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Let me add another data series. This ETF sells naked puts on the 20 most volatile stocks (i.e highest implied vol) at 85% of cash value. So again, no leverage here and slightly below one to one. Interesting concept. We have two years of performance to look at. Their target is to earn 10% a...

Let me try to add some data to my argument. Now this is not an apples to apples comparison but close. I'm attaching a PDF of a mutual fund that primarily sells cash covered options. I know it states in the prospectus that they also buy options but this is very infrequently. Their goal is to...

All my volatility indicators keep saying to lean long risk. That can always change of course but I feel we are in perhaps the "eye" of the hurricane where the weather is nice and quiet before the next phase early next year.

A couple of points. If one is long the S&P 500 index over time and holds it, they incur no commission costs, pay no taxes year to year and have no slippage. A put seller every month incurs a short term tax each and every month. Pays a spread on every put sold and pays a commission. The...

http://www.marketwatch.com/story/a-first-in-us-volatility-measures-cboe-russell-2000r-volatility-indexsm-rvxsm-closes-below-vix-for-first-time-in-history-of-the-index-2015-09-10 This is interesting. Of course I've been talking about the relative out performance of the Russell on here for...

This is an old interview but a good one with Kyle Bass. The reporter attacks him in the interview and he handles it very well and makes some very good points.

http://www.businessinsider.com/adage-capital-fee-structure-2015-9?utm_content=buffer0aff6&utm_medium=social&utm_source=facebook.com&utm_campaign=buffer

It's nice to see some lurkers come out of the shadows and onto the board! We're a pretty friendly group here. :)

I cutoff at the US close. So I capture the tail end of Japan, all of London and all of US hours.

My London open starts at 2am central time which should equate to 8am London time.

Remember I use the London session for all FX pairs because I do a lot of relative value analysis. So there were a lot of days where the Aussie may have tanked in the evening and generated a neutral or positive value later in the session.

WTI/Brent....

This AUD/USD is an interesting trade here. Meant to post this as it bounced off the monthly A down. It's in a 30 day confirm to the buy side.

Yeah I picked up some cheap downside flys on the spoos. That paid off nicely.

And for SPY 198.15 for the monthly.

My monthly is 1972 and weekly is 1961.

WTI re-set today on the 30 day. Not a big shocker though.

Done.

Watch out for the fade and go guys...

Who said anything about not losing money? Not the sharpest tool in the shed are you?