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Do you really think a simple thing like triangular arb will be mispriced in today's world with so many computers humming away!?

Mine are doing good. Lost about half the value since entry.:cool:

That's the point, they have an interest in succeeding as their profits ultimately depend on their track record. Advisories sell for a fixed fee and don't care about their performance. Well, they do, but not as much. Not really, they give out the general description, but leave out the...

CTAs take a % of the profits so they have an interest in succeeding, besides CTAs don't have to disclose their exact methods.

I agree. The only value an advisory service may have is educational value.

I had a 1265/1275/1365/1375 iron condor and, no, I don't use an advisory service.

I had an iron condor as well with 1365 as the short strike call. Entered on monday (9/18) following the exp friday in Sep. The IC was about 45 points OTM on the call side. I took a net loss of about 4 points after that run up and the final 7pt settlement gap. Fortunately, I had similar iron...

That's exactly my bet that those people will keep on arguing otherwise. The risk here is that "our" side will just stop posting, I know I'm not posting any comments here anymore, except for this "trade" nonsense...:D

HUGE REAL upside volatility!? VIX was at about 11% end of Sep, which implies a 1 standard deviation move of around 3.15% (0.11*sqrt(30/365)) and SPX was around 1340 at that time. So that translates into about 42 points. Over the next month SPX moved up by around 45 points. Doesn't look...

97 pages and still going strong! I'm going long 100 contracts on this thread, I see it hitting 1,000 pages over the next year or so, without reaching any conclusion! Anyone wants to take the other side so we can have a zero-sum game!:D

Oh boy, not this discussion again! This topic has been beaten to death already. Here's the deal. Excluding commissions and taxes. Derivatives are a zero-sum game as they merely re-distribute wealth. Companies and thus their stock, on the other hand, can create or destroy wealth because...

Noone needs to go out and find someone to sell to you. At any given time there are many buyers and sellers in the market. When you send a market order to buy you lift the offers in the limit order book, which shows open buy and sell orders at specified prices. There's always someone willing...

It's really simple. If you cannot afford to lose this money and your investment time horizon is short, like six months to a year, then risk-free interest bearing instruments are the only option, really. On the other hand, if you can afford to lose a bit and wanna invest for 5 years or so then...

Here's a recent discussion on collars.

Any oil wells that have been providing a reliable supply of oil? I need to pump oil for 2, max 3, hours a day.:D :D :D

That's the substance of the PDT rule. It's a regulation not MBT's internal rule so you will run into the same problem with any broker. You need to have at least $25K to avoid the lock up!

It's called a short straddle and buying/selling the underlying as the price moves is called "gamma scalping". There's nothing wrong with your strategy except for the fact that it can be very dangerous with instruments that are prone to gaps, like stocks. There has been a few threads on this...

Hedge fund traders can NOT take any time frame they see fit on a given position, they trade according to the fund's strategy. Hedge fund traders can be daytraders and daytraders can be hedge fund traders, the two are not mutually exclusive.

Once again, no. Let's put it this way, even if you trade the options with 5 strike it is still the same thing.

Vega, Gamma and Theta cancel out. That's why it is called a synthetic long. It has exactly the same greeks as the actual long - i.e. delta=1, gamma, vega and theta=0.