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I've tested sushi roll backwards and forwards using 3,4,5,6 bars and have not found a decent enough statistical advantage. I did it 2 years ago in stocks which prob won't trend as much due to beta with the SP. It may be ok with futures . Then again,. I think MBF sushi roll is also another...

IMHO, your analysis makes some sense but I think the probablility is not 50% win loss if the stop/target threshholds is .001 and .01. It is like saying in the pre decimalization days that the prob of hitting a win loss is 50% if your stop loss is 1/8 and a take profit target of 1/2.

Read the books of Jeff Augen regarding weekend theta.

The guy from Bright was complaining why should he not get the benefit of the fill at 14 when he is risking capital during the flash crash. Why should he get the benefit of the fill when someone is willing to pay an extra penny for it? He makes it sound like he is using real $ to buy the stock...

gotta look at the software setup again of my dualHead2Go to try to avoid the maximize button invading the other screen like prev poster said. Thanks for the heads up. The USB to VGA seems slow for daytrading stuff like tick charts. I bought one such thing at bestbuy and returned it soonafter...

Instead of Excel, try learning a little bit of Access which is a heck of a lot better in terms of manipulating data. It comes with the MS office suite and there is a good DB example in it called northwind. You could create a " trade table" which includes ff fields. time of...

For the cost, I think the matroxdualhead2Go is a nice component to have IF your monitors are relatively the same size. It considers the 2 monitors as 1 big monitor which means that if you have 2 applications (ex chart and order entry) , you have to manually position the 2 onto each screen, size...

if u want to chart options, you have to ask yourself the reason for it. I can't see the reason why you would chart it and trade it using traditional TA stuff on the options like support and resistance. there would be no such thing since they decay and they are after all derivatives. you can't...

only concern is vega for the bs. Spread might lose big time post earnings iv drop

I tried those adapters that come out of the usb ports. They are ok is you have apps that don't refresh like spreadsheets or word docs. they lag or freeze when displaying active apps like charts, quote pages. Your best bet as far as cost is a laptop that has 1 ext vga port (which most do...

That position has TONS of vega so watch out for prolonged up move as well as corporate events that will impact the vol curve intermonth. Also watch out for gap moves that will wipe out the debit on all the 3 cdrs.

I've tried both solutions and here is my experience. I had a toshiba laptop and 2 monitors. The first setup used the cheaper solution from best buy ,amazon,etc. This solution is ok if you intend to have "slow" applications in mon2 and mon 3 such as doc and spreadsheets and even a technical...

What makes you think most option traders ignore vol?

...100 year floods.....black swans....whatever you want to call it, happens with alarming regularity. my motto is simply: never sell the wings. Maybe they are too expensive to buy ..but I'll never sell them. ( in significant quanties anyway.) [/B] . This motto pretty much captures the...

Just like I said before - you are neg gamma scalping since you are naked puts hedged with some underlying. Furthermore doing it 1-1 i.e. S 5 puts vs L 1 emini could be hard to handle as far as risk / PnL predicatability since your put deltas would probably not be -100x5 vs. 1 emin. Depending on...

Creating a credit spread could conceivably increase your margin bigtime due to gamma. For example if you sell a front month credit vertical spread for $1 and the distance between strikes is $5, they will probably penalize you big time since a 3 sigma move in your favor would make you $1 but the...

IV_Trader brought up a good point. the greater the interest rate, the higher the debit for the call cdr will be so since the cdr buyer loses the debit when stock goes away from strike at expiration, it could make a difference in the payoff. However we are talking about interst rate > 7% for it...

Hi. A, nice to hear form you. What exactly do you mean by run sim with IR > 7%? Thanks

Let us see monday when I pull quotes from the spy to see if you are correct. Some of those marks might be stale or off of last prices and not NBBO. I can't think of any reason why the jelly roll pricing would persist except for a few lots since the arbs would set them right once discovered...

You guys want numbers. I ran it on my sim.(Hoadley on Excel sheet) . Stock at 40. Choice between buying a 35 oct/sep call cdr vs. 35 put cdr. Using 45 iv on both,with Iv going up 2% on a 2 sigma move and iv losing 2% on an equally up move. ( canned simulators can't do this since this is home...