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Hello, i have a question. I backtested a system that uses several indicators to time the SPY. My system tells me with a probability of 75% when a short term top is made in the spy. i would like to backtest how a system would have performed when i would sell out of the money calls at that time...

i cant follow some of your tips, especially when greeks are included. ;-) what do you guys think about trading Direct market access CFDs? they have leverage of 10 and follow the stock 1:1. i think they have also better spreads then some options, right?

i took a look today on the bid/ask differences of various sp500 stocks. most are ok but some have spreads of over 5%. it is not senseful to trade them if the option must move at least 5% (+ commission) to breakeven, right? will it be always like that or is a stock that moves down by more than...

I want to trade the strategy only on all stocks of the S&P 500 and the nasdaq100. Is liquidity a big problem there when i am trading an account of 50,000-10,000$ and buy calls for about 1-2% of the total account (thus 1,000-2,000$)? as i mentioned i never traded options but it would...

hello, actually I am a stock trader and have no experience with options. I trade and backtested a system with about the following results in the last 18 years winning rate (without transction fees): 75% avg win/avg loss: 1.25 avg gain: 10% avg loss 8% avg holding period: 7 days i...

hello, actually I am a stock trader and have no experience with options. I trade and backtested a system with about the following results in the last 18 years winning rate (without transction fees): 75% avg win/avg loss: 1.25 avg gain: 10% avg loss 8% avg holding period: 7 days i...