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okay...

By fx futures, i assume you only talk about 6E or EUR fx futures. Even that isn't same cost if you adjust with volatility. Just divide the spread with the instrument's daily ATR. There are no material differences (well for us retailers, anyway) between fx spot and futs. In fact, if you traded...

I think the problem lies in volatility adjustment. You've so used to low vola in the FX market, so perhaps you get frightened with SPX that has 2-3 times the vola. Index can't be "noisier", otherwise you'd get constantly free money trading/hedging long gamma.

I probably don't understand a lot of things. Just logic tells me that when spreads are as tight as they are with SPX then a lot of money is willing to sit on them (bids/asks) all the time. Why though? If it was so much easier to make money elsewhere? Sure, attached, last 6 months. My sortino...

Competition is high perhaps because it's easier to make money there? :rolleyes: Regardless, i'm still sticking to my statement that spreads/slippage/liquidity in volatility adjusted environment gives a clear statistical edge trading SP500. The more you trade (daytrade) the more you save. If...

And what reason is that? FX, commodities for example. Look at monthly chart of SPX and show me another instrument in another asset class that has trended like that. Stock indexes are the only asset class that has a fundamental reason to rise forever due to the simple fact that people go to...

Wrong. You have a statistical advantage when trading SP500 index over FX, commodities or bonds due to lower costs (spreads, slippage, volatility adjusted). All other things being equal, you lose less with SP500. You are talking about creating a successful strategy. That's a whole different...

SP500 index has the lowest spreads (especially in options) and best liquidity at each price level relative to its volatility. Hence, it's the best instrument to choose for either newbies or seasoned traders. FX is the worst. indexes are also the only asset class that HAVE a direction. Just...

Oh yeah, definitely.

What's FI?

What AI can do, is analyze 1000s of your executed trades and match them with existing patterns (and/or news events) and then come up with the closest possible strategy to mimic your behaviour. I'm kinda doing this but waaaay simpler than i described. There are several roads to reach the same...

You are trading patterns, whether you acknowledge it or not. So, it's a strategy. Questions is, are you good enough programmer to "write it down". There are traders out there that analyize 100k+ strategies at a time, and make no mistake, your "discretional" trading "strategy" is perfectly found...

It depends how "random" is your discretionary strategy. But i'd say it takes more than 1000 trades as an input to match with a quantifiable strategy. Unless you're discretion is event driven. The more tech driven the easier. There's really simpler ways to create a strategy :)

buying long term call options in new highs for even more upside WITH SPEED? More like, sell a long term put and take assingment should the market trade down. At least you win when market is up OR flat.

Good luck. Really? BTC or ETH will change our lives forever? How so?

If you hedge then you pay away that yield. Plus mark up.

Obviously, the shorter your duration the more you get premium per unit of time basis but the more you need margin to keep averaging down. Don't forget that 1 ES is 230k usd notional. How much money do you need in your account to keep the wheel spinning? Cause you can't close in between when...

Your strategy only works if the market is flat or drifts down so you keep averaging down with the assignments and the bonus is the premium. Your idea is that the market will eventually trade up back to the original point where you sold your first put. However, Should the market trade down fast...

Dont even bother...

You're explaining two different strategies. One averages down, meaning you potentially need to allocate much more capital, the other one takes losses on the spot (actually, i'm not sure what strategy that second one is). And How are you having the same amount of contracts in use if one avg down...