Interesting. From your statements I infer that you trade comparatively illiquid products. I have had similar experiences. Small cap equities are...
There is no golden rule that says if VIX > 30 than VIX will rise. Have a look at April-May 2010, September-October 2008, etc. Sometimes it takes...
The price of an option is calculated in terms of its implied volatility (IV). Yes, you can use a call for a leverage long position iff a)...
Hi, I am new to options, not to the market though. I am looking at MOT October calls, which look pretty cheap to me. The 7 Calls go for 38%,...
It's actually fairly simple. Those who have an edge should trade, those who don't shouldn't. Now, where is your edge? Having a big edge means...
http://www.berkshirehathaway.com/donate/bmgfltr.pdf
The problem with most technical approaches is that it lacks precision and misses the central concept of randomness. It's like playing poker...
Actually I developed a trend-indicator today which correlates quite well with CTA-trendfollowing funds. It is calculated over a universe of 20 or...
I think what is usually meant by trend is that prices go higher and 'decidely' so. That is most of the time of the trending period prices go...
Maximizing mu-sigma is more or less what the "modern" portfolio theory says. As you absolutely correctly pointed out, the weakness is that mu and...
People who are not knowledgeable in mathematics like to think that a definition of trend is as straightforward as it gets. For example I skimmed...
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