Recent content by Arastormx

Is that 69.4% statistic saying 69.4% of the time the writer of the option buys back his option that he wrote?

Correct, I understand that. However, by those statistics its saying only 19% expire unexcersized, and with only 11% being excersized. What happens to the rest of the options?

According to OCC statistics for year 2008 (for activity in customer and firm accounts), the breakdown is as follows: Closing Sales - 69.4% Exercised - 11.6% Unexercised at Expiration - 19% So, in 2008, 19% of all options positions in customer and firm accounts expired unexercised; 11.6%...

If I knew why i was returning 104% long but loosing my ass when i tried to do the same strategy shorting would I be on these forumns asking for good shorting strategies?

And as far as more information goes...... I'm day trading......when going long I use a combination of the ADX, MOM, and one I've developed on my own. I have master's in statistics so its something I picked up in grad school. I do use a TTM of 5% off the maximum value. Meaning if i made 100 and...

I have no specific goal amount per day. I'm just looking for a good set of indicators that I can program into openquant just like I have going long on stocks. Like I said I have had great success with the backtesting on my long strategy, however, the long strategy doesn't work in reverse...

Hey all, Here recently I've developed an Automated trading system. I have the long positions programmed in and back tested with fantastic results, however, I'm having trouble with shorts. I need advice on a strategy for the shorts. Specifically indicators and combinations of indicators...