Search results

  1. T

    Are There Any Prop Firms/Funded Trader Programs For Options Traders?

    A wedding and a house purchase in the same year see to that in my case! I also have multiple investment/ trading accounts and getting an additional 50k for 20% of my profits is reasonable for me.
  2. T

    Are There Any Prop Firms/Funded Trader Programs For Options Traders?

    Thanks for the reply, should have mentioned but SMB was the only one I was aware of. They are a great firm, however generally want very in depth track records etc (which I totally appreciate and its good for them to do). But my background was in futures trading which I did as a prop trader for...
  3. T

    Are There Any Prop Firms/Funded Trader Programs For Options Traders?

    Hi, Over the past few years a lot of online prop firms have sprung up like TopStep trader and so on where the firms will allocate you capital to trade for a profit split. Is anyone aware of a company that backs options traders, via an online prove yourself process then get funded like TopStep...
  4. T

    Good Charting Software For Historical Vs Implied Volatility

    Hi all, I'm looking to see if there is a free/cheap way to chart Implied Vol vs Realised Vol across multiple markets. Its a bit of research for me to see which markets tend to have most premium built in other than equities, so want to chart the risk premium in oil/corn/fx etc. I trade via...
  5. T

    Pairs Volatility Trading

    For me the biggest issue is getting the data. There is obviously easily accessible volatility charts for major indexes and commodities. I think it would be more specialist finding an implied volatility spread chart of one product against another
  6. T

    Pairs Volatility Trading

    Hi, No idea if the title of this thread is what this trade would be called, but seems to make sense. If I found two correlated assets and found the IV was higher on one than the other and expected their relationship would mean revert based on historical tendencies, would buying an ATM...
  7. T

    How Much Can You Improve A Strategy's Returns With Adjustments?

    The best edge I ever had was when a lot of commodity spread contracts werent implied from the outrights. So the Jun Dec calendar could be priced at 50. But if i bought the Jun outright and sold the Dec outright i could do that for a price of 45. So was instantly 5 ticks onside if i just hit the...
  8. T

    How Much Can You Improve A Strategy's Returns With Adjustments?

    A few reasons, ive been futures trading professionally for about 15 years and always drawn more to the intellectual styles of trading rather than seat of the pants stuff. Looking for miss-pricings, unique correlations to build spreads from. Often the overall market direction or even what i was...
  9. T

    How Much Can You Improve A Strategy's Returns With Adjustments?

    Depends what you mean. If you mean an option being underpriced relative to your options pricing model i'm guessing that game pretty much sewn up by the market makers. Those misspricings must be very fleeting. If you are talking about stock picking, well that's a whole other game and not purely...
  10. T

    How Much Can You Improve A Strategy's Returns With Adjustments?

    Anyone that has done much backtesting will know it is extremely hard to find a strategy that outperforms just buy and hold. Markets are on the whole are reasonably priced with the caveat generally IV slightly overpriced (historically) but even then for the most part you're not going to make much...
  11. T

    Most Effective Way To Go Long Volatility?

    Yes the question assumed you were able to time a reversal in volatility and just how would you go about expressing it in the most efficient way. And yes, based on S&P not individual stocks
  12. T

    Most Effective Way To Go Long Volatility?

    Thank you but I was just asking for opinions, thats not the same as me not being educated on the subject or unaware of risks. But I like to hear other opinions and be challenged. There are lots of ways to exploit volatility I was just interested to hear if people over the years have settled on...
  13. T

    Most Effective Way To Go Long Volatility?

    Hi, I was thinking, if you thought volatility was low and you expected a spike in volatility what would be the preferred way to go about it? Buy VIX futures, possible, but you need to be right quickly as you generally lose in the roll. Short VIX puts, virtually no credit to be gained. Long...
  14. T

    Any Reasonably Priced Options Backtester?

    Thanks all, will go with ORATS, seems like a good deal
  15. T

    Any Reasonably Priced Options Backtester?

    Hi guys, I'm currently using GetVolatility.com as a backtester for some options strategies. Its a decent price at around $40 a month but very basic, can't download individual trades etc. In the futures world theres quite a few decent backtesters but not seeing as many for options. Anyone know...
  16. T

    1/4% Tax on all stock trades pushed in NY Times today

    Hillary Clinton proposed something like this (a tax on pulled orders) when she ran for President for what its worth. It would have little impact on a lot of retail traders I think, directly. Although indirectly all costs are passed on to retail. But shouldn't be too "edge destroying". But...
  17. T

    When to sell a put spread versus long a call spread?

    Thats just an iron condor isn’t it? Why would I sell the call spread if I was bullish?
  18. T

    When to sell a put spread versus long a call spread?

    Thanks Matt, very helpful.
Back
Top