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It comes back to a ton of factors. I didn't even get into the tons of fatal and completely incompetent pieces of regulation passed on govt. level. Rates during the 90s were historically high. M0 increase was miniscule compared to M2 increase which banks control and are required to regulate via...

Ah yes, because 2008 was caused by the fed and the fed only. What had nothing to do with it was the complete ignorance of systemic risks related to pulverizing risk, to the CDS/CDO markets, the similar mathematical models accross banks and their systemic risks, dynamic hedging and so on. The use...

Around 19% based on external debt. Not sure why this number matters at all to you. Not sure why you use balance sheet / external debt to measure transferrability of policy between countries.

The FED is wrong guys, time to short. Said the Austrians in 2009. And in 2010. And in 2011. And in...you get the point. People have been looking for that killer correction since 2008 and have nothing to show for it but pain. It's time to admit the fed is right & they know what they are doing, QE...

It has been the de-facto way to deal with debt since way before that. In a fiat system there is never enough money for everyone to pay down their debts, thus inflation is utilized to lower the burden of making a stream of payments whos nominal value is fixed. This is a central piece of...

1900 end of year Fed is never going to taper. In reality the printing press should be running maximum 24/7 to fix the US trade balance & deficit, and to retain US superpower status. The liberal central banking policies of China is precisely why they are beating us. The neoclassical ideology...

Doesn't taking assignment and selling calls against it (Covered call) achieve the same as rolling the put? Not sure, but if it is so, and your conditions for entering the trade are still present, just roll it

RIP shorts

Cause traditionally NQ leads in bull markets and ES leads in bear markets. If NQ is still holding up that would be considered a general long signal accross markets...at least that's my understanding, but I may be wrong

Small long from 1629.5 with SL below support around 1625

There are some studies that indeed shows volume and OI contains information not found elsewhere. One is from 2004 in Indian equity markets, found here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=695745 I actually replicated the above study in Excel some ages ago, I remember trying it...

Thanks, very informative post

So this is all because of Syria? Because looking at macroeconomic figures they don't seem to justify any of this.

His idea is to highlight wild risks, much like legislators and personal-injury lawyers, point out anecdotes of financial crisises, market it to idiots and rape them with fees. Long tails is exposure to something unquantifiable, like the endless opportunities offered by spammers or late-night...

Taleb says you should not invest alltogether because "we just dont know!" and historical data is useless because we never know when an asteroid will hit the earth.

You're the one asking for input, yet when you get it, you disregard it as crap. Not sure what the point of this thread is, considering you obviously made up your mind before starting it. Just making conversation maybe? Anyways, weekly future options with SPAN margining (ES, NQ etc) give you...

From reading your first post, your trading is gamma oriented thus obviously you would make more money with weeklies than with further out options.... The gamma/theta relationship is well established, so it's not just theory like you claim. I bet your portfolio volatility reflects this very well...

No one claimed it was.

It depends what your focus is. Weekly options have more gamma/theta exposure. Longer dated are more vega sensitive. Neither has any edge wrt. the difference in gamma/theta, because longer dated have both less gamma and less theta. Shorter dated more gamma and more theta. The two...

So a spread basically? Only problem is, spreads allow you to overleverage. They have less theta, require more risk for the same return %, and if it drops below your long strike you are screwed. A short spread is like a long stock at X with stoploss Y. A naked short put is just long stock at...