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From the top of this thread, "Discussion in 'Trading' started by vincentnyc, Apr 7, 2018." Dude, you opened this thread with your distinguished prognostication at ~2600; The market hit 2700 10 calendar days later; 2800 in July; 2900 in September. Moreover, from the date you granted us this...

B.T.B.F.D. :thumbsup::thumbsup::thumbsup:

Not so much the Taper Tantrum, but the Trumper Tantrum. :confused::rolleyes:o_O:cool: 2350 is when the S&P will normalize with it's historical p/e. We really should save all the "Crash!!?!?!?!" talk until we're 20% below that.:banghead: (That's 1880, for anyone counting...) I mean, if actual...

To answer your immediate question: I am not familiar enough -- when I have shopped, I have paid more, but the sample size is quite small -- once a quarter for 5-6 years? So, I saw no reason to change, but based on loose data. Back to your OP, you'll find a better market on 'fence post' strikes...

Don't turn away from the screen today, boy-oh-boy. With thin volume and global pysche twitterpation..... Yowsa! :wtf::rolleyes::confused::( "Brackets!"

Think of the distance (and the dollar-pain you self-inflict to get there) as the deductible portion of your health/car/fire insurance. If you're that far OTM, even if you have "lots" in insurance, it may not do you a bit of good. If you really "need" the hedge, you want it activated ASAP.

Yes re calendars, although any set of differences is good to get a firm handle on both sides of the market. In screenshots I've posted here though, I've shown calendars (simple differences); 1,2,3,4-strike SPX spreads; paths of per-strike IV over time, etc. But all of it brings into sharp focus...

From the bottom paragraph (possibly quoting Brookings): "Like any entity, the Federal Reserve has liabilities (mainly money that commercial banks have deposited at the Fed plus outstanding currency) and assets (mainly U.S. Treasury debt and mortgage-backed securities.) What makes the Fed unique...

A suffer an overwhelming ambivalence -- this "MGTOW" rabbit hole just cost me 2 hours of Youtube that I didn't know existed. Holy COW. :wtf:

With all *due* respect, RM -- someone who finds taking differences "too complicated" should not be trading. :rolleyes::rolleyes::rolleyes:

There are many concerns with the paragraph above -- imprecise understanding of time and delta and market risk can lead to sensible-sounding, but *unprofitable* trading. Regardless, using your TWS data to sharpen things can really help. Set a QuoteMonitor page from which you can offload data...

However long you've been trading via a certain set of rules/procedures/protocols, count on those working only maybe for another quarter. Have other irons in the fire, and compare performance monthly if not weekly. The markets lending you good performance right now WILL change, and will go away...

My own spreads' width varied with time and distance from the market, shrinking as δ↑ or Θ↓. I'm not sure of your question, but surmise this advice worthwhile to offer: hedging event risk with any manner of farOTM options is generally ill-advised.

We're off in the weeds, thread-wise, but I have to say: 1) I am no misogynist, but 2) This guy is nailing a *bunch* of stuff. But as well, 3) My guess is that the veracity of this guy's comments stems from a stark sampling bias, as in my own experience, 4) On a whole, sane women worthy of a...

Two days after the turn, my MACD and ADX will tell me of it. :cool:

:D

1) I *never* do naked options. 2) For the past year (since, December 2017), I have pushed hard into rules-based trend exploitation. (Read, "trend-following algo"...) It happens to operate off of EOD data, which I think is important. 3) My option positions spreadsheet *really* illustrates where...

I have "no opinion" -- I cannot afford nose-to-screen right now -- which for intra-minute stuff, is needed. You're either in, or you're hunting, or you're screening equities for high volume and good B/A spreads. Can nottttttttt do it. Nope nope nope. Turning away now..... :wtf:

I missed the part here where you put up facts. :cool: [cue muttering Homer Simpson] "D'Oh! Cursed facts....."

No. Rebalancing is needed when a fund's constituent parts are out-of-balance [!!] with its intended portfolio weights. This may happen because XYZ has fallen, or simply because ABC has climbed.