Recent content by dcwriter2

What do trend followers, CTAs, do?

Is it a certain percentage (2, 5, 10 or 50 percent) of a trade size margin, unmargined cost or an account that provides of a good stop?

Gotcha. Thanks.

Ok, I’m looking at an old UVXY1 put, from the last reverse split. The 4 strike expiring in January. It trades at 3.05. Considering it’s an automatic exercise under 40 (because of the old 1:10 split) why not load up on a bunch at 3.05 for a couple months and let the market taken them away at 4. I...

Wow. Thanks. Give me time to peruse.

Btw, typo in the he’d. I meant backtest, if it wasn’t obvious.

Specifically, I’m looking for selling one ATM on SPY, MOO, daily.

Besides VIX options which expire on Tuesdays, I believe, but settle Wednesday morning, are there any options, on equities or futures, that stop trading on Tuesdays and Thursdays, apart, of course, from SPXW and ES?

So, it is an oddity. Any others that are similar? Does OCC clear both? Would a CTA trade both?