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You can use https://www.portfoliovisualizer.com/ to backtest and optimize a portfolio (it's free). If you want something more write a detailed description of what you are looking for and I will post a backtested and optimized result for you using PortfolioAnalytics in R (I might not have access...

AMBA looks like a big winner here and NTNX looks like a small loser (up $5 from my short strike). I looked at my vol gauge which looks at a bunch of factors. Once I have that, I look at any company specifics to make sure I am not selling vol into some drug release. For example my model was...

There were 6 companies I wanted to trade today unfortunate I did not have the time. I am a little disappointment I was only able to look at 2 today

For those thinking of selling vol on ARWR, be weary! A single analyst upgrade today moved the stock 17%! This shows you the current regime ARWR is in. We could expect an uprgrade/downgrade after earnings tomorrow. I don't think a 9% implied move is high enough.

@destriero do you know if they still do this? I am working a strat right now (not earnings) that I would love to borrow for (250k to 750k). Any ideas?

The OP want's to make money not theorize about the possibility of the world ending. "Research Nassim Taleb". OP, I am currently working on something similar. Check out the thread I posted "A simple approach to finding the hedge ratio". There is some good info there. I would also recommend...

I wont be around later so here is the 7 day return. I'll post a cumulative ret once IB makes today accessible for a VAMI graph.

Closed both a nice win!

Hey adam! where are you getting your implied move number? I am getting a 9% move? Without factoring in the market term structure and post event term strucutre here is a simple way to calculate the implied move. Dec20 is 81% Ivol Jan17 is 74% Ivol Days to expiration Dec = 28 Days to...

I thought this post from cross validated pairs well with finding weak predictor variables. In it, whubber and others go in depth on patterns they see on a plot that looks like it has no relationship! I highly recommend you read it...

FL implied move is 13%. I have not placed a trade but do you have any insight here?

Did I fuck up here? I got filled on both one penny from the ask! Someone's hungry for vol on both these names and I did not buy the wings.

LB pushing the account to new highs today!

Are we really going to pin at 16.50? Implied move was 13%. This could be the best trade of the journal. Thanks @destriero @vanzandt

those LB flys are golden!!!! Big winner tomorrow baby!

Wow this thing is implying a huge move! This slipped under my radar because of the price low. It looks juicy! What with the directional assumption?

How come your condors are so wide? Not really a lot of juice there! It looks like your OK in LOW but taking a beating on TGT. DW I took some heat on URBN, thank god it was the smallest position. Below are yesterday's fills. Overall portfolio down half a percent today.

New trades for today. I am avoiding TGT