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In a general sense selling options has no inherent edge... Options are in theory priced such that over time you can not win or lose either buying or selling them.. If you have a general bias to the idea that selling them has edge you inherently will go find facts to support that idea.. Plenty...

The idea that selling options has an inherent edge to it...because that's what professionals do

making large binary bets with other peoples money is totally an edge... no downside.. haha jk

very familiar with said brick wall haha

roll down,, here means convergence to spot.. the nature flow of far dated futures spreads to near dated futures spread, "roll off" the end of the interest rate curve.. this is where the front falls off the curve faster then the back is.. so a "flattener" or roll down spread in the...

Quote from cdcaveman: a long calender in every product i've ever traded has been short front future, long back future,, and or options maybe you said that wrong? when i'm saying long interest rate i'm saying short futures contract.. interest rates go up, when futures go...

well i'm just trying to wrap my head around how the convergence to spot works... it seems like to me you would sell a front contract and buy a back contract and play the convergence... EX... -U15/+Z15 spread... "accumulation of interest" is a term i used for lack of a better term and a...

there are very clear trends in the spreads... i've followed that h/m/u/z condor since the last thread.. <a target='_blank' title='ImageShack - Image And Video Hosting' href='http://imageshack.us/photo/my-images/849/4n38.png/'><img src='http://img849.imageshack.us/img849/8859/4n38.png'...

so aren't you in some sense deriving some of your profit from the accumulation of interest in a leveraged way through futures.. or is most of it all your PNL derived from interest rate changes? this is the part i truely am missing

Cl curve is in contango like a mo to.

when you talk about steepening and flattening are you referring to the interest rate curve derived from eurodollar futures prices?

thanks.. I actually have no clue.. i'm used to talking in terms of Crude oil spreads, or vix futures spreads.. I read some papers from the cmegroup and thats exactly where it got confusing to me... you mean steeper? steepener? prices of Eurodollar goes up interest rates go...

My question relates to this.. i've read a bit about EuroDollar futures, and i understand the contract details, and i understand that the futures imply interest rates... so if you have a future at 95 dollars a year from right now , its implying a 5% interest rate.. My question is if you are...

Its good your honest with yourself..

where was the A down in CL.. decent sell off today.. i guess on tapering talks who knows..

excel i don't really use that much.. Hoadley was a good tool when i started out to get a feel for differnet pay outs and such.. I started using R programming to do quantitative analysis and never looked back. Although i don't HFT or do scanning or anything like that..

Shocking

sold my calls right before the bell before earnings.. 210 strike.. went from 2 bucks to .08 cents over night.. where do you have an A down on Tsla

being a large consumer i'm naturally short the coffee commodity.. haha

i like my coffee to sugar spread to be tight.. 5 sugars to one cup.. anyone spread in sugar?