Search results

I would like to create an automated trading system that is applicable to every liquid exchange traded product with listed options. To be honest with you, I am sick and tired of trying to grind it out every day on just one commodity or product, mostly via point-and-click trading. It's like you...

See my response to Mark Brown...

Between $100K and $250K per exchange traded product. My trading strategy is highly scalable, so more liquid and high volume instruments such as the emini-S&P and Treasury options may require between $500k to $1M in margin requirements if the trade proves successful. I currently utilize a live...

Selling egregiously priced OTM S&P puts is equivalent to getting long delta. Selling 5 20 delta (front month preferable over LEAP puts) puts will be equivalent or produce better results than buying a future or ETF. On a rally you'll make money on the delta, vol implosion (vega), as well as...

Having trouble predicting and timing the direction of volatility and the shape and slope of the skew intraday as well as long term. If I knew where the underlying (futures contract, stock) was going I could easily tell you where volatility and where the OTM calls will be trading relative to the...

Sell option premium, especially the overly expensive OTM puts, when the VIX is 25+ and buy option premium when the ViX is flatlining between 10 and 12. Pretty simple.

You're better off selling overly expensive puts when the ViX is 20+, if you think the market is close to a bottom. OTM put premiums and their implied volatilities always trade much higher than they theoretically (based on actual realized volatility) should be priced. You'll have much higher...

The only time you want to sell puts in the S&P's is when it is the scariest to sell them - when the VIX is 30+ and the market is crashing/correcting. During these periods, out-of-the money put implied volatilties skyrocket and trade at irrational/unreasonable levels - premiums trading much...

The Vix rarely trades over 40. Maybe once every 10 years. You should tighten that range to 25 or 30 on the high side and 10 to 12 on the low side, if you want to make it a more actively traded strategy. Also, when the VIX hits 40 put options are incredibly expensive (high implied volatility)...

Pretty simple strategy. Do exactly what you didn't do in 2008, the last great recession. Sell every depreciating risky asset you have - that includes every stock you own, which includes your home(s) or any non-income producing real estate. Maybe keep your bond holdings for the valuable stable...