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  1. destriero

    Liquid options with low spread

    You exclude US nationals from inception with your dramatically-inferior strategy. In your defense it's not as dumb as the guts strangle you had proposed. The box/roll requirement is a few hundred dollars per contract on 1256 indices... you're moronically suggesting futures switches (calendar...
  2. destriero

    Liquid options with low spread

    omfg. The roll is a synthetic long in one tenor, short in another tenor. The edge loss (fill above strike with on the long roll and carry) is the cash requirement. In the US you cannot trade the tax arb with spot/futures as it's aggregated on the 1099. Fucking duh. You've been doing this how...
  3. destriero

    Long-scalping equity options against time decay and market drift

    You've been here since 2010. Decades? You embarrassed yourself on statist's thread. Luckily he's even more clueless than you are. Yeah, boxes and rolls are something that I made-up. You're a sim-trading snake oil salesman. Bye.
  4. destriero

    Long-scalping equity options against time decay and market drift

    "Your claim about filling buys at the bid and vice-versa is highly defaming to me." Truth hurts. You're sim-trading bc you're false. I posted actual net liq and performance screenshots in real-time and you can ignore that fact all that you want, but you're a fraud. There is no disclaimer on...
  5. destriero

    Long-scalping equity options against time decay and market drift

    lol you're a uni-professor? I'll bet that you don't teach taxation/tax shelters.
  6. destriero

    Long-scalping equity options against time decay and market drift

    Not interested, thanks. I've posted a half dozen runs, in real-time, to this journal: https://www.elitetrader.com/et/threads/dests-everything-journal.332136/page-10 Screenshots posted within one minute of taking the pic. The single-name prices and news match the time stamp. I haven't defamed...
  7. destriero

    Long-scalping equity options against time decay and market drift

    From what I've seen of IBKR's sim-accounts (DU-prefix) you can basically buy the bid and sell the offer. The worst simulated fills of any major broker. There is nothing here proving that your automated trading is legit. I'm sorry, but this is just a journal for entertainment. I am sure that...
  8. destriero

    PDD acting very strong after earnings

    Do they hate blacks?
  9. destriero

    Long-scalping equity options against time decay and market drift

    It’s a sim-account.
  10. destriero

    Calendar Spread Basic Setup Question

    Gamma being finite has nothing to do with circuit breakers. MissDawn doesn’t understand gamma, thinks models suck, but is constantly quoting model output (gamma).
  11. destriero

    Calendar Spread Basic Setup Question

    Baron, can I change my handle to InfiniteGamma ?
  12. destriero

    Calendar Spread Basic Setup Question

    MissDawn is r******d.
  13. destriero

    Liquid options with low spread

    I am sure but I've never been inside on those discussions.
  14. destriero

    Get long

    SS/fixed-strike vols imploded today on SPX. So either the vol-desks just came to the collective conclusion that XMAS week trades zero RV or someone blew up.
  15. destriero

    Liquid options with low spread

    1) if you're intent on exhibiting signs of CTE then go ahead and trade the moronic guts strangle, but for the love of God trade it from the long side. OP said something about short prem taxation but I really don't GAF. Regardless, long or short the guts is an IQ-test. 2) If you're running an...
  16. destriero

    Liquid options with low spread

    Dude. He can replicate the tax loss for a fraction of the cap-req with the roll. What would require $300K with the strangles would require $3K with the roll. I am not discussing the risk to the strangle, but the roll has no risk. You have no argument.
  17. destriero

    What-If China attacks Taiwan

    You fucking stain.
  18. destriero

    BlockFi goes bankrupt, catching it from FTX

    I bot BNB at 275 and DCA'ed the cover at 300-310. $600K worth.
  19. destriero

    BlockFi goes bankrupt, catching it from FTX

    My point is risking 20% of your account to earn 25% v. zero risk of loss at say 6% in traditional FI. 6 > 5. Buying Ts in your brokerage as an example.
  20. destriero

    BlockFi goes bankrupt, catching it from FTX

    Lending forces you to relinquish control so obv it's only a great biz-model for them. The problem is that you're getting 12%pa or whatever at 100% risk of loss. I've put my entire net liq into a DNT exotic and was shitting the entire time... but I cannot understand how anyone can reconcile the...
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