Search results

Here's the SPX 5 second chart. I don't see much difference between 3:30 and 2:27:10, 2:37:30, 3:11:15 and 3:35:35, to name a few. I do not trade this time frequency, however, so feel free to take that with a grain of salt.

Full Quote: Yes, there's usually news around 3:30. Where I live they'll even run it at 4:00. :p Would you mind being more specific? :)

Your option will also be adjusted if there's a split / reverse split. eg: UVXY @ $13 Buy put with strike = $13 Assume no change in UVXY price; still at $13. UVXY splits 2:1 to $6.50. You neither made nor lost money due to the split. So, you're betting that ignoring any splits / reverse splits...

What is "relatively high" for you? What's a relatively high win % rate, relatively high average gain and a reasonable average loss?

Let's suppose that using options you have a 55% win rate and the winners give you 75% and the losers cost you -50% (net, after accounting for all costs). What fraction of your account would you bet on each trade, assuming you compound on each new entry (ie keep that fraction fixed)?

I guess you're right. Of course, it completely depends on one's objectives, tolerance for risk, etc. I wrote a couple lines of code to reply to you and realized that if (after commissions, slippage, etc, etc) someone really has a strong edge (or simply "good" method as you call it ;)) then it...

Tomorrow feels like rain.

Be careful with blanket statements. The optimal amount to risk on any given trade depends (rather dramatically) on the distribution of profits and losses that underlie that strategy. There are cases where you can make more money (not just higher risk-adjusted return) by risking less on each...

Suppose the stock is at $100 and then drops to $100x. Here x is a decimal less than 1 such as x = 0.4 to represent the stock drops to $40 ($100 * 0.4 = $40). Then the question is how many periods, n, of a gain of y will get you back to $100. The answer is to solve this: x * y ^ n = 1, where y...

I put a new strategy through four stages (roughly speaking, I'm simplifying a bit): 1) Historical Data 2) Hold Out Data 3) Small Size Live 4) Full Live First I test the idea or strategy on historical data. If it doesn't pass this test, then it definitely doesn't go any further; if it does...

Absolutely correct. -82% daily over last 100 days -78% daily over last 250 days -73% daily over last 1000 days Of course other time frames (eg: weekly) and lookback lengths or rolling window lengths will give different results. And of course this is just standard, out-of-the-box correlation...

Exactly. +1 If you're going to trade VIX derivatives or products based on them, make sure you know exactly what VIX actually is and how it's calculated: https://www.cboe.com/tradable_products/vix/ Just because you predict SPX will go down over a given time period, that doesn't mean you should...

VIX at 40+ typically comes with sudden, sharp, unexpected shocks. This is just a "normal" yawning bear, at least so far... this is not a Lehman or a COVID. "Most" people have known what's up for most of 2022, if not longer now. It's not panic. VIX is elevated above it's long term average...

@ajensen You beat me to it! :D Also notice that the Oct VX future, which dominates the VXX indicative value because the front month expires in two days, is down ~0.2% only. The attached screenshot shows how close VXX is to its indicative value now and how the VIX, VX Sep, VX Oct, VXX and VXY...

@M.W. is talking about large scale debt (eg: government debt). @MKTrader is talking about consumer credit on floating rates. It's well known that inflation is one way to lessen debt burdens overall and M.W. is correct on this.

That is a truly excellent reply! If I could pay for it, I would, but since I can't, I'll just go buy another one of your excellent books. ;) https://www.amazon.com/Robert-Carver/e/B011AGFWW8?ref=dbs_a_mng_rwt_scns_share

I've considered similar things in the past. I've never pulled the trigger because IB (my main broker) will only share 50% of the short fee and also this would be SO easy for an institution to do - fully hedged if desired - and with a much higher percentage of the short fee going to them (maybe...

I see. My mistake.

I agree that there's a lot of crap in the cryptospace and I often agree with what you post here on ET. That being said, I don't think crypto has to evolve to the point of being a POS mechanism in order to maintain utility and grow in adoption. I think that that is more or less a "wealthy...

Sure, but look at the file I attached. Prices have moved slightly in the past 15 minutes, but right now we have UVXY @ $10.02 and UVXY1 @ $1.00. That's one tenth. You can pay $3.05 to make $3.00 (ie a loss) assuming UVXY / UVXY1 don't move. Run your numbers again.