3309 Drysdale Ct
Edwardsville, IL 62025
TLT -LOD. /ES near highs.
How about WULF? Are these BTC miners ever going to catch up?
MARA, RIOT, WULF all still in the gutter.
PF= Gross Profit/Gross Loss. A measurement of signal
BTC miners showing a hint of life here... MARA, RIOT
ES futures and options trade 23 hr/days and are more
Got it - saw that after I posted- thank you! Exited on the
close. Looks like you’re using a shorter ma for the shorts
(MA3/4?). I really prefer systematic trading. Defined entry/exit
and backtest-able results
Is the Googl short through the volatility systems still short?
Unofficially of course.
Looks like the A’s were right.
what if.... they don't pause?
I'm obviously just a short who's venting.
I primarily follow the mean-reversion systems. Was a
former on-floor options market maker so i'm used the getting
positions rammed down my throat.
But in all seriousness, I've always found it difficult to
trade when there is sub-system, multi-system conflict. And
believe it or not, it seems to happen a lot. I thought we'd
get a pullback to buy with the longer-term trend. Breakout system
are long but the volatility systems were getting short.
For me, that probably means buy straddles and gamma scalp
rather than taking a directional bias. Anyway ....
matt- can you post a volatility system update?
It's like Groundhog Day - no volatility, no action; just a slow,
methodical grind higher. Where's arun? That guy is right-
stocks go up. Period.
Not sure there's much worry out there.
CNNâs Fear & Greed Index is a way to gauge stock market movements and whether stocks are fairly priced. The index uses seven market indicators to help answer the question: What emotion is driving the market now?
Selling VIX calls with IV percentile at 1 and VIX and VVIX near
their lower bollinger bands? Hmm... Wouldn't say there's
great risk/reward there.
Unless you change the settings for the indicator as well as in
the strategy, it will display the BB default 20,2. (I’ve run into
that situation before- LOL!)
the BB settings on the lower window study may not
match the settings coded in the above strategy.
Thanks jonesy -
appreciate the take.
Would you happen to have any data on who usually ends up being
right on this? I know that in commodities it usually ends up
being large commercials (and I tend to assume the same in ES), but
with so many options/ hedging products out there I wonder if the
relationship still holds. I'm asking because I really don't
know the answer and it seems like a pretty important one.
The implied volatility of SPX options is the lowest its been in
years. I wouldn't describe any sale right now as "easy
income". Why did you go out farther in time? Likely because the
premium for shorter term options simply wasn't there. Not
saying you won't be right. Just that option premium is "dirt cheap"
compared to the last few YEARS.
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