convexx's "hitting bids and lifting offers" ETF options

[actionzip54]

Out SPX and SPY hedge. + 1.88% on hedge. -2.51% on primaries.

Was this exit because the PD's had shifted?

 

[convexx]

Was this exit because the PD's had shifted?

lol of course, but I am confused as I am uncertain if this is v1 or v2 of DPs. I don't know if I should go with the signal or if this is one of those "80%" faders.

 

[actionzip54]

I think if he mentions "we" when referring to the PD's it's a v1. If he doesn't it's a v2. It's really a simple system when you get down to the nuts and bolts of it.

 

[convexx]

Decay on the asym at n+7 is 600 per contract.

 

[convexx]

Down about 1% on port in NDX, net of hedge gains. Powerful bounce in a bear.

 

[convexx]

I can take the deltas here, so an expiring SPX 15/30/60 from $8; 8%.

 

[convexx]

DNT, 7% allocation.

 

[marketsurfer]

DNT, 7% allocation.

Be careful, man.

 

[convexx]

Be careful, man.

What's comical is that my oldest can price a digital and you cannot. Your wife has a doctorate and allows you to risk money?

I have to question the sanity of your better-half if she lets you trade a product that you admittedly cannot price. You couldn't price the thing if it fell from the sky and landed on your face. You're lucky that I am not superstitious.

 

[marketsurfer]

What's comical is that my oldest can price a digital and you cannot. Your wife has a doctorate and allows you to risk money?

I have to question the sanity of your better-half if she lets you trade a product that you admittedly cannot price. You couldn't price the thing if it fell from the sky and landed on your face. You're lucky that I am not superstitious.

I'm trading such small size in the digitals, its truly inconsequential learning experience.


Like I said, bro. BE CAREFUL! there are forces at work that can be quantified.


By the way Annaland derives black scholes for the fun of it---