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thanks for the response. i ordered the book, stocks options and collars on Friday; i look forward to receiving it this week. have you found any nuances not covered in the text?

I am interested in the nuances of the strategy. There appears to be very little literature written on the strategy as opposed to the covered call strategy. Would you (or anyone) post an actual trade while discussing the adjustments along the way as an educational tool? Alternatively I would...

the two hamernik studies showed significantly positive results from buying the 30 day ATM call and selling ATM put (which is synthetic long stock. you own a cheap call if the markets bullish; keep some time decay from your short put if the market sits there; and only lose big if the market...

see my post under Married puts and collars strategy...

thanks for the responses especially daddysboy. he pointed out an area to correct; when rolling up the put, the trader would be selling aless expensive lower strike put and buying a more expensive higher strike put which obviously would be for a net debit. for example if rolling up five point...

Married Put or Collar trading strategy --- big picture 1. buy stock and just ITM put about 4 months out, where max risk (equal to time value in put) is one fourth of a strike difference (example if srikes are 5 apart, max time value is 1.30. 2. in the first month, look to sell call only...

the traditional formula used for calculating volatility, based on averaging the log of the daily percent changes, is not the only way to measure volatility and by itself doesnt adequately indicate future volatility. (I use a different measure of volatility.) if you use the traditional measure...

in theory, selling atm straddles poses no advantages or disadvantages over buying atm straddles. in practice the seller benefits, as long as he/she covers themselves (in various ways) and or plays by strict trading rules (example avoid certain highly volatile stocks, or close position after...

there is an interview Taleb did recently (& since the time of the malcolm gladwell article) in which he discusses his trading philosophy pretty well (without divulging details of course). As i understand it its two part. first he's looking for bubbles; situations where a stock or future is...