in share price, either up or down. If the stock...
I frequently trade the poor man's covered call. However, I'm trading an actual covered call strategy on Robinhood (HOOD). I got 100 shares at...
It's not a trivial achievement to beat "the index" consistently.
We moved to Denver in 2011 from Houston (after flipping another estate sale house, hahaha). At the time, Denver was cheaper than Houston for a...
The guy who owns my company (oil and gas) made his breakthrough by buying a potash mine in 1998 when commodities were in the tank, then flipping...
I'm afraid that most of my (non-retirement) horde was earned by fixing and flipping my primary residence. I owned a house in Denver for 8 years...
I like the poor man's covered call for hedging. Buy deep in the money calls with 90+ days to expiration instead of shares and sell covered calls...
I’ve been trading the poor mans covered call for a while. Deep ITM long call, more than 60 DTE. I target 80 delta long calls, which typically...
If you are itching to start coding, write your backtest engine. It's going to be the core of your data mining/optimization process anyway. Make...
There's definitely some spread on your profit curves...but I'd probably take a flyer on a strategy with a 4/11 chance of returning 200% YOY! When...
Sorry, the yellow dots are the VIX share price. The red dots represent cash in the market for one of the 50 realizations. For the R^2 metric...
OK, so I did a cross-validation test of my VIX and UPRO strategies, where I had a randomly selected 200-trading-day out-of-sample period. Here's...
OK, OK, you've shamed me into doing some cross validation. ;-) I'll backtest the high-graded strategies with an ensemble of random...
OK, so I didn't go all the way through Chan's article (too much econometrics jargon for me to understand without some serious background...
Thanks for these; I'll have a read.
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