Recent content by semuren

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    Is such a strategy is even theoretically possible?

    I would guess that future's options are "securities" but if they are not one could use those in the taxable account and use index or index ETF options in the IRA.
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    Is such a strategy is even theoretically possible?

    http://www.irs.gov/irb/2008-03_IRB/ar01.html Rev. Rul. 2008-5 Rev. Rul. 2008-5 Loss from wash sales of stock or securities. This ruling provides that if an individual sells stock or securities for a loss and causes his or her IRA or Roth IRA to purchase substantially identical stock or...
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    Is such a strategy is even theoretically possible?

    --- Admittedly I have not checked recently but last time I did ToS let one trade futures in an IRA but not futures options. Seems stupid but it might be some sort of CFTC rule. (Certainly FNRA rules can be a bit stupid.) Also, I would be pretty surprised if you can naked short calls in any...
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    Theta Decay & Delta Neutral without Calendar spreads?

    -- Could you describe that that long gamma long theta position would look like? Also, where in the book is this discussed. Thx
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    Literature for market neutral strategies

    if you are new to options try this: http://www.amazon.com/Rookies-Guide-Options-Beginners-Handbook/dp/193435404X also look at the authors blog: http://blog.mdwoptions.com/ Here is another book: http://www.amazon.com/Option-Strategies-Directionless-Markets-Butterflies/dp/1576602494...
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    Is such a strategy is even theoretically possible?

    -- I think there is a workable strategy here, though no exact way to do this. But I do not think the straddle based example above would work as well as using FOTM put spreads. Also, I am not sure if any IRAs can trade futures options (mine can't, anyway), and I am sure no IRAs can have...
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    Broken Wing Butterflies

    I thought I posted a complete reply here but it seems to have disappeared, or not yet shown up. In brief, I think he is selling verticals on both sides of his original short strike as the price moves his way. On the CTM side they are rolling his wing in and on the FTM side they are adding...
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    Broken Wing Butterflies

    So I just came across the video mentioned in this thread and then found this thread. I think what the guy in the video is doing is selling a vertical both sides when the underlying moves his way. You could also think of it as selling a condor. So on the CTM side he sells some of his...
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    Option income strategies

    Can anyone recommend software for back-testing these sorts of positions? So far I have been using ToS's platform for this but it is quite tedious. Plus I am also trying to do some adjustments off of expiration BEPs that I can't get on there. Automating this would be a great help.
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