0dte

[qlai]

Found this interesting since this is based on actual trading stats, not back-tests. I'm assuming their clients are retail traders and most likely trade copy-cat "template" strategies.

https://optionalpha.com/blog/0dte

 

[M.W.]

That appears to be incredibly fill dependent, a game best left for hft houses that compete for microseconds.

Found this interesting since this is based on actual trading stats, not back-tests. I'm assuming their clients are retail traders and most likely trade copy-cat "template" strategies.

https://optionalpha.com/blog/0dte

 

[BlueWaterSailor]

That appears to be incredibly fill dependent, a game best left for hft houses that compete for microseconds.

What in the hell are you on about? Do you just have to bloviate about random crap regardless of whether you've ever heard of it or not - as you clearly have not, in this case - or did your Thorazine prescription run out and you're chewing the wallpaper to distract yourself again?

ICs and IFs are easy to fill, trivially so on something as liquid as SPY; this isn't some specialized, high-leverage play where pennies count. Either the price stays under the tent or it doesn't. Go read a primer on options; your "I wuz a pruffeshnl for 37 yearz" nonsense is sounding more and more ridiculous every time you post.

 

[cesfx]

Interesting stats. Even the avg holding time.

 

[M.W.]

You have absolutely zero clue what you are talking about. Still curing your wounds judging from your little angry boy attitude...

What in the hell are you on about? Do you just have to bloviate about random crap regardless of whether you've ever heard of it or not - as you clearly have not, in this case - or did your Thorazine prescription run out and you're chewing the wallpaper to distract yourself again?

ICs and IFs are easy to fill, trivially so on something as liquid as SPY; this isn't some specialized, high-leverage play where pennies count. Either the price stays under the tent or it doesn't. Go read a primer on options; your "I wuz a pruffeshnl for 37 yearz" nonsense is sounding more and more ridiculous every time you post.

 

[rb7]

Found this interesting since this is based on actual trading stats, not back-tests. I'm assuming their clients are retail traders and most likely trade copy-cat "template" strategies.

https://optionalpha.com/blog/0dte

I'm wondering if commissions were taking into account in their stats.
Cause, option strategies are not cheap comm wise.

 

[BlueWaterSailor]

You have absolutely zero clue what you are talking about. Still curing your wounds judging from your little angry boy attitude...

"Wounds"? From what, you trying to nip at my ankles? You're toothless as well as brainless, so - nope, not even a scratch here. You, on the other hand, are still limping and whining about the merciless beating you get every time you open your trap around me; in every thread where it's happened, your ugly-crying, snot-leaking hysteria, and your howling about "buh buh he attacked me after I only snapped at him first, it's unfair!!!" - is still there.

This place would be greatly improved if someone packaged you up and sent you away - but I've heard the last time anyone tried it, the package came back with a label saying "your horse's stool sample has worms in it." I guess we'll keep you around just in case we run out of buttwipes.

 

[M.W.]

Just go away, brainless fart. Last response to you in this thread. Otherwise you would just keep going on.

"Wounds"? From what, you trying to nip at my ankles? You're toothless as well as brainless, so - nope, not even a scratch here. You, on the other hand, are still limping and whining about the merciless beating you get every time you open your trap around me; in every thread where it's happened, your ugly-crying, snot-leaking hysteria, and your howling about "buh buh he attacked me after I only said blah-blah-blah, it's unfair!!!" - is still there.

This place would be greatly improved if someone packaged you up and sent you away - but I've heard the last time anyone tried it, the package came back with a label saying "your horse's stool sample has worms in it." I guess we'll keep you around just in case we run out of buttwipes.

 

[M.W.]

Slippage and hence fill stats are more impacting performance than commission as they impact returns relatively more than commission.

I'm wondering if commissions were taking into account in their stats.
Cause, option strategies are not cheap comm wise.

 

[BlueWaterSailor]

Just go away, brainless fart. Last response to you in this thread. Otherwise you would just keep going on.

Since you have all the wit and option trading ability of a gonorrhea drip, you shutting up is the best outcome anyone can look for. Go hide in your dank hole, and don't stick your head out until someone explicitly calls for an anal chancre.