What's wrong with Iron Condors
- Thread starter jb514
- Start date
Not talking about a pure arb here.
Why are you trying to bust my chops? I wasn't trying to correct him, just asked for some clarification. I think he knew that and he provided the clarification. You are the one making a big deal about it.
You weren't promised anything. I suggested that I'm looking into some trade parameters that show some promise. Why are you attacking me?
Begs the question; why the f*ck did you bring it up? You're such a prick-tease! I am sure you're right and there is all this low-hanging SPX stat-arb thingy just waiting to be graced with your volume.
I like you cache, but sometimes you go off the reservation (100 lots).
Don't mind me... I have a short gamma digital range option in swiss-yen that is giving me heartburn.
If you are not going trade the cross variance that can get skewed on those spreads using the futures and certain SPX swaps, then you both are just gong to end up back to the negative expectancy usually that occurs as a result of trying to mine out the weak gamma.
This is the problem with using the VIX futures to replicate a hybrid strategy week to week. The covalence is overlooked and your average piker ends up throwing nickles into the vig.
This is the problem with using the VIX futures to replicate a hybrid strategy week to week. The covalence is overlooked and your average piker ends up throwing nickles into the vig.
