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  1. Fully automated futures trading

    same here. ~10% daily loss. Second largest daily loss, much bigger than the ones in Mar 2020. I am a bit greedy and running vol target higher than...
    Post by: Phoenix_colossal, Nov 28, 2021 in forum: Journals

  2. How to trade delta-neutral straddles if iv can be forecasted reasonably well?

    Thanks. That's what I am afraid of. I read about vol/variance swaps, seems like they are more of a "pure play" on vol, whereas the vanilla options...
    Post by: Phoenix_colossal, Sep 14, 2021 in forum: Options

  3. How to trade delta-neutral straddles if iv can be forecasted reasonably well?

    Thanks for the reply. From the PnL formula, does it mean that even if one can forecast IV perfectly, the PnL is still not deterministic because...
    Post by: Phoenix_colossal, Sep 14, 2021 in forum: Options

  4. How to trade delta-neutral straddles if iv can be forecasted reasonably well?

    This may be a dumb question. Say I have a model that can forecast the delta neutral straddle iv of one asset reasonably well, out of sample, with...
    Thread by: Phoenix_colossal, Sep 12, 2021, 6 replies, in forum: Options

  5. EOD data for US future options including historical?

    Yes, that’s referring to the underlying futures. FOPs only 5 years unfortunately. I subscribe to their world future data already, which is quite...
    Post by: Phoenix_colossal, Aug 22, 2021 in forum: Data Sets and Feeds

  6. EOD data for US future options including historical?

    Hello, I have been searching for EOD US future options data for a while. Need to go back as long as possible. I want to have trade OHLC, vol/oi...
    Thread by: Phoenix_colossal, Aug 22, 2021, 4 replies, in forum: Data Sets and Feeds
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