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selling strangles is a good strategy. selling iron condors is not

either it falls off a cliff or it doesn't. if it does like in 2009 or 2013, you make a lot off $ from the bear spread (more than you would from simply shorting it). If it's flat , you break even from the premium of the strangle . the low IVs for in money options make this possible because the...

selling puts is better

backtesting shows good returns buying TLT 90-day put spread when it's near 52 week highs. the first leg is 8% OTM and the second is 11% , while selling the ATM strangle to help cover the premium. Once the target is met, one should go long again. Bonds have a much greater tendency to mean revert...

this is not new new but it's worth reminding anyone who still thinks tastyshit is legitimate

in 99% of circumstances they are similar. EMH stipulates there is no advantage to early exercise unless there is a dividend, and that options are priced correctly

lol buying vix futures is a cash incinerator . Because put options are used, losses are caped and it does not matter if UPRO outperforms

The ATM 71 UPRO put is $800/contract (going by the midpoint) that expires in 150 days. Buying 5x of these costs $4k and is almost the same as being short $52k SPY. The ATM SPY 214 put that expires in 150 days is $850/contract. Sell 5 of these = $4250 credit and is about the same as being long...

leveraged etfs are one of the small remaining goldmines in trading, as they are very complicated many don't understand them or appreciate their subtleties . For example, one could have made a literally risk free tidy sum during the flash crash of 2010 using 3x etfs...i'll let the reader figure...

if done daily you're right but loner longer periods lag may occur depending on the path

daily options, mathematically speaking, would yeild the highest return using a put-write strategy

The ES/SPY on a day-to -day basis is actually less volatile than a 10-year bond, but TLT and IEF have much shallower skews and IV than SPY. But look at the huge trading range for TLT since 2009. It has much bigger swings than SPY, and it's not uncommon for TLT to fall 5-8% in a month whereas...

lol contango kills these oil ETfs

lol it looks stupid having so many. it's like they are now days apart . it's like hmm..should I buy call that expires in 11 days, or 12, 13, or 15?

'decay' is when a leveraged etf lags its underlying and is the function of many factors: volatility, leverage, dividends, fees, interest rate, etc. Depending on the path, some leverged ETFs may get a 'boost' but this seems to be less common...

I did. the first strategy made $1500 between late 2015 and early 2016 due to the market volatility. and decay exists when volatility is hihg

generally speaking, with the exception of 1995, the market doesn't rise in strait line . it does A LOT of churning with sporadic breakouts or breakdowns here and there. that suggest neutral strategies can be better than directional ones. But then you also have the IV explosion risk that is...

IB is for pros who trade the markets in size...market makers, HTFs, and such. ameritrade is for noobs who like paying fat commissions and huge margin rates because they are intimated by a 'real' broker or just don't know better.

anyone have any weird strategies besides the crappy ones that don't work that well but everyone talks about (like iron condors, which suck but everyone trades them). here are two strategies that takes advantage of leveraged ETF decay and are safe: buy 5x ATM UPRO puts and sell one ATM ES...

A long-dated ATM strangle on the ES is good selling a single deep in the money delta 10 put on ES that expires in 100-150 days (don't use too much leverage) go long UPRO and short ATM ES calls that expire in 150+ days to keep the delta close to neutral. short UVXY and short out of money...