Recent content by Pilot550

I’d be interested in this.

I don't think this is quite as simple as "just another person trying to fool the crowd". I think you can fairly question the statistical significance of results that use such a small sample as the 8-12 past earnings dates as a basis for deciding whether a trade has merit, but then it's also...

I imagine your math is correct, but my math was not that precise. Some of the trades involved only taking up a 1/2 position, and also, as I'm running at a number of multiples versus the model portfolio the actual size of positions is not always the same proportionately as in the model. For...

Yup, I'm sure it does, and I'd hesitate to draw any firm conclusions from my results to date. That said, those who prefer to be pro-active and lead official trade calls can find the tools and discussion readily at hand to allow them to do that, so much of the adverse selection is a function of...

Sure. Joined in mid-June. First trade taken was on June 19, so results to date are for ~1.5 months. Total number of trades taken: 20 Average duration: 9 days. Winners: 12 Losers: 8 Average win: ~18.5% of allocated funds Average loss: ~12.5% of allocated funds Overall average return: ~4.7% of...

I’m mostly a lurker here, but I’ve been around for a while despite the low post count. I know enough about options and vol to follow Des’s trades reasonably well and to share ideas back and forth with the likes of filthy and chrilly (who most here would not know, but who is a very smart guy in...

You seem to be missing the obvious. When that which is enlightening sits right beside or in response to that which is crude as things stand the user has to accept the one or forgo the other. Why should that have to be so, and why should simply asking for a fix justify anyone providing a...

Oh FFS ... he isn’t asking for anyone’s ability to fully express themselves to be curbed. He’s just asking for an option to have some of the more colorful expressions replaced with **** when they appear on his feed. Easy enough to do I believe. How the **** could that possibly be a problem for...

Do filthy (Euan) the service of buying his book if you want that knowledge. There aren’t that many truly good authors or books in this business. Those that there are deserve your ~$40 in return for what they can tell you.

CBOE has just finished a renaming of some of their volatility indexes. VXST is now VIX9D. Doesn't look like IB has caught up with the times just yet. See: http://www.cboe.com/products/vix-index-volatility/volatility-indexes

149 by my count.