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A market session is generally considered to be a single trading day. You must be drunk. it took the market 10 months to drop 25%. You would go debit on as little as 15% drop in any single week. Cash VIX never closed over 38 in the period you’ve had this journal. You’re delusional. ciao!

Same strike double calendars!

What's the stress of your simulated trading if ES gaps 15% lower on a report of tactical nuke use in Ukraine? $1MM debit, $2MM? How would the sim-portfolio perform at a vol-shift of 60 handles? $3MM debit? 4?

The mirror is gamma-trading (long gamma/vega) which also has the edge loss associated with friction/microstructure and commissions, but you're trading contra to the move and ostensibly earning from vol-corr. In index you're necessarily short skew, but vol-corr will more than make up for it...

Hedging short g/v is always inferior to "fixed bets" (uhhh). Friction/microstructure and comms. Futures as delta1 is the least offensive, but you constantly have to get flat which increases edge loss. You short a skew figure but lose to vol-corr as all of your hedges are into bear risk. Makes...

The only constant in dynamic-hedging is friction and microstructure issues. Why do you consider dynamic positions inherently "the only way" v "fixed bets"

You don't understand the question? They are your words (fixed bets). Views. I have the most followers of anyone on this site.

Biden is waiting on Trump's wire for the pardon.

By fixed bets you must be referring to something that does not require a dynamic-hedge? I've never heard of that term used outside of digitals.

It was benign. I am 5x5.

This is not addressed to Tommaso Fibonacci sim-trader. I have been at a fund all week running a vol-seminar for a L/S fund that is looking to start a vol-pod. Yesterday, one of the guys went to his desk to short some gamma into the SET-figure. He shorted an IC for this morning cash-settled...

lol zero answers... you're owned.

Nobody on the buy side can sell a strategy that is net-short index puts. You're underwriting hurricane insurance at $30/contract. On what level can you justify that abject stupidity? I copied your terminal payoff. There is no "programmatic" hedge that avails you. A gap of 10% would be...

Gaps? Suppose that China has a bank run and they declare martial law. PICK a scenario. How are you "programmatically" going to hedge a 70 vol-figure with our market opening 15% lower (if it opens/curbs). Man, you're fucking dull AF. You're short 9 garbage puts for every one you're long. At one...

NOTHING I've stated (about you) is inaccurate. 1) You're net short 9X index puts... on SIM. 2) You're pleading for "donations" on your website which involves multiple reg-violations in the EU and US. 3) You're not listed as on staff at the uni. What's up with that? 4) Your sim-account would...

Your terminal payoffs are absurd. WTF does that prove if we drop 10% next week? You'd be down $300K at 60 vol-line. minimum. See that tail? That's actually bad. You have no fcking edge.

You're risking 9:1. You have no answer for a crash scenario other than to disappear like you did last time and bc it's sim. What's your PhD in? Keno?

Why would i publish my name to this thread? Because you publish your name all over the site and then whine to the owner about your own actions?

Send a PM, and if you ask nicely, I will immed. respond with my name and address. No joke. When I was posting to your thread you were overwriting >10:1 short. Shorting 10 puts for every put you're long. That doesn't even qualify as a short backspread. It's pure fcking degen... which is why you...

Retarded is shorting naked puts. Oh wait, it's simulated.