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Five weeks on average. Most of us are doing very well in this environment.

tough call but you could sell a call and buy a put, both atm and eliminate all risk and reward over night at very little expense.

It might be tough to make money this way as the underlying has to make 5% to reach break even. Thanks for keeping us posted though.

You are welcome. Actually, I simply wrote it in Word and had it dumped into pdf for download. I've seen your work and you are a pretty advanced developer so at best it would be a quick read. I hope you like it though.

Greetings, I've written a small book for the enjoyment of system traders and developers if they are interested. It is in the Free Book section of TradingSystemDesign.com. Good trading.

sp futures.

MA X over's will work in systematic trading if every trade is taken. Profitability will rely on outliers and the % profitable will be around 40%. At least one other filter should probably used. Good trading.

thanks dis, appreciate it.

Options on the sp are liquid. The tend to relect vix fluctuations closely.

After building a methodology and a track record raising capital is the next tough endeavor. Right behind them is dealing with regulations and the legals. Trade well and the money will come though.

That's what we did, it works well. In my experience there are state regulations to comply with and as a small fund we are exempt from sec regulation.

Democrats from the house also visited last fall. The debate won't happen as the White House will embrace the policy that there is nothing to debate.

The edge in options trading is less in the structure of a trade than in being right of the direction of profitability. There are exceptions in DN structures.

Corso, using market orders with bar on close/open is fine and will work. The real issue is to make sure market orders are efficient with your market as opposed to another type of order being more efficient.

I agree, over much of market history market movement, IV levels and option prices are closely in line.

Coming from a manager, when looking for a fund I'd have to agree that knowing the strategy is immensely important. Then one can evaluate the length of the track record, maxdd, volatility levels and other criteria.

It is strange he said he sets up two trades and sits for two years. This simply isn't the case as he is essentially doing covered calls using leaps as the underlying. This is much more work intensive.

You could very well be right. He appears to be receiving paychecks and using a 'made up' ssn though.

I had a roomate who was a massive conspiricist and came from a whole movement in Idaho called Freemen. He didn't even have a SSN and I imagine will eventually be in trouble. The only way I know of to not pay taxes from market gains is to short companies which are going bankrupt, then never...

You're right, I was thinking of a ratio write where two calls are sold. A thousand apologies. I think the straddle idea is quite viable.