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you are right in saying, that your strategy won´t show a brilliant performance, not even in combination with leveraged ETF´s I just wanted to point out, that the concept behind your strategy is very usefull when you use it in a basket trading approach. basically I know a CTA who uses this...

well...I followed sambians threads for a while and although there was alot of hating, I think he mentioned something important every trader should understand. his strategy is not riskless, not even in the long run, because markets are not random. the strategy is pretty useless, when traded...

protecting an IC with VIX option is quite a silly idea. as it´s been said, VIX options are priced on the futures or "the expected" variance until expiration of the particular month. buying deltas in the VIX protects the short vega part of the IC, but nothing else. and yes, short vega hurts...

looks like he wants to buy vol into event and hopes for the UL to jump to the short strike, where the position is profiting from the vol crash. it might be a good plan opposed to buying a straddle and pray for the jump, however the OP should thing about skew risk.

look, v-m, despite the tone in my previous posts being a bit harsh (I appologize), you should perhaps think about this: why do you want to trade an iron condor?? an options spread is NOT a strategy, it´s a tool. there is no edge in selling an Iron Condor, just like there is no edge in...

thats why I said "end up ITM". we are not talking about probability of touching. this would be a whole new story.

I´m LMFAO!!! Either you are a quant and don´t see the wood for the trees or you just don´t understand basic probability calculus (but why the nick varima garch then??...) first of all, the very basic answer to your question is: don´t EVER cummulate probabilities of neutral spreads...

I did not say they can. but at least, they will try. I´m also not saying that there will be war between russia and the US of A as well as I´m not saying, that the US of A is going to win that war. The only thing I wanted to make clear, is the fact, that it is highly unlikely that russia...

omg...i usually don´t post in political threads but this time I laughed so hard I almost started to cry. if russia really dumped the USD, the first US nuke would hit moskow next week. think about this morron sadam, who proudly announced to stop selling his oil in USD but denominate in EUR...

ratioed time butterflies

hey mate try one of the razer gaming mice. you will find them at: www.razerzone.com Usually, gaming mice offer the finest features, also for traders. I personally use razor copperhead + exactmat as a surface. This mouse also has a nice gimmic called "on the fly sensivity", which...

hey guys, quite an interesting thread to read through. I´m also scalping the ER2 besides some other products, but I´m more into S/R - Plays then capitalizing on every move. the problem with this approach is, if a level doesn´t hold I have to get out and slippage increases when you trade...

hi jack, observing vulnerability is not as difficult as one might think. Just think of yourself being in a position, that doesn´t work the way you intended: what do you feel? If you have an edge, of course you feel nothing. you trade out and go ahead. If you don´t have an edge...

Great, looks like there are some guys trading of the DOM: Also, I find it quite interesting that there are so many different point of views. For example, i completely disagree with Jack, because I do not need any visualisation and I don´t wanna have that. In my opinion trading of the...

bill, the spread of the sizes is large means, that the size is waiting on the 4th maybe the 5th or 7th level of the DOM on either BID or ASK in a ranging market ( one might also call this a waiting market) In a trending market, the sizes might be around the inside or the 2nd level...

billp, 1.) vola: yes, it´s volatility 2.) I said, the odds are high, that this is fake size. there is only one thing, causing the price go higher: buying at the ask. So when the buying stops, there can be size on the bid for two reasons: on the one hand there might someone try to...

charly, the fact that I preferr illiquid markets can be easily explained: when do you make money? -->when other traders make mistakes when trading a liquid market, many traders have to make mistakes at ONCE to move the market a tick and it´s quite difficult to spot the loosers...

ok, now we are getting serious about trading with the DOM. All the things explain a bit, what not to watch, so I now can say a few words about what to watch. Please do not get upset, when I´m telling you now, that I don´t want to uncover my whole tradingstyle. On the one hand, it took...

as you now have an idea of spot a pusher or a flipper (this are just the basics. I won´t tell you all :D...but for your own research, just imagine, what happens, when a pusher is getting filled on the wrong side...), let´s deal with the fact, that size already being placed in the book is NEVER...

hi guys, just read through the thread and i find, it´s a pitty that the thread moved from actually watching the raw DOM to software issues again, so I want to contribute a little to bring the thread back on track :D It´s ironic, that many people have a static look at the DOM searching...