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The 1R/3R will be a loser, because you cap your winners. The big trendfollowing CTAs (and the Turtles) have a similar strategy, only it's: cap losers at -1R, but don't cap winners. The win rate is ~40% (sometimes less), but, over a LONG (emphasis on LONG) period of time, the overall strategy is...

What kind of fees for this REVOCABLE living trust with me as a grantor? I have moved bankAccounts, and other assets under livingTrust as a grantor, and never heard of even a penny extra in fees. I understand TRUST is a pass through entity. Am i missing something here? Unless your broker...

JTWROS is pretty good, for estate purposes. I was helping my mom convert a JTWROS after my dad died, and it just took a death certificate and another form to fill out. It was still a bit of a pain though. (This was in Pennsylvania) A revocable trust is VERY clean, for estate purposes - the...

They are all scams. Please don't do this.

You can do it pretty easily on Tradingview.com. The site uses a language called pinescript that can be programmed to give trading signals.

All about guidance and China. Both not good.

Almost all calendar spreads are highly correlated to the front month. Think of it as a partially hedged outright position. Of course, it's WAY more complicated than that, given the dynamics of each market (especially natgas, which is supply and weather dependent). Natgas also has a big...

Eurodollars, Bund Futures, Two Year/Five Year Treasuries (until the Fed/ECB does something squirrely and they all blow up for a day/week.)

The other two issues are production risk and basis risk. Each contract is for 10,000 MMBtu. If you set up hedges for more than you can produce (because of operational issues) then you are on the hook for the difference. Also, you have basis risk, because spot natural gas prices vary widely...

What if spot NG drops to $2.50? There's your risk. You only get the small call premium to offset this. Robert Morse is correct - you are better off selling a futures contract with an expiration that is close to the date when you want to sell your gas. That will effectively lock in your sales...

Dukascopy. https://www.dukascopy.com/swiss/english/marketwatch/historical/

Interactive Brokers is the most conservative broker of any kind. They don't want the regulatory hassle of retail spot forex for US customers, so they require anyone trading spot forex to be an institutional customer. Problem solved on their end. OANDA chooses to deal with the regulatory...

I'm not sure what you are asking - you build your iron condor, and then the option trading platform/analyzer should spit out greeks for the combined position. You look at the net delta and buy/short the underlying to offset. So, if your analyzer says your IC position's delta is -0.2, then you...

I remember reading this study a couple of years ago. Remember that these quant strategies rely on extreme diversification. Even if you limited the universe to the S&P 500, you would still be long 50 stocks and short 50 stocks every month. This would dilute any "gap risk" from buyouts/sudden...

You can get roughly the same return profile by buying an ETF, the WisdomTree PutWrite ETF (PUTW). https://finance.yahoo.com/quote/PUTW?p=PUTW

I think AMP should slightly modify the message to say that "MINIMUM Maintenance Margin is set by the exchange (not including daytrading margin)." The FCM can (and will) exceed exchange minimum margin requirements at times. Interactive Brokers does this a lot.

One small caveat to my previous Debby Downer response - if you are certain that your stock will outperform its index (i.e. Russell 2000, S&P 500, etc.) then you can short and ETF of the index or buy puts in the index, and you will clear the premium in the covered call, plus any outperformance...

What are you asking for is arbitrage, and, for practical purposes, it doesn't exist. Google "put call parity." A perfectly hedged option position (with any combination of puts, calls and the underlying stock) will theoretically return the risk-free rate before transaction costs (which aren't...

Shorting USDCAD will give you the exact return of long CADUSD, and vice versa. Shorting USDJPY will give the exact return of long JPYUSD and vice versa. BTW, CME JPY futures (6J) track JPYUSD

Portfolio 123 is incredibly good, although you need to subscribe to it. Not only does it screen on just about anything you can think of (along with custom formulas, such as 1 yr EPS growth/1 yr sales growth to name a non-sensical example), you can backtest those same screens.