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Guys, does anyone have any information on the position limits for equities and futures options in the US? Ive tried looking at the sites, but couldnt find any clear info my self. Thanks.

Well the article may be a bit over the top, and nothing is going to change overnight, add that to the fact that by removing any major part of US military from Japan would leave Japan with no protection. However, there is a considerable change in the Japanese governments attitude towards the US...

Scooby, I doubt Im adding anything new here, but anyway, the further out of the money you go the bigger you will find the BA spread. You may think you are trading the most liquid contracts but OTM options can be a whole different story, you could end up spending a lot of time and effort on...

No expert here, but a couple of things you might want to think about, get a paper account and test out what your trying to do. The further away you get the bigger your spreads get, add on commissions and that could turn out to be some pretty expensive insurance... the exact number of...

Thanks, I think I actually found what I was looking for on forexfactory.com. It also had the forecasts. Only goes back to 2007, but beggars cant be choosers

Im looking for the pst 4 or 5 years results for the Non-Farm Payroll announcement along with the dates. Ive doen a quick google but havent had any luck. Any one have a link or know of where I can get it? Thanks

Spindr0, dont think I can set up something like that on OptionVue, I will try and find some actual scenarios that match though. I am actually spending a fair bit of time modeling these and running them on actual past EA's as well. Im still trying to figure out how to run what-if's with...

Spindr0, I appreciate this exercise, however Im not sure I know how to go about calculating this manually..... What I can gather from the above info is with a 1:1 ratio, the near month would return a profit of 20 cents (.65 -> .45) and the far mnth would return a loss of 5 cents(.50 -> .45)...

wow this thread has almost gotta take the 'Thread spanning the longest period of time' award

Spindr0, I was reviewing your earlier post on CRB's and you said yousaid candidates needed a minimum IV gap of 15 points. So this would mean your selling near months and buying more far out months(higher strike), correct? this gives you a positive Vega position. I would have thought if you...

A black unicorn at that!!

intraday, interesting comments... so you are saying that the whole turtles experiment was a random act of good luck for all involved?? I dont think he actually set out looking for an average trade of 20 days either, guessing his average trade just turned out that way. I know I like to know...

Spindr, one more question (promise Ill go away and wont come back till Ive done more modelling) you mentioned that you like to see an inflated skew of at least 15 points. Are you referring to your requirements for a calendar or reverse calender here?

Spindr, thanks for sticking with me on this, it is all starting to sink in, I actually meant looking at a few trades modelled on past data, Im starting to think they dont really work, or at least havent identified the right environment for it to work.... like you said might make sense in...

Sorry, didnt really explain what I was trying to do very well. go long the front month, go short the far month 10 days or so before EA, with ratio to the front side to cover the vega. then close it out 1 or 2 days before EA. Starting to think it doesnt work too well though....

cheers beb, yep, I agree, running it in real time is the best way to get a feel of it. Im more just trying to get a better understanding of the different trades available at the moment. What are your thoughts on the idea of a ratio reverse leading into earnings to profit from the increase...

yeah, Ive been working with the back trader function of Optionvue. Ive actually been toying around with the lead up to earnings. I have a question though, pre earnings you would expect the gap between the front month and the far month to increase right? With a straight calendar you would...

peng, a ratio of 3, is that in regards to your position size? 3 on the front month to 1 on the back month?

Is this for real????

peng, (or anyone else who feels like chipping in) what do you use to calculate the ratio? IS it just trial and error? Or do you base it on previous movements or something similar?