Destriero's single-name vola journal (riskarb; atticus; et al)
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Hey "destriero" I think you are sort of a scammer. I think I
may have caused your "inversion" by entering a 2 lot 5.20 limit
for your July 27/Aug. 3 1250 GOOGL put calendar trade. My order was
never close to filling, but MMs seem to have moved the spread's bid
ask around. The problem with your method is why not
just swing trade 10 GOOGL shares if you can guess price direction.
I admit I am struggling with trying to learn to trade (my mostly
biotech stock invesments are doing better), but I also
think my trading IB account is a target because of my falsification
of the possibility of AI (arXiv:1704.0811).
may have caused your "inversion" by entering a 2 lot 5.20 limit
for your July 27/Aug. 3 1250 GOOGL put calendar trade. My order was
never close to filling, but MMs seem to have moved the spread's bid
ask around. The problem with your method is why not
just swing trade 10 GOOGL shares if you can guess price direction.
I admit I am struggling with trying to learn to trade (my mostly
biotech stock invesments are doing better), but I also
think my trading IB account is a target because of my falsification
of the possibility of AI (arXiv:1704.0811).
Is it not allowed to surf the threads? I'm here to glorify you.
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lol sure. thanks. I am not trying to move 10 shares of GOOGL otherwise I'd trade shares. Were you trading GOOGL or GOOG? GOOG is a black hole. Nothing fills inside NBBO in GOOG.
You caused an inversion of delta on those calendars? You took the shares under 1250? I am referring to modality of delta. Trade went short to long. You think I trade four lots for my own account? I traded the thing with shares at 59-60.
IIRC the only trade not taken was the Boeing trade from last week. I went with the synthetic and different strikes. That's why it was not closed and "allowed" to expire. I said from the outset that not all trades would be taken. That's why I was initially using mids for fills.
I'll be happy to show my actual fills in PM. Anyone can hit me up.
Falsification of the possibility of AI?
lol you were reading this on Goldbach: https://arxiv.org/abs/1704.08117
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Hey Des - You've probably answered this enough times to be a broken record, but for the new guy, in your opinion, what are the top things about volatility you'd recommend committing to learning that would allow a guy to advance his thinking in the fundamentals of being profitable in options? I'm assuming the Greeks are mandatory, but would it then be skew? Higher order Greeks? Modeling? Am I even asking the question right?
Thanks.
Thanks.
Bearish; go long vol in index calendars. Bullish; go short vol is some fly structure in index or single name. Price/volatility/magnitude.
My oldest trades in an account held by us and he trades daily closes during the school year and over the Summer. He's really sharp but he didn't want to read Hull yet. Model locally; meaning adjust vertically (strikes) and term (duration) while mining. Price all trades at the outside wing when modeling stops/risk.
Read the pitchfork thread (atticus).
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