Recent content by drmark27

Lol. If you're in the area!

Sorry... I meant reverse calendar.

At the very least, I need to know the entire position. This doesn't tell me enough. I recently backtested a RC hedge through 2020 and it failed miserably despite being advertised to do wonderfully in exactly that type of situation. I'd be interested to see the differences between yours and...

That's a very attractive risk graph! I have found issues with other positions that have similar risk graphs, though. I'd be curious to know your exact position breakdown to see if there's any similarity. Also, your last post said you use just futures now. Did you encounter problems with the BSH?

This may answer your question. From the Green Trader Tax website: "Florida does not tax S-Corps, or LLC’s filing as a partnership unless the LLC has a corporate owner. FL does tax corporations, see Florida’s Corporate Income Tax."

I'm new to South Florida. Any option traders around here?

Are you suggesting this might have been EOD shenanigans? Volume is usually highest in the last 10 minutes though, right? Are prices on the greatest volume the most representative?

That makes sense. What is another potential reason (or two)? Also, what about data from 3:55 PM ET rather than 4:00 PM? I would think this to be smack dab in the middle of the most liquid part of the trading day. Should quotes at this time be most reliable?

This has probably been addressed but on multiple occasions, I have seen EOD option quotes with crazy wide bid/ask spreads. I'm especially curious to hear from some institutional folk why this might happen? Thanks!

That looks like some impressive attendance!

I think coming up with those buckets (< 18, > 28, > 35) retrospectively makes this strategy overfit. Jeff1228 asks a really good question about Feb 2018. VIX was under 18 on Friday, Feb 2. If you're going to throw additional guidelines on like VIX almost [sic] doubled the previous week...

There are at least <choose a large number> possible adjustments for any position you're ever in. They all have pros and cons rather than being definitively right or wrong. Some will be a better fit for your personal style, and hopefully that is what your trading approach will develop into...

Those last two sentences are woefully incomplete. Maybe you can't make any money, either, if you "manage risk like a beast." A statement like that needs supporting evidence to be convincing. WRT "awareness," it's often an illusion. I'll assume you're referring to risk and then reference my...