Recent content by gerr33git

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    Calmar ratio 2674

    Accountant performed an audit with trader's full agreement that results will be known to me. What is illegal here?
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    Calmar ratio 2674

    Kevin, is your book applicable to option strategies?
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    Calmar ratio 2674

    Yes, 3 months is too short, but those 3 months contain all three phases: bull till 26th of January (+46% return), loss of -7.5% from that date to 1st of February, switching to different set of strategies resulting in +48% return for Feb (includes bear and chop). +18.5% for March so far. So...
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    Calmar ratio 2674

    Accountant verified brokerage trades without making any copies. Trades are not simple and vary according to volatility. Maximum drawdown was 7.5% and correlation to SPX is -0.33.
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    Calmar ratio 2674

    Identity of the trader would preclude an unbiased evaluation. My accountant has verified his trades, so, not assume any fraud.
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    Calmar ratio 2674

    This 2674 Calmar ratio for YTD, containing about 150 options trades on SPX and 77% being profitable, should be good. The question is if this trader is good or just lucky?
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    Notification of Large Trader ID

    I have received an email from OptionsHouse to obtain Large Trader ID from SEC. Did anybody else have receive it or it just a bad joke? By no means I am a larger trader, some butterflies on GOOG, AAPL and SPX (10 lots) can easily exceed their designated threshold of $20 million a day if you count...
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    Weekly AAPL Butterfly Ideas from Jeff Augen

    Yes, they might be profitable, because of the flat skew, so the fly usually is not overpriced.
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    Weekly AAPL Butterfly Ideas from Jeff Augen

    I doubt that Jeff Augen trades what he writes or talks about. He might take the other side of the trade. I have listened to his webinar in real time and watched AAPL's fly "decay". There was no decay, the first week the fly lost huge, second and third weeks the fly began to decay only on...
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    eoption.com

    I have emailed to eOption, asking about option routing practice and availability of Portfolio Margin accounts. After one week still no answer.
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    gamma scalping (profit target)

    And thanks God, that would be the end for option market. I target about 20% return for gamma scalping.
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    eoption.com

    Your order may never will get filled at your limit price, while at IB it would. That means, a lot of missed opportunities.
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