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I got a double major in economics and finance. Both can be useful to trading, but only to a limited extent. Finance will give you a solid foundation on various instruments, how they are priced, how markets work and etc. Economics will give you a foundation on how the economy works, the...

Why is that each and every thread here on ET turns to shit in 5 min? The guy asks a question and what does he get...!? By the way, JM I have no idea.:)

I've seen references to over 70 known strategies and I'm sure there are dozens more. Wanna try to learn them all!?:D Seriously, I agree with the previous poster, what you need is a solid foundation. Then you don't need to know every strategy as you can pretty much come up with your own...

30K or whatever is not what really bothers me. Although anyone spending 30K on seminars year after year after year should probably stop trading as they obviously suck at it. :D What I don't get is people spending 5-10K on the seminars and software, which for the most part they don't even know...

Futures do have expirations, but you can roll them. Futures don't decay, if that's what you meant. There's basis risk though. Options on futures work exactly the same as equity options.

Only equity options. You also have single stock futures, but no options on those futures.

Depends on your trading approach.

The reason is the bid/ask spread and any remaining time value. Strictly speaking the max profit is reached when the options actually expire.

Average monthly return is 30.77% (3,000*1,3077^6=15,000) That's the whole point, you cannot sustain these kind of returns into infinity.

No, mr double, got the math right 5000*1.1^60=1,522,408.

Suppose, you estimate the beta of the index with respect to the mutual fund to be 1.1. Also suppose you have $100K in mutual fund position so your adjusted position is 1.1*100K=110K. So now you can use that number to estimate the required position size. Say you use IWM (Russell 2000 ETF)...

CBOE buy-write indexes

No way to make it 100% sure, but you can calculate correlation and/or beta between the fund and the index/etf you're going to use to hedge. Then use that correlation to adjust the position size on the options.

It's a horrible strategy from a risk/reward point of view. You risk is all the way down to zero on the stock less the credit, and your profit is capped at the strike.

Spreadbetting is illegal in the US, so you won't see much discussion about it.

First of all, noone made any reference to the fact that the term "short selling" is not really applicable to FX trading. In FX you trade pairs where you buy one and sell the other or vice versa. So you either buy USD and sell EUR or you sell USD and buy EUR. You can also think in terms of one...

That's kinda logical, don't ya think!? Of course you can make more money quicker if you a good direction picker.

Sigma is the greek letter that is used to denote standard deviation.

Didn't you get the memo!? It was cancelled due to rising raindeer-feed costs!:D

I second the motion to close out the positions.:D The risk/reward is awful.