Backtest results with neutral options strategies on stocks with highest implied Vola ?

taowave said:
You need to get a better understanding of short options and the potential of early exercise and how it affects your position..
More...
I would be glad if no early-exercise (--> early-assignment) would happen at all. Thx, but no, thx. :)
For the shortseller there is no advantage, only disadvantage. And I mean this role.
And I think you say it b/c you are a patriotic American... :)
Ie. I dared to criticize the American-style...
Hey, it's just options exercise style, it has this funny name "American-style".
It's not meaning being against the American-Way-Of-Life or so... :)
 
Last edited:
Yik said:
Man @Quanto just read more and talk less. Tao, dest and newwurldmn are the real deal.
More...
Xplain pls.
You can't discuss with such a stubborn animal like dest.
Look how much he has spammed this thread, any thread he enters.
 
You border on unteachable..

You are dead wrong

Take it for what it's worth..

Quanto said:
Xplain pls.
You can't discuss with such a stubborn animal like dest.
Look how much he has spammed this thread, any thread he enters.
More...
 
Quanto said:
I'm doing the same, ie specializing in stocks with High ATM IV options. Just finished the tests/research etc, and beginning to apply in practice. Yes, 30+% per month is indeed possible. :)

I don't have long term test results, but I know it works, so no need to waste more time in lengthy tests, since getting historic options data for backtesting is also very costly.

My advice: just do it, and later, when you from it got somewhat rich, order your employees to do the dirty work of backtesting... :)

IMO, the biggest risk is the "Early Assigment risk" which means your position will be closed, initiated by the counterparty. Applies to all US equity options (as these are American-style).
More...


If you're worried about assignment then you're already D1 and summarily fcked. Let us know when they let you trade short combos in your AlbanianCashAcct.
 
destriero said:
If you're worried about assignment then you're already D1 and summarily fcked. Let us know when they let you trade short combos in your AlbanianCashAcct.
More...
We are over this stage of the discussion for a long time now.
Keep your idiocy for yourself. Nobody is interested in your such spam postings.
 
Last edited:
You must log in or register to reply here.
Back
Top