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I don't think BABA can do much without an economic boom in China. Chinese stocks have been the worst performer over the last 3 years. Worse than Japan, Brazil, and US small caps. But over the past year, it's been great for this type of options strategy.

If they generate cash to do buybacks then why not? Where else would you rather park money at? Yields are still too low. I do like small caps and energy for swing trading, but not investing.

I would say you have to set yourself to be able to take advantage of upside potential opportunities while capping your risk. A little bit of prediction, but a lot more risk management. Case in point, just look at today. There is no way to predict that yields would crash and the market would...

GARCH is a typical model for volatility and Cox-Ingersoll is the one for interest rates. I change them independently of each other to test the robustness of strategies under different market conditions.

Those are 2 independent variables. Just compare the VIX of 2020 to now. Surprise hikes may spike Vol. but it doesn't look like telegraphed hikes are.

There are only so many finite combinations. I don't believe in putting all of your eggs in backtesting strategies. I don't think that you will be able to go back and find the exact same set of volatility, interest rate, and liquidity conditions in the market. I believe that testing strategies...

On Friday, they both went up by 2.25%. TQQQ went up 6.67%. PSQ went down by 2.17%, but SQQQ only went down by 4%. The opportunity was in SQQQ.

Just Close the F'kn Door. That's why.

I have developed alot of different reports and worksheet (some of them are in the Journal), but I am analyzing returns and correlation across ETF sectors over time. I chose that platform because it has solid ML/AI features which I am going to get integrate into the analysis.

I use Wolfram. Look to see if this will help you out: https://reference.wolfram.com/language/ref/FinancialData.html

I think another 2.5-3% this week.

For a few days. Yields are going through its correction cycle. The next jobs report is going to look different with the UAW strikes over.

GLD is? I didn't know that. I wonder if SLV is too.

The Russell is awesome. The debut of the IWMY is auspicious to say the least.

Most technical indicators use moving averages as their basis. I don't see how anyone can say that they aren't useful. How you employ them in your own trading strategy may not be useful, but as a calculation and guide of where the market is, makes them always useful.

I don't but RVX/VIX and RVX/VOLQ are starting to look very interesting.

We seem to have some signal processing guys in this thread.... Take the rate of the rate of change of price which is acceleration a.k.a. gamma. An impulse spike in the rate of the rate of change indicator means that the options just got more premium injected into them.

I trade on the 5 or 15 minute charts with the the daily moving averages displayed on it. Look at how Tesla tried to hold above its 200-Day @$217 until 10/25 @115pm when it finally collapsed. It couldn't do it. The RSI was indicating weakness.

Not for me. I just bought me some options on META.

I am currently in the CME Futures Equity Index Challenge. The only tool that I am using for all of my trade is the Andrews Pitchfork.