Search results

This article provides some insights on time decay for weekly options: http://www.optionpit.com/blog/when-best-time-sell-aapl-weekly-iron-butterflys

This is my understanding, as well. The first data access will be against the drive, so you will get some performance improvement using the SSD for the first pass against the data. For subsequent access, the data will be resident in memory and the drive is not a limiting factor. So the more...

Did fattail shutdown, or just move to another address?

I would do the trade with vigilance if assignment was possible, but I would focus on European-style options if assignment was expected.

I am resurrecting this old thread because I have the same question which was not answered directly. I am looking at equity options subject to early assignment. If I have a multi-leg position using weeklies where my short leg starts off ATM, it is likely to move ITM, perhaps deeply on...

Well you're more appreciated than you probably know. I'll chime in when I think I have something to contribute, but most of the time its all I can do to keep up with reading the posts and learning.

Hey Mav, I'm not a troll, I'm a lurker. A lurker is not a regular board poster, but when we do post we are polite :D

My reasoning follows the principle of diversification, where you can diversify by markets, trading systems, and/or time frames. With regard to markets, Gold is shown as having the lowest correlation (closest to zero) as measured against the S&P 500 index. So trading Gold and the S&P will...

Thanks for this link, interesting charts. Gold appears as the least correlated asset vs. the S&P. So if I were going to focus on a couple markets to trade, it would be those two.

I wondered if you were interpreting ACD levels as inflection points, and you answered my question. thanks

I think you're referring to option (implied) vol while I was referring to realized vol. Some claim that quant analysis techniques are not reliable for picking direction, but can be useful to identify inflection points where realized volatility increases. For example, a breakout pattern where...

Fair enough ... I love a straight answer! :)

Point taken and insights greatly appreciated (Shan). My questions are trying to broaden the discussion of ACD beyond the topics already covered.

Thanks, I understood the previous discussion, and you clearly use ACD in one manner. I introduced a new question.

Volatility vs. direction is an important distinction. Do you think that quant/TA analysis techniques like ACD and others are more effective at identifying inflection points for volatility than picking a direction?

I missed this post from last week which suggests that traditional modeling and backtesting is an exercise in futility. Another profound insight worthy of reflection.

The point made here prompts a question: Are traders in this forum most successful using ACD to make directional trades, or volatility trades? I see references to a "long bias" or "short bias", and I'm not clear if this refers to a uni-directional trade (pure long or short), or a spread trade...

That's good, don't want to piss off Clint! http://www.youtube.com/watch?v=F_Alb3_35Nw

While stated by Mav many times, this key point only sunk into my thick skull recently. ACD is a stand-alone analysis technique that complements your core trading approach. Once you realize this, it puts ACD into context to reveal volatility levels/reference zones/inflection points to enhance...

This website provides an official description of the Chicago dog. One of the things I like is the yellow mustard. I think it's a crime (maybe even a sin) to put ketchup or mayo on a dog. There oughta be a law ... http://www.hotdogchicagostyle.com/chicagodog.php