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It's lovely to have you back sle.

Why not put it up on Collective2 instead of little ol' me?

if it only trades once a month why the need for a daily equity curve?

Just returning to say that I took the bait, and I have zero regrets. The algorithms have made me so much money already that Baron has agreed to sell this forum to me.

Why not post equity curve and stats and let people decide?

I don't think he's going to sell anything here - not with the Guardians of the Secret Trading Elixirs such as you and me here. By the way, I have an algorithm that will make you rich. Interested?

Sarcasm fella. Relax. No one is buying or selling anything around here.

Boom. I'm more likely to buy an algo-trading system from you than OP.

"I do not understand your question."

Your posts are "liked" about 15% of the time. Mine are "liked" about 33% of the time. What's your point fella?

The question was regarding your options-trading algorithms. Is it driven by volatility arbitrage or volatility forecasting models? Is there a statistical anomaly that you're exploiting?

I PM'd you, but are ignoring one of my questions. If you're sincerely looking to write a book or start training sessions, you can't simply slap a price tag on a car and except me to drive off the lot without a test drive.

Can you provide more statistical characteristics such as absolute returns since inception, a risk-adjusted calculation such as a Sharpe ratio, average holding period, number of transactions, inception date, etc? Thanks

What sort of algos? Expected returns not good enough to keep them proprietary?

I understand now, Sweet Bobby. You're not trading volatility, you're trying to stay on the right side of theta decay. Sincerely good luck with that. The market is too efficient for that theta to be any kind of "edge." You're accepting a risk you're not fully appreciating. A risk even I don't...

NPTrader Though you post here infrequently, I always looks forward to them. With all of the time and effort you've put into creating your strategy, do you think it's been worth it from a performance perspective? Aside from 2015, the returns don't appear that superior. And taking drawdowns...

Sweet Jesus, Sweet Bobby! Why keep selling vol unless you're forecasting lower future stat vol? Ever think about buying vol or are you afraid of disappointing Tom Sosnoff?

I will never understand why option sellers become deer caught in the headlights when volatility rises and price moves against them. OP, what were you expecting to happen? Do you think the market is so inefficient that volatility risk premium is always "overpriced"? Mind boggled.