Recent content by Dmajirb

If you start visualizing vol as merely synthetic time it simplifies (somewhat) the causal trade offs you mentioned with theta decay. Ie, imagine a stock that never moves much at all, just slowly/surely marches slightly upwards over the course of a year in a very boring and predictable manner...

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 price but as mentioned before is small hit or big miss. With U/Ls that can be purchased directly (such as GOOG) I get much better fills when go...

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 4-legged spreads (with box spreads taking the cake for all-time worst). I have legged in/out with inconsistent results—sometimes a little better yet...

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 drive was full. At some point she happened upon some malware despite using a Mac (assuming it was the fake Adobe Installer I found on her MacAir but...