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Basically long synthetic strangles. Impressive feat to pull off successfully long term. Lookout Taleb...

Sure, but I'm referring to trading the underlying into the barrier, primarily a ratio spread ie long and short 2 calls.

Bought to close SPY Apr 109x102 put spread. Opened for .24, closed for .05.

Net short theta, long/short into the options strike...

Trying to sell premium and trade into the barrier?...

Wow, thanks for making me feel smart. :) Seriously, it is difficult enough working with real clean data. The idea of a NN is enticing but I don't know one trader who uses it successfully. I'm sure someone is out there though...

we pulled the plug on nn research when the need for data filtering became aparent. If this is no longer the case 'would love to know...

set is usually about 1 atr away max.

Take it in stride.

A 10 point spx spread sold at .3 should have a max loss of $970 each or am I missing it? 20 of them would mean a max loss of $19400? Someone check my math? Looks like it closed at 2.1. equity options expire Friday's close. Pit futures options expire eod Thursday and emini futures expire...

What was the verdict?

Can't you just extract the .ela files into traderstudio? Can you sign up for ts8 and it will convert to ts8 and translate to traderstudio from there? I've never worked with traderstudio sorry. Have you checked the Omega List?

Unfortunately the trade is losing money now. It would cost about 1.00 to buy it back, if the 1170's go at the money the trade will be worth around 5.00, assuming no gap. I suggest you decide the max loss you are willing to take and pull the plug if it is hit. Or you are looking at paying over...

I'm assuming you mean 1170x1180 and not 1070x1080?

What was your entry price? What is your exit if sp keeps on trucking? www.FreeStockCharts.com is a great site, and allows price alerts. There is also a new site which issues free trading signals via text: www.GoTradeSignals.com

I doubt it. Good luck.

premiums reflect the announcement, then iv drops after announcement typically negating the move.

It is a sound strategy, just very challenging to backtest. Just depends in where your confidence in trading comes from.

you may want to factor in the trend of the vix. It has not yet turned up.

Is there an adequate broker for managed accounts with small <5k minimums on the equities side?