Long-scalping equity options against time decay and market drift

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fullautotrading said:
It's good to find something that you realize and I don't LOL :)

As said, my friends can trade anything they like. Even in this illustration, we used SPX, as shown in the tickers.

I have obvious requirements to keep mosquitos away :) Otherwise, I am literally flooded by penniless plagiarizers or retards like you :)
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lol you're not trading SPX. You're "trading" the futures options yet telling your clients they must have a PM-account. Ironic considering you don't qualify for PM.

Your chatroom has six members.
 
You'd be inundated with piker clients trading sim?

You're making a suitability argument but there is zero difference between a $2MM RegT and a $2MM PM account with respect to ES haircut.

Your sht is ridiculous. You're trading sim for cashapp donations?

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destriero said:
lol you're not trading SPX. You're "trading" the futures options yet telling your clients they must have a PM-account. Ironic considering you don't qualify for PM.

Your chatroom has six members.
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Sorry, but retards at your level you will not be allowed to trade with my app even if they come with a 1B LOL :)

Again, we really do not care what a brainless donkey like you thinks in his little bunch of useless neurons :)

I am what I am, and you are just an anonymous (and cowardly) fart on the web :) LOL
 
fullautotrading said:
My friends can trade anything they like. I just provide the technology, for free :) One just wishes to keep away thousands of mosquitos :) LOL
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Had to go back to first or second page of journal to find it...

"The general idea is that we continuously collect premium from an OTM (put) option [having as its underlying an instrument correlated with the general market].

However, we use long scalps to protect against the possible adverse moves (the price of the option rising) and reduce the impact of DD.

Even when doing the long scalps, we maintain, in any case, the overall short position of the option. There is a continuous rollover of this option. Like an infinite price curve that we ride forever. In essence, we give up some of the premium for some protection (and to recover some margins) in case of an adverse move.

For each option, all the work is carried out locally on that option. There are no other instruments involved..."

And those very first few screenshots you posted had just 1-2 layers, and now you're up to a hundred(s)? It seems like you keep scaling this thing up to the point where soon only people with 10 figures will be able to do this.

What started with needing only a 10K account now needs millions. Quite depressing.
 
Overnight said:
Had to go back to first or second page of journal to find it...

"The general idea is that we continuously collect premium from an OTM (put) option [having as its underlying an instrument correlated with the general market].

However, we use long scalps to protect against the possible adverse moves (the price of the option rising) and reduce the impact of DD.

Even when doing the long scalps, we maintain, in any case, the overall short position of the option. There is a continuous rollover of this option. Like an infinite price curve that we ride forever. In essence, we give up some of the premium for some protection (and to recover some margins) in case of an adverse move.

For each option, all the work is carried out locally on that option. There are no other instruments involved..."

And those very first few screenshots you posted had just 1-2 layers, and now you're up to a hundred(s)? It seems like you keep scaling this thing up to the point where soon only people with 10 figures will be able to do this.

What started with needing only a 10K account now needs millions. Quite depressing.
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RUOK?

He's a dude asking for cashapp donations on the honor system and sending malicious front-end code to his fictional clients.

He's shorting puts 13X over longs. He's run a debit balance if the market dropped 15%.

You think that this dude has more than 300 Euro in his IBKR account? He runs a IBKR PM front end bc it's PM by default when trading sim.
 
Overnight said:
Had to go back to first or second page of journal
Even when doing the long scalps, we maintain, in any case, the overall short position of the option. There is a continuous rollover of this option. Like an infinite price curve that we ride forever. ...
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As I told you there are various components to the overall edge. The main factor is the algorithmic balance of the long/short position to collect the scalps. Some other sources are:

-scalps short
-scalps long
-decay
-stop-loss order recovery

etc ...

I can't follow effectively too many friends. And undercapitalized people it's more wise they use their $$$ for other things instead of trading.
 
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fullautotrading said:
Don't teach math, sorry, but you can read some of my stat papers for instance if you are curious:

https://www.sciencedirect.com/science/article/pii/S0047259X04002180

Anyway, nothing of that is useful or needed for trading.

You just need a normal brain to be successful, which you don't :) LOL
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lol please!

I am published and have done fellowships in biochem and oncology at UTA. p-gp inhibition with CCAs in chemoresistant tumor models. I had a full ride through undergrad, grad and a paid fellowship.

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