Let's say that in market XYZ the bid-ask spread is 150-100. If I place a limit order at 100 maybe I will not be filled so fast, because there are...
I was that unfortunate "rational" investor holding the short side of that contract. In hindsight , I should have recognized that that trend could...
the problem with all stops in general is that they will reduce your probability of profit. You can have a really tight stop and so you will have...
Haha Ironchef.. I can have at best a vague idea of where the underlying will be trading, however if I find a combination with risk:reward of 1:10...
Thanks for the support sir, appreciated.
Hi, thanks for taking the time and effort to reply. For the risk/reward part, I cannot evaluate the risk if the stock goes past the short strike...
There are 3 possibilities: 1-you are trolling 2-you are a spambot 3-you are so much above my level that I didn't understand a single word. In any...
Hello everybody, I would like to write about a strategy that recently got my interest. Basically it's just a bull/bear front spread, but instead...
if the trade has negative expectancy, the more trades you make the more your results will look similar to the calculated expectancy. Just use all...
Ok guys, so I am posting this as a conclusion to the solver experiment, and hopefully this will be useful also for other people who would like to...
Forgive my ignorance but.. why theta as the third dimension?
@mushinseeker wow I'm happy my approach didn't get shot down immediately :) I will introduce a liquidity constraint, however this is the part...
Ah yes, before I forget... I have also another very important question: here there is no VIX (there was something similar but was shut down by...
Hello everybody.. I'm a new options trader.. I have been lurking around these forums for a while, however I never posted anything before. Funny...
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