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They are an excellent company, and could be a great opportunity for you. They are mostly pit based market makers, but are breaking into remote market making in a big way. To be clear they trade their partnership's private capital pool, using internally developed proprietary systems and methods...

http://efinance.org.cn/cn/fe/19961202Recovering%20Probability%20Distributions%20from%20Option%20Prices,%20pp.%201611-1631.pdf

I was thinking something similar. Like perhaps selling one ITM call, and buying three 10 delta calls, rather than sell the etf outright. I just took a look at the SKF may 17/22 call 1/3. You can sell the 17 calls for 1.28 and buy the 22 calls for .16. This will leave you with 80 cents of premium...

Backtesting for an idea like this is problematic at best. This is an interesting idea, but I am not sold. We are discussing a low reward, high risk, high % bet. The expected return of the leveraged etf stays the same as the volatility of the underlying goes higher, while the median return...

I hope everyone can see how rediculous this claim is. I was going to go through the study to find the misleading assumptions myself. However the very first post in the discussion section of the article points out the major inaccuracy in the study. The author of this study shows a complete lack...