Congrats! Lots of hard work to get here
Thanks for clearing this up. I see what you mean about the small caps
Hi TBS Nice results! How much do you rely on your model compared to how much you rely on your interpretation of the news? I know you’re big on...
news mentions results for clinical trials, and moving to the next phase of trials
Watching ARWR: implied move =18.5% impl. move relative to 4 quarter absolute ave hist. move = +8.5% impl. move relative to 12 quarter abs. ave...
Long straddle cumulative profit, not short straddle, hence negative. That makes more sense. I’ve been looking at this metric ever since I first...
Hi TBS Great start to your new journal! Thanks for everything you posted before. Are you now using weekly options, or using 20-30 days left in...
A review of OptionStack ... see the discrepancies section: https://spintwig.com/options-backtesting-with-optionstack/
Hi TBS Wow yes it looks like a big indicator. So I guess you're looking for the big EPS changes which leads to smaller jumps. I'm guessing the...
Hi Etrades Post #2 answered your question above. You just need to measure the range of the larger daily candles and see if it’s too risky for you...
Does this mean sticky strike is more applicable to "1 month options" and upwards, than "one week" options? ... or the other way around?
Are you now calculating all the Earnings variables from Quandl ORATS data, and avoiding going to ORATS direct? Sounds like a bit of a concern...
Just understanding your variables a little more. Ok so the jump from 3.5 years ago carries equal weight to a jump that happened last earnings. I...
Hi TBS Hope I’m not prying too much... With all these averages with different variables, is it usually a short term simple average for example...
Projected earnings date 16th to 19th July
Great read! Just making sure I have this correct ... this is all about "buying" straddles to trade the volatility ramp into earnings, as it...
Sounds interesting. Can you reference any papers or authors?
Thanks
By earnings surprise I guess you meant the underlying overnight move straight after the earnings release (only till the morning at open, and not...
One big earnings website looks at: implied move > average actual move over the past 4 earnings; whereas another big website uses: Implied move >...
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