It's firmly established beta is not acceptable. I've alluded to that quite a few times. Why are you still stuck on that point? Book delta as a...
Sorry, I'll type slower next time. Whatsa matter? You're a little cranky. Mr Market not treating you well?
That's because you're not applying the CNBC noise quotient. Every time the phrase "I see a lot of upside potential" is uttered you have to adjust...
Atticus, you have no idea the option positions in my account, so I think it would be hard for you to critique it. I don't even think you...
A blind squirrel occasionally finds a nut.
That's illogical. The reason being, you could set yourself up a mirror account that is exactly opposite of what you set out above and it would...
I do appreciate your posts. Tomorrow, I will calculate net delta and convert to $ terms. I'll see if I'm comfortable with that. I've been...
Can't be answered until we know what is at risk. 2.5% could be terrific if your trades aren't exposing you to a even a small chance of blow-up....
I would think short 45 straddles for a 100k account would be more than a blip. Here's my performance over the past year up to the end of today,...
Thanks coach, what you have confirmed for me is my way of counting ends up with the essentially the same result, it's just done a little...
Optioncoach, I respect your opinions. What term can I use to describe the books correlation to market moves? My book is compared against the...
My performance (which is scalable) is better than 90% of actively managed mutual funds and likely much better than the average hedge fund, yet I...
Optioncoach, I KNOW what you're saying. Please read the next post. Stating a delta of 2.0 was my illustration that it was wrong to use the term...
Yes a delta of over 1 *might* be considered a little erroneous. Do you see why beta might be a better term to describe the book's movement in...
Book delta it is then! Thank you. I'll use it in a sentence: "My book delta is managed from a range of .75 to 2.0, inversely related to market...
Did you not want to use the phrase "diseconomies of scale"? I think thats what you were eluding to. For all intents and purposes, bigger the...
You mean scalability right? Economies of Scale would mean "bigger the better". Unfortunately I cannot come up with a better word than beta,...
My quest is to beat the sp500. How much clearer do I have to make it? MOST actively managed mutual funds do not beat the SP500. As far as EMH...
Beta may be meaningless to you, that's fine, but if I am to describe what my system relies on, I HAVE to include it because it's important to me....
Regardless of whether the thief gets the money, it will likely be a law-changing case.
Separate names with a comma.