b., I hope you know we watch closely because we are rooting for you. thank you for your openness.
you are so bad! :D
think about it this way, at this time the spread loses about .1 a day to be reduced to 0.0 by the quarterly 3rd fri.
hi riskarb, 30 'till the close, you looking at an exotic on the sp?
how is this calculated? vxo I'd back under its 200 ma but I'm sure algorithm is more complicated.
anyone here still waiting on that non obvious 70 point drop from sp 1255? :p some things of note, until the breakout yesterday, the sp had...
fully positioned on th short side for two weeks. i'll look to take some off the table today before the meeting.
if someone of my lowly intelligence can see it, that is my first clue of obvious-isity. :D the cycles which hold up best are volatility cycles.
often it is the most obvious cycles which do not hold up going forward. the first leg down on the sp was about 70 points, then a bounce of...
nice call phil. there still could be a consolidating flag until next week.
Are you trying to make my life harder or easier? :D Two lines of code ain't bad. I've built hundreds of systems, most have shorter life...
great ideas on making it more useful for options traders and I've tried a myriad of similar exits. I really feel increasing the efficiency of the...
Here is the entire report with actual parameters expressed in terms of sp cash. This is not a tradable system but designed to simply display a...
I think I may have given you the incorrect impression. I'm not putting forth a complete trading system in any capacity. there might be a slight...
obviously one would have to take many things into consideration but I think the curve exhibits the overall mean reversion tendencies for the past...
it sounds like you have a plan. I neglected to state in my post the -3500 is on a single contract basis of the sp pit options so the loss would...
at this time there is plenty of liquidity in the pit. moving 500-1000 contracts is doable. in the past only the pit was available which is why...
50x200...must be on intraday data? raw data is a great way to go, I just can't figure out a way to code it lol.
By fading a simple ma system using about 13 for the long and 2 to 5 for the short will produce an equity curve similar to this. About a 70% win...
I'm sure your smarter than me but my options software is saying something slightly different. I'm showing the ratio spread you mentioned...
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