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And theta burn -- 100% suckage for that long investment.

Well, of course -- but that doesn't diminish your {implicit} discussion of theta and vega and the partial derivatives between/betwixt them. https://en.wikipedia.org/wiki/Greeks_(finance) Gamma is certainly right in there, but intuitively, it's a reflection OF delta, not an action ON delta. For...

___________WHUT?!?_____________ :D

"Not telescoping out." Too hard to figure a 'Worst Day' -- but a consistency between the Very Bad Day candidates would be market moves that I missed because I was too focused on that day or that 3-5 day period (being a short-term trader and all that!) -- and completely missed what in hindsight...

https://en.wikipedia.org/wiki/Real_options_valuation Taking this topic to eBay Books will fill your mailbox with regular "presents"... :rolleyes: :D

And why so fixated on calls? What about puts? It's too convenient to sometimes, to quote the guesstimate of call+put=1.00 If you look at 'the other side' of those cited expiries, you'll find additional wisdom to add to theta and vega. The imperfections and asymmetries that you identify here will...

sle said: How does it make sense to sell puts if you're are already holding S&P? If your trading model shows positive expectancy, extra profits of time decay. I see: rather than just get slapped on the right cheek, you get slapped on both cheeks simultaneously, not ever having to turn one or...

Options aren't your only choice.{Isn't that a neat sentence? I know -- "It's late." But WTH. :rolleyes: } While your system probably treats exit conditions with more 'umph' than entry conditions, consider those exit conditions to also be an entry for a 2x or 3x short ETF in the same field...

I wouldn't offer an opinion without knowing the rig count and commodity price (now, and when you bought). NG equities have such ties to both of those. I would also take a gander at domestic U.S. consumption, AND at LNG exports #s -- they are NOT going to be heading down: the question is, is the...

Let me qualify: with a *very* limited strategy pool (<12) and most with EOD triggers. {Translation: minimal algo/data/hardware requirements.}

Errrrr, no. Sorry to break it to you this way, but for every Long trader??? Rumor has it that there is a Short on the other side. :cool: Jus' sayin'...:rolleyes: :D

Why do people sell S&P index options I dunno! Give it a shot and see. (And *do* send us the trade reports, so we can follow along and gain the wisdom to be had. :wtf::confused::rolleyes: ) :D

Great looking test regime you're describing here. I wish I had the time to follow it better, but I'm burning the candle at both ends now. But (FWIW) I like the questions you're posing -- in my *cursory* understanding, they sound like you're shopping for advantage, wary-but-accepting of [any]...

I have read more vacuous posts than this. I just can't remember when. o_O

I'm at IB: all the fancy-ass aps on other platforms? On IB, you make it by hand, or you go without. (OR, you swap out $10k and ship it over to ToS, eTrade, etc., until that no longer does the job...) Bottom line? *Lots* of "Heyyyyy! Look what I built!" moments are possible. :)

Not following what you're saying, so I can't really *disagree* as such, but your conclusion of "differentiation" I *can* disagree with. If we're going The secret word is... route, I'm going to call "recursion." Why "recursion"?? If you look through the OP, what he describes are • Things that...

Any time that I have been working on something, found it (even mildly) successful, and then looked into the future and perceived how that newly-finished work product would increase the trading profits or their stability -- *far* into the future. THAT is a kick. :thumbsup::thumbsup::thumbsup...

An efficient market is described as having an instantaneous reaction function -- to the effect that retail traders are *mostly* constrained to "RTH", that impinges on their ability to react to news events and their own market preferences. It sucks. ((send all fees to https://fee.org/ who...

You are correct; a little logic is needed. You need to realize that zero-sum situations are navigated by lab mice, that they have nothing at all to do with the game being "difficult" or not -- as indeed, most ARE not difficult -- and that to believe otherwise is to attribute the following to...

It is not 'retail' that drives full size and e-mini index markets. If you think about the players that drive those markets, and then pose whether they would find a purpose in a *micro* market -- I think the answer is "yes", albeit in a limited way. "Corner solutions" -- like towards the end of...