If you start visualizing vol as merely synthetic time it simplifies (somewhat) the causal trade offs you mentioned with theta decay. Ie, imagine a...
Do you consider SPX to be thinly traded?
I was unclear, I typically don’t leg and experience horrible fills on SPX if I can get a fill at all. I have tried to leg in/out to improve fill...
My experience with flys is getting fucked on the spread at both ends, with worse slippage on flys than on almost any other spread— including most...
Been there buddy, such a maddening and paranoid feeling. My story: Years prior I had set up my wife’s MacAir to be able to access our NAS b/c her...
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