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I want to make sure I understand expiration correctly. Let's say I have an April VIX future, which has an expiration date of April 18, 2018. As soon as expires, I want to have rolled into the May VIX future. I don't want to overlap, I just want to hold one of the nearest month VIX future at...

Yea, I've seen things like this before. Put buying is pricey. Doesn't this strongly support put selling? But, doing so very cautiously to avoid blowing out your account.

Pekelo, thanks! Question - how can over time both the option writer and option purchaser both lose money? Seems to me that if you are looking just at the options themselves (and ignoring holding the underlying), for one to lose money on average the other would have to make money on average...

Thanks ECF. What does ZH stand for?

Man, me too. This guys literally knows how to play the game.

Wholly shiat. Trump has his downsides, but MY GAWD he seems to be actually trying. In there negotiating. God bless that dude. Thank you ECF!

What is a "quant"? Serious question. Thanks!

I would guess a strong up day tomorrow. Hard bounce off levels close to the early Feb lows. Would guess we go higher from here, maybe to new highs over time. But probably lots of chop coming in real quick. What is you algo generally after? Catching a trend? Retracing? Thanks!

Trump generally seems to have a method to his madness... generally.

Rickshaw, what are you trying to show with those charts? Just low volume generally, or some pattern/sign? Thanks!

Would be my bet.

Along kinda-sorta the same lines, I had a thread where I asked about who normally wins over time - the option writer or the option buyer. Typically they are pretty close it seems. The only one where it seemed a clear, decisive edge over time one way or the other was to WRITERS of puts. The...

Doing lots of reading on this tail-hedging stuff, and what I'm seeing is what a lot of yall seem to be saying, and what just seems like the right answer - if you are going to tail hedge to significantly reduce your risk of a big draw-down, then it is going to significantly cost you to implement...

Oh geez. Another doozy of a Monday coming up it seems!

If we are talking about the performance of something that has only been tested from 1/1/18 through this last Friday I would say no way of knowing. Promising, but you need more testing time to verify whether this guy is onto something or this is just "luck". But I'm far from a pro.

Interesting. It mentions a study done in the 90s. Anyone know how the theory has performed more recently? Thanks ECS, definately going to be watching this. Its amazing how much this theory outperformed the market, and probably suffered way, way less drawdowns, being as simple as it is and...

Thanks Mav, will do some googling.

Stock market up 2% tomorrow?

Tommy, sorry I missed this post. What is the point your are trying to make here? I would say what you offer/bid is based on how bad you want to sell/buy. If this is a long term play, you might offer just below the current offer or bid just above the current bid. If you think you have some...

Well ECF, I was thinking that people might be watching the L2s and look for order imbalances, and try to "get in first" before a major slide or rally. Like you are watching the L2s, and there are roughly an equal number of offers and bids, then all of a sudden all of these bids start pouring...