@TazTheLaz A few months ago I created a DIY version of what I think Taleb may have done based on Malcom Gladwell's NYer article. I use optionsamurai ($40/mo.) weekly to scan "long puts" of various tickers (not VIX/SP500) that have ten cent/nickel "asks" with expirations week-of or next-week that...
To "Thunderdog" and "puretruth"
"IT IS NOT THE CRITIC WHO COUNTS; not the man who points out how the strong man stumbled, or where the doer of deeds could have done better. The credit belongs to the man who is actually in the arena...."
-Theodore R. Roosevelt
Just wanted to send you a friendly shout-out, it's always a pleasure to read your written word- be it trading related or a recount of your impeccable ethics.
sorry for the theoretical thought -- but, in hindsight, would your trading account $ have benefited from a mandatory break from trading for 5 straight days each month? ..allowing time to reflect/refocus.