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More than a couple, less than " I can't believe I got to sell them all!"

Selling any?

Based in Europe or to access European markets?

You are making an assumption that the stocks you are buy vol in are correlated to the index. In reality I find down markets are more highly correlated than up markets. Typically, in an up market vol will go down but the individual stocks might drop faster than the market indexes. You will profit...

Selling the straddles on the ES because of span margin makes sense. Long ES does not offset decay.

SillyWilly, As you are in Canada, you have to do this without a PM account. Is the margin on the short SPY/SPX options going to create a large margin requirement that makes the cash required quite high?

I did not respond to that question as my compliance department does not like me to provide trading advice.

When I was a market maker, we had a saying, vol is higher for a reason. Vol is low for a reason. Sometimes the best time to buy is when vol is high and the best time to sell is when its low. In 2009 bank stock front month vol was over 300 and back month was around 100. The traders that make the...

I have to say before I provide my opinion, that I 'm not a tax expert and you should consult one. That said, I would ignore the K1 that was empty and report my trades on Schedule D unless it is a business account. I'm not familiar with the 8849. The Schedule D should match your 1099-B.

I would enter my trades.

My mistake. I counted forward and did not include the first day as one. For trading that starts on Monday, those day trades fall off the rolling 5 days on the next Monday. So if you did one DT on Monday, you can do 1 DT the following Monday if the previous week you did a total of 3.

You will not know until you try, In general, if you are not taking offers and hitting bids and want to play in the middle or work your order, you have to find liquidity. you can expect the OTM options will find more size that ITM.

That is way to general to get a proper response.

When a trader enters a trade.... that is way too big for their account size. that has more "hope" than expectation of profit. only because they are using "house money." only to try and make back money from a losing trade. only because they heard about it in a chat room or from a friend...

Realized vol is actual vol the was calculated from past movement. Implied vol is the vol that the option markets expect will happen in the future. The statement "guarantee a profit" is not something anyone can count on. You would need to buy vol less than actual or sell higher than actual...

20 years is a lot. I know one with a Sharpe Ratio since Inception of 1.14 but they only have about 12 years.

boomdog, If you can find an edge from examining flow, I'm all for it. I do find that smaller retail futures trades set short stops and can often be looking at the same charts setting, creating many stops around the same price. That can create a short term wave of sell or buy orders from...

OK, this is a guess based on my experiance. Just a guess. Institutional traders don't scalp. They take directional positions in future or use futures to hedge "something." For the purpose of this, I'll describe an Institutional trader a someone that works for a Hedge fund, CPO or CTA. They do...

Sorry, I do not have enough data to support any real information. I expect it varies based on the size of the account, not their description. A retail account with $10mm might trade bigger than hedge fund manager with a $5mm allocation. I've seen both. I've also seen an account with $300K trade...