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No... but look up options guide or options industry council

just as a note.. when you sell a put spread you are not only taking a position on direction(delta) but you are taking a position on the future implied volatility ... if you wanna be long implieds or if you wanna be short implieds... your short volatility selling put spreads... so when you vol...

they are probably basing the 78% on delta.. which is a extremely bad measure of risk.. if implieds go up.. that strike isn't going to be nearly as far away... I think you need to get a little deeper into this before you start punting vol trades.... not trying to be a jerk.. just trying to...

your math sucks... where are you getting this probability from from

I have a feeling your punting then wanting to do recovery plays on bad punts... ask yourself what have I personally done to research my trading method... your martingaleing into a potential deep abyss... might work for a while rolling out strikes but in the long run you bust. I suggest start...

What's the difference between rolling and trading out of the position... nothing.. your just doing mental tricks.... pick an expiry you can add to farther out if your gonna add to a losing postion

Try iqfeed

I thought you said gld

Fed putting off rate hikes puts the tide in your favor

hahah... not the world market.. but vol etf's.. what a joke

I deal with tick day .. most do... I know alot of people who use R for just what he is talking about. Granted there are several ways to crack a nut.. but I'd rather rather go with R programming as it keeps you away from programming details and focused on the work at hand... it's very...

Only when I said you were ignorant did you get proved right.... calling yourself an expert statistician doesn't help you either.. the guy is using excel ... the next step is to use a high abstract free platform and language to do studies...

Completely false... I deal with hundreds of millions of rows of tick data very quickly with no dB... there's packages to parrellize operations as well.... just a statement in ignorance

Saving Time series data in a relational dB does not have any benefit..

Excel will bind up and hang on very small data sets... good luck...

Or you could use R and quandl as I have .. excel sucks you will quickly reach its limitations

Excel sucks for data science... Microsoft has now joined with the the R programming community... second... EOD data is cheap from anywhere... Reuters cqg etc etc

Started using R programming and doing quantative studies instead of punting....

I understand what you mean

very quantative you are