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The fact that either you like it or you hate it (instead of simply ignoring it) is a sign that the designers did something right. The Lamborghini Miura, which is now regarded as a classic, when it came out also had such a polarizing effect because its design was something people were not...

Is there anything on the US market that tracks the Chinese 50ETF?

This makes sense with a slowly moving market with no surprises, yet I think this is only half of the picture. Checking a bit with the simulator, and with all the parameters staying the same (and under the unrealistic expectation of flat volatility), your risk/reward ratio undergoes massive...

@Matt_ORATS do you offer this service also for non-US markets?

@Matt_ORATS I don't know, the backtesting is cool, however the spread selection is a bit strange.. 60DTE vs 555DTE I would not even call that a calendar, it's much like uncorrelated positions.. I think there should a constraint on the DTE of the long related to the short. Also, does your...

I am Italian.. so I'm really far from being a native speaker.. but man, that accent is truly unbearable! OP: I think that on Fiverr you can hire voice artists to read your script...

No, wait, actually I take that back. I found a white paper on this website: www.academiavox/finance/98834_43/apex_lookback

I kind of have the feeling someone is taking the piss here..

lol, I need to add the third category: "Things I didn't even suspect existed" @jamesbp please do share :)

It was a long time I wanted to start a thread about this topic. Diagonals are really one of the most interesting combinations available to options traders, as they combine elements of both time spreads and directional spreads. I will start by writing what I know (not a lot) and then I will...

that would work wonders, however, the biggest issue is to define the uptrend in a clear, objective way. And, as a corollary, if the uptrend is really strong why not going directly with the underlying?

@destriero can you briefly elaborate on the concept of "edge" ? I think that this is the most abused term ever, and probably every retail trader in his head has a different concept of it. How is edge defined/quantified in the professional space?

Poor chef! Getting so much flak for playing devil's advocate..

I think that overnight was being sarcastic..

@Bushwacked9 have you considered ATM-OTM verticals? If you have a very clear profit target and you don't expect massive rallies then this could be a safer play.. you cap your upside but you further reduce the downside.

Actually there are different possibilities, depending on what you want to do. If you buy deep ITM your position becomes a proxy for the stock, so you gain if it goes up and you lose if it goes down. you are less affected by theta and vega. If you buy ATM you have peak gamma, which means that...

a big drop needs a big catalyst, it won't happen in a vacuum.

ok no worries.. and yes, of course the final target would be to have a better understanding of IV changes across time/strikes. In any case, I found the answer to my own question regarding the time issue.. I rechecked dupire's formula and actually there are two inputs T1 and T0, so the time...

buy far far far otm options. That's exactly the 1/100 R:R profile you are looking for. The caveat is that (unless you have an edge of sorts) you are ALWAYS trading probability of profit for magnitude of profit.

10,25,ATM? Apparently this seems a contradiction, I really don't understand.