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Would make my life easier as it allow me to chose my expiration with exact accuracy. I'd love to see tueday and thursday expirations on XSP and SPY.

S&P 500 is the golden standard index for the domestic US market. SPY has been around for a long time. A lot of options expirations and SSF's are available for SPY. Good for institutions that want/need to hedge exposure or construct more complex structured positions around the ETF.

Most large HF's got pretty shitty performance. I guess institutions want to gain access to uncorrelated income streams to lessen portfolio risk. And these are not easy to come by for larger purchases so they take what they get. The number of available large AUM funds are limited. I heard...

Depends on trading style. If you are trading systematically the hard work and time goes into discovering sources of alpha, R&D process, evaluation, etc. Once the model is finished, the execution part is easy, one just put on the trade and go out fishing. The trade will take care of itself...

4% max draw down on annual basis. Not quite as good as him. Believe he has both lower max draw down and higher return on a annual basis.

A few years ago I had 20% on annual basis for 60% annual return with my previous trading model. Yes 20% is a lot of risk. Today I'm at 4% for 25-30% return but my account is also much larger. Did improve the risk ratio from 1:3 to 1:5, I can always leverage up if I like to to take on more risk.

No free lunch.. the lowest risk to initiate a covered-call is then then the price is overbrought and at a possible high point. This is also the point in time then volatility usually is the lowest and you get the least premium for your sold calls.

There is no good returns in pure premium selling. The market makers taking the other side is professionals and got their statistics figured out. But you can add 1-2% on top of your returns for decent risk selling deep otm CSP's

Yes it does because risk must also taken into the equation. You do understand that the guy who do make a annual 10% for a annual risk of 15% is winning over the guy who makes 15% for 30% of annual risk. The other guy can leverage up his trading and make 20% for the equal risk.

All types of trading, all at the same time. Short term swing trades, multi-month medium term trades, multi-year long term trades in the major US indices. I only look at charts for fun and entertainment, not so much for decision making in my trading. I also look at economic data, ISM PMI...

A quantitative model where raw market data goes in in one end and binary buy/sell (true/false) signals come out in the other end. Actually there is multiple models working together, higher level models working as filters for lower level models. I quantify time into blocks/chunks so the models...

He will go as a tourist for a limited time so he can go anyplace that will give him a tourist visa for 2-3 months. So that gives almost the whole world to choose from as destination.

Central and south America or the Caribbean. Same time zone more or less. Europe if trading during evenings 3:30pm to 10pm is doable.

Both are fine. If you sell for premium and you don't mind take delivery and hold it on the book until you can get rid of it you let it go to expiration. If really don't want to get assigned you should exit in advance and take the bulk of vol/theta.

Your post lack cruical information. - what is the time frame of your system? - what instruments does it trade? - what is the time duration of a trade? - how many trades per week? - does it execute multiple trade positions simultaneously or is it serial? .. and what else info you have regarding...

I know I'm replying to an old thread, but I will buy your system (100% honest). 1. You give me $10,000 and I will put it away in escrow. 2. I will trade your system during a period of three years in a new account. 3. If the annual return is minimum 30% post commissions and fee's after 3 years I...

Give us a little bit more panic and everything will be fine https://static01.nyt.com/images/2016/08/05/us/05onfire1_xp/05onfire1_xp-superJumbo-v2.jpg

long tail reversal

Interesting. Can you describe in detail how you use Bollinger band in this fashion?

There is no panic until the fat lady sings