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What happened to that knucklehead Bobby??Pretty sure that piker blocked me,or he slipped on a giant trading banana peel

Silly argument..You are comparing a Delta neutral strategy to a directional bet..Apples vs oranges.. Ill backtest straddle vs short call vs short put,but why not compare Fly structures vs calendars vs straddles?? Or short 90 percent spot strike Delta hedged vs ATM strike.. What you are...

You only blow out with leverage... Run simulations,and you will see very clearly the risk of naked put vs long call..Its the max drawdown on the naked put that is a crusher.. Keep in mind the peak to trough drawdowns on long call a is no picnic either.. There is no inherent mathematical edge...

I was joking,making a reference to your statement regarding option beginners listening to him.... Why so cranky??

Sort of like Keith Gill

You lazy bastards!!!!!!!!!If you are trading the S&P,the return for selling 1 ATM put is much higher than buying 1 ATM call with a much better Sharpe...HOWEVER,when testing 30 day rolling options,the single worst drawdown for selling a put is 3x higher than buying the call..Now,you asked selling...

It wasn't as bad as I initially thought..Looks like they fat fingered and paid off the full notional due way ahead of schedule..

Anyone use Tradier/TradeHawk??

I found Quantshare easier than Amibroker...

Covid/boredom got me back in the game(retired a while back),and it's only been a year,but my numbers are very similar.. I think this will be a much tougher environment for the "inneficiencies/skew" trades exploited last year,so I am reluctant to speak with such a small sample size.. FWIW,I was...

The straddle backtest,delta hedged or not,was mediocre at best..And as expected,the max drawdown was too large to leverage up....I didnt place a filter on IV,but did place a minimum percent of spot for the straddle sale on one of the backtests...Didnt help...

What time frame did you bscktest?? Im going to run a backtest as well..

And what sort of leverage would you disclose in your prospectus in order to attract capital in your Printing Money Hedge Fund?? You know,in order to acheive "ROI's of Hundreds Percents a year"..

Are you trading reg T or PM

Selling naked gamma is really only a bet against realized vol if you delta hedge..Most of these guys dont trade in that manner,especially the knuckleheads who "print money"..:)

Define Bullish activity..Do you look at the call sizzle index on TOS/TD Ameritrade? Im guessing you are pretty new to this..Check out Market Chameleon...

I'll bite..Are you Delta hedging with stock?? Are you setting certain levels of historical IV to enter the trade?? Have you spent 5 minutes backtesting ,I.e. Orats...

Market Chameleon

Only way you would have sold and closed GME at 400 is if you bought it at 450...

Put your Deep Value hat on and look at Altman Z score,Net cash per share,Int Coverage and Free cash flow yield..Compare within the industry...If that doesnt work,grab some crayons,draw horizontal lines and play the breakout