let's build sp systems. :D
it is if your exit is when they go atm.
thanks and you are correct. as a developer I'm simply trying to multiply me.
thank you, Man, very isightful. I also am looking at building a futures team. how suceesful have you been in developing profitable systems?
a rough estimate of what the longs will be worth is half of what they were bought for with 30 calendar days left. to be more precise you have...
yup, in fact pos. ex. goes up as puts go otm.
jeff, great posts. I feel, at this time, naked calls and vert spreads 1 sigma and further have little to no expectancy. But the call...
simply getting the debit as small as possible. thnx.
any diagonal, no matter how far away the short strike can be placed as a credit if you go far enough away on the long side. 2 1-sigma...
at the very least you have impressive conviction. the stock market usually leads the economy by 9 months. since the average bear market is 9...
thank you. so for the call side of the sp, if not calendars, what is your preferred vehicle structure?
murray, also, when a call calendar is initiated there is an estimated loss on a risk graph if the short strike goes atm. with the vix dropping as...
this has nothing to do with trading but a trader can use it? was that a joke? markets and economies are not always correlated.
I've never met an economist, no matter how smart, who was a good trader.
it is considered the carrying costs. it helps the inventory holder cover expenses.
which implores me to ask that which I don't know, why have the differences in closing times anyway? every quarter end the cme adjusts the...
entered a double diagonal today. short aug 1225px1335c strangle; long sep 1160px1370c strangle.for .2 debit.
w/no touches? that is some decent leverage.
welcome to the land of mean reversion overvalued puts.
the number of ways are virtually limitless. but, you may want to begin with either directional and non directional.
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