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What others say about collars: http://www.elitetrader.com/vb/showthread.php?s=&threadid=66507&highlight=collar* Q UQ

Perhaps (and naturally) not everyone is familiar with collars. Hopefully this thread would be useful not only for vacationer-style investors, but also for some layman traders. Q http://en.wikipedia.org/wiki/Collar_%28finance%29 In finance a collar is an option strategy that limits the...

This thread is not intented to discuss any adjustments of collars, backspreads as dynamically converted from vertical spreads (collars equivalents), or calendar collars. People interested in this complexity/aspect of collar spreads can go to some threads like the one (There are more than 30...

Another note is due to their equivalent profit/loss profile, some traders may prefer using vertical spreads, rather than collars. This topic has been discussed many times before on some other threads.

Another typo just found below. The abobe Short signal was actually for the Week 3Jan2011, producing a losing week. For the Week 10Jan2011, signal was Long 1262.00, a winning week.

What I meant above was playing with a straddle-type options, for some sophisticated traders, a strategy like Double Slingshot (playing in either direction) may be used. This thread is designed for vacationer-type players/investors. Therefore sophisticated traders who don't like collars for...

Mine is very much directional bets. Just make use of options as loss stops.

There are many different structures of Collar strategy that I am currently exploring: - Long UL, Sell ATM put & Buy OTM call; - Long UL, Sell ATM call & Buy OTM put; - Long UL, Sell OTM call & Buy ATM put; - Long UL, Sell OTM call & Buy OTM put; - Long UL, Sell OTM calll & Buy ITM put; -...

Please bear with me for this play of es, and take it easy. The price 1286.50 was an ES futures March2011 price. The price for its futures options for Feb2011 1285 Call was sold at 21.47.

Yes, thanks! Should read 2011.

Week 17Jan2001 Long 1286.50

Updating the last update: Short collar for this week.

Update: A straddle strategy (rather than a collar) should be used for this week.

Week 10Jan2001 Short 1262.00

test chart... <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=3056529>

In order to gain some new experience in a new year, I would like to play some forward tests with weekly signals on ES futures using collar strategy. Backtesting with historical signals has been done for a period of several years. I just found this old and interesting thread below about...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=58328&perpage=40&pagenumber=6

great invention: candlesticks!

perhaps due to: weeklyx4= monthlyx1

perhaps return retracement ratio would be useful. http://www.elitetrader.com/vb/showthread.php?threadid=143305