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I am not sure we understand what you mean by front run data? Can you give example? Do you mean they force you to make trades which they front run prior to making the call?

Another suspicion I have about f is scalability. You need to know that racking up size will not affect the strategy. With options, it's always a concern imho. Why not simply trade your pnl chart(reduce size on pullbacks, increase on break outs)? We are not trying to win trading competition...

Right, why is finding and maintaining an edge so difficult while selling premium is so "easy?"

That was beautiful, @Sweet Bobby. No sarcasm. They can also fool you into overconfidence.

I'm not familiar with the term. Can you give a generic example please?

Yeah, this is one of the problems (for me) with using ops to swing ... The popular stocks ARE the market. So might as well trade the index. Other liquid stocks just not volatile enough. The stocks which are volatile and present opportunities, outside of overall market, are not as liquid. I...

What about liquidity and spreads on these?

How do you create uncorrelated option positions? Do you trade uncorrelated instruments? Do you trade uncorrelated/ opposite strategies? For example, let's say you think market is oversold and you expect it to rally, what would be uncorrelated position? Obviously (maybe not), you don't want to...

Maybe not https://www.forbes.com/sites/geraldfenech/2019/01/18/interview-markets-going-digital-the-20-year-old-running-wall-streets-hot-hedge-fund/

https://www.bloomberg.com/opinion/articles/2019-01-19/quant-funds-poor-performance-may-not-be-temporary

I'm not an options trader, so feel free to ignore, but for long options, position size assuming 100% loss. Adjust as you gain experience.

I've asked to move this thread to Journals. Let's think a bit more about this now that the trade is closed. First, thanks to everyone for participating ... your input is valued. Second, some self affirmations ... Third, I would like to address (to myself) some of the suggestions made...

Don't you need to know your expectancy very well to use Kelly? That's where people get into trouble with it ... they think they got an edge and oversize. This is a question, not a statement. Very good question, OP. Welcome.

You don't give the credit to whomever said this? First, you need to distinguish trading for Income vs trading for capital appreciation. Very different expectations. In my opinion, swing trading is much harder .. you take overnight risks but, by definition, take profits quicker than long(er)...

Common guys, seriously?

What about /ZB and/or /ZN? On one hand you want it not to move much, on the other you want enough volume to got through levels to make it worthwhile. May not be that easy to find.

Interesting. Thanks for sharing!

Grrr ... BUT I know it's going to break out ... BUT look at the freaking market ... BUT the tariffs are about to be lifted ... BUT the earnings are so close ... BUT BUT BUT .... I gave it all the time I budgeted for ... time to do the right thing acknowledge "defeat." This trade is...

Looks a lot like the "rainbow" strategies all over the internet.

Right, which exchange?