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link me bro!

It’s not about predicting bar length, it’s about putting a strategy on based off personal metrics a trader uses to take advantage of the magnitude. So it’s kind of predicated off mean reversion in a sense. Also the bar is the after effect, a visual representation.. a technical aspect, not the...

Hey @ValeryN excellent journal man, really good stuff. you mentioned some great intraday set ups in ES and VXX. Care to explain what you saw that make you take these trades?

this discussion is as old as mankind. no, the markets aren’t “truly random”, not even close. truly random would be AAPL closing at $300, then the next morning tapping down to $88, then the next day up to $140 etc etc, that seems truly random to me. But obviously the market isn’t like that...

The million dollar answer would be to test this out in real time with real skin. And btw, are you trading the same strike? Or spreading the risk? Your example $XXX you are selling the front month, buying the back, it looks like a classic calendar not a diagonal?

mr chef, the man of an infinitude for virtuous humility

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3639312 Link to the article

go to Euan Sinclair’s twitter it’s on his timeline I’m too lazy to post now I will though. and my timeframe is >30DTE but maybe I’ll extend that if we can get a intellectual dialogue going about exploiting fundamentally driven metrics curving the implied space.

You opened an entire realm. Interest rates inherently are way more complicated as a derivative than single name, or indexes etc. Discount factor, maturity/tenor need to be accounted for now. Something I just learned, but I know you can trade calendarized butterflies to take advantage of this...

There’s a few things in your post that I noticed right away. first you said “What I do next is sell another option (keep the long term) that is NTM and hope it'll go my way” you shouldn’t be hoping .. although we all “hope” a trade works out, instead you should build a foundation, a...

While the concept is coool, I don’t really agree with those analogies. and btw, the entire financial world is built off and predicated off humanness. just look at the words we use for terms in finance. bonds.. a lender and a borrower “bonding” credit... the act of acquiring loans based off...

The implied vol surface is probably the most researched topic in the derivatives world, yet we still have much to learn from this phenomena. When it comes to options, we usually apply a quantitative approach, leaving technicals and fundamentals to the other guys. Or maybe these analysis have a...

you’re such a drama queen desty lol we all (secretly) love you, especially da hatahz you’ve been on these forums for 20 years, it’s too late to pull out now, plus We need u lol Back to reading the classic riskarb/Atticus combo to fly conversion threads!

lol okay Maverick2020

wiggle out? Let me ask you what strike are you selling and which are you buying? if your risking 1k to make 100 I’m assuming you are selling DOTM? in that case what’s the probability of touching your short strike? Most likely it’s probably >50%.

Options were meant to be sold ;)

shots fired, pew pew

Huh? Nooo.. Volume by Price is important for any time frame the speculator is eyeing. For example If I'm trading weekly butterflies in AAPL I'll peep to see what price range has the highest liquidity. Then I'll even zoom out to longer time frames to see the long term volume by price ranges...

I use volume by price on stock charts.com, and it’s measurement is specific to the time frame of the chart. so if I want to look at the last 7 days of AAPL it’ll show me the VBP bars for those 7 days etc etc

Ignorant. Many traders are lucky to even BE, let alone realize profits.