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have done analysis in this field.. problem is, indices can also go down without a spike in vix, eg the year 2000 ( 2008 and 2020 had a much higher spike, so why would the next big ‘ dip’ have an ‘ insured ‘ spike in vix?) So simply banking on a continuously declining vxx and buying calls or call...

I believe in general R is more used in academics and Python more and more in companies. Fwiw Python is somewhat easier to learn and more generic. If you know one programming langauge you will pick up others very fast. If starting now i would go for Python. You learn it best to read one tutorial...

Totally not a chart guy, but log picture NQ: ( searched youtube for caveman in ferrari but could not find decent video, i'll leave that for Overnight ;) )

I always remember christmas 2017. Besides the usual topics as housing prices crypto also came along. One of my uncles told he was in a crypto where you had to pay 10k and could collect 3k per month as a perpetual. You read it right, forever. After staring for 10 minutes in disbelief I told him...

Maybe i can help, although i use options more as an ‘investment vehicle’. you want to go short roblox before close with the thesis it will be much lower friday? What is your target?

No way. It will create too much stress. As simple as that. But if you're like me you will not listen to all this advice. And you will start with even 30k as an 28y old. Well, at least you will always have an interesting story at a party :sneaky: It's just wiser to bet on 2 income streams. One...

Your pick EVLV also seems on its mission after the earnings:thumbsup::thumbsup:. Did take part of the table at 7.50 though

Nicely done! You certainly know how to read between the lines and to interpret it well. Will be volatile tomorrow then with the shorts. Enjoy your profits! btw is your (strong) bullish bias for SNAP still on? (I thought rblx/snap were somewhat interdependend but maybe I interpreted that wrong)

Bizar.. congrats vanzandt!

It certainly is always best to understand the underlying concepts since form will change over time while concepts and/or processes often last longer then it's form in present state. When you (at least i did) start out you tend to think a certain combination contains edge, so you spend (too)...

When you use option combinations for ‘directional’ trading, isn’t it ‘better’ to shift the strike you are buying more atm? When your view is correct you lose less delta on your long side. Suppose you have a bearish view on spy, instead of: create a diagonal in the direction you are...

Sounds familiar. Do have to withstand and keep in mind the (temporary) drawdown

From Vanzandt, a spac indeed. Trying to play it with options, altough those are very illiquid/high spreads Cautiously build some put calenders on qqq today as a hedge for the long positions.

EVLV +11 %? Putted those in a forgotten corner, but comes as a rabbit out of the hat

This is for long term portfolio, so no hurry :) a first test on my side achieved mediocre results. I found better results to just sell a ditm call x% below current price on a continuous basis. If it drops under your threshold percentage, stop selling until price of underlying reaches a new...

Haha, like this video's :) Seeing american beauty when 20, you knew it was brilliant, but couldn't really understand the finesses back then. Now, when the kid goes to 5 getting a revival of the things to do you like and feel more like: --- being a data-cruncher-type guy a day i need...

Your calls have been spot on! I really like them :D:thumbsup:

I think there are a lot of variations possible. I also did a (very)quick and dirty backtest this morning, and arrived at the picture below for reference. Period 01-2015-09-2020, orange= long portfolio 'method', blue= +otm puts, grey = combined. This is a very back of the envelope analysis and...

Yes I thought about the scenario with a more slow downward grinding market. The last dip would probably be very profitable, but a slow grind can be more challenging. I think the long otm puts would need to be of sufficiënt duration to account for this scenario. And like you said, management can...

This interesting thread sparked some ideas for possible strategies. I think for example to create a hedge for tailrisk for a long index portfolio for example (or actually a surrogate via combinations of calenders/diagonals) one could set up a ratio of puts. For example buy 4x 10% otm puts and...