Back in March, cnms2 wrote: "Talking about adjustments: a strategy favored by some savvy options traders is to open an ATM iron condor, then...
Rally, I found your old posts on Coach's thread. Interesting. If it's alright, I'll throw some thoughts at you... You use TA to trade...
Cache, Option Trader mag just did a piece on directional flys.
Rally, Thanks for the input. Do you have an approximate date when you might have posted on the 'spx credit' forum? I'll look for it....
I'm going to steer clear of the general expectancy dust-up happening over on "SPX Credit Spreads". But I ran some expected values on CTM call...
From what I understand, Mav has Taleb's strategy correct. Tony Saliba (in 'Market Wizards', among other places) did similar things (short ATM,...
Yip, I might agree with you, still thinking..... The underlying can only have one realized (ex post) volatility. It is unknown in advance....
Thanks for the input. Yes, there always needs to be a 'no mas' point on Martingale. When the potential roll credit falls below a certain level...
Cache, Rally and others, Taking your commentary on the advantages of CTM CR spreads, I've set up some backtest spreadsheets on Martingaling...
Cache, I agree with you. I was holding vega aside, which of course, you can't do. With low IV's now, I would prefer the Double Diag as well....
Mark, Murray and others, Just because I like to beat dead horses, here's a JPG file of a credit DD overlaid with a condor with a twist both two...
Murray, You're being humble. I've learned a lot from your posts. For context, I trade for time decay income without predicting market...
Dagnyt, coach, murray & others, I'm experimenting with OOM diagonals, CR spreads and backspreads. I'd like to put some thoughts out there for...
Murray, I see you use 1 month difference on your diagonals. Would you ever do them with 2 months, ie., looking for the roll opportunity?...
Rally, Your posts are very informative and thoughtful. Thanks for sharing your insights. I'm trying (very small size) some CTM spreads. I...
Would anyone care to comment on post-hedge plans of action? I'm talking about using straight longs to hedge credit spreads. If you put side...
All the best to mom and baby (and you too).
Rally, I've spent some time looking at long term trend-following systems. One of the most popular and reasonably effective uses simple...
Dagnyt, Coach, Thanks for your replies. I see what you mean. Ran it thru OptionVue and I'm only shedding delta risk near expiration of my...
Coach, I read over your adjustments post (June). (Thank you, by the way, for sharing :) ). What did your hedge look like if you don't mind my...
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