Search results

I have no issue with the beginners that are looking for guidance. It's those with a "get rich quick" mentality that I've come to despise, the ones gambling in 0 DTE naked call/put options during report days or chasing after the current hot meme or hype stock, or those who believe high IV is...

Reddit is just either clueless fools or reckless gambling. I just get annoyed or irritated reading forums over there.

Cherry picking How would TQQQ have performed during the 2002 and 2007 bear markets then Nasdaq 100 went down -60% or more from it's ATH?

Wow, this is great news. Fantastic! I'm in strong need of SPX option expirations for Tuesdays and Thursdays.

I don't know, for me it's the opposite. Makes me sharper, more attention to details, because I want deliver the best I can. Both for the clients best, but also for my best as I increase my chances to get further allocations if I deliver on the top of my ability. I'm sure there are people out...

One should trade ones own. Personally I have found out that I perform better then I'm managing OPM, so for me it's a benefit in more than one way. My stuff is not very time sensitive, can trade both my own and five other clients books simultaneously. If they don't have a issue with it that is.

Then it comes to the Alternative Investment universe not everything is about returns. One important function is the funds correlation towards the general market. An fund that got negative correlation to S&P 500, even if it under perform a bit is a useful building block for institutions. By...

I see, my impression's that professional working Portfolio Managers where mostly employees with monthly salary, bonus, benefits, etc.

Been pondering the idea for a while to manage money remotely for an Family Office, CTA or HF as a independent contractor/consultant getting paid by performance purely. Anyone done that setup? Kids are in school and I do live abroad in Europe so can not relocate to the US at the moment. But...

One I have developed and have. Been trading it with real money since June and it's been performing good. Each trade is fixed loss and fixed win in dollar or percentage.

Do anyone of these shops on your site support hedged options trades like debit spreads? Overnight hold a few days required. Option combination orders to CME or CBOE required.

Could be. From my view point we have had a continuous secular bull market since march of 2009. That is a 13 year period of rising stock market. Every bull market eventually comes to an end sooner or later. Who knows, too early to tell.

yes. long enough there will a longer losing streak than the current observed one. did some compound probability calcs. 2 losing streak = 4.41% probability (5 streaks in 100 trades) 3 losing streak = 0.92% (1 in 100) 4 losing streak: 0.19% (2 in 1000)

Duration: 6 years Trades: 95 Max Draw Down in percent is a unknown parameter as it is a derived variable of the selected position risk in percent for each trade. Example of $10,000 equity and selected risk per trade is 5%, the MDD comes out like this: 0.05 * 0.66 = 0.0330 Risk per losing...

What is the highest risk I can take with a strategy with the following metrics: Win/loss ratio: 79% Profit/loss ratio: 0.66 Longest losing streak: 2 Worst losing DD sequence: L-L-W-L-L How hard can one run this without blowing up.

It's a PITA yes. I trade 5-6 different "books" in the same account. Keep track of everything in a Excel spreadsheet containing current Eq and risk parameters for each book, etc. Splitting up will negatively affect your margin as I believe OCC-PM uses a VaR/ES model to gauge total portfolio risk.

If you want to speed up, you may run the correlation computations in Kubernetes with Docker containers. Divide up the work data in suitable blocks/segments and run it simultaneously, how many in parallel that is needed to get meet the time constraint you. Either on-premise at home or on some...

Starting eq: $1200 trade date , bull call spread , contracts , entry price , exit price , pl , equity Jan 27, 2021 , SPX 03feb21 +3745C/-3750C , 1 , 3.0 , 5.0 , +$200 , $1400 Mar 23, 2021 , SPX 29mar21 +3905C/-3910C , 1 , 3.0 , 5.0 , +$200 , $1600 Jul 19, 2021 , SPX 23jul21 +4250C/-4255C , 1 ...

Nov 22, 2021, SPX 29nov21 +4675C/-4680C, 1, 3.0, 0.0, -$300, $2130 Annualized Return: +77.5%

No good as I must have ATM digitals on S&P 500. I currently trade on CBOE COB, not perfect but it works.