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
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 ....
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!)
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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TLT -LOD. /ES near highs.
Posted by pep8261 on 3rd of Nov 2023 at 11:56 am
TLT -LOD. /ES near highs.
How about WULF? Are these
Posted by pep8261 on 2nd of Nov 2023 at 10:24 am
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
Watched the systems video-- can you explain the profit factor-please
Posted by pep8261 on 11th of Oct 2023 at 02:56 pm
PF= Gross Profit/Gross Loss. A measurement of signal strength.
BTC miners showing a hint
Posted by pep8261 on 14th of Sep 2023 at 11:29 am
BTC miners showing a hint of life here... MARA, RIOT
ES futures and options trade
Hmm, something I've been trying to figure out forever just ...
Posted by pep8261 on 24th of Aug 2023 at 05:28 pm
ES futures and options trade 23 hr/days and are more liquid.
Got it - saw that
Is the Googl short through the volatility systems still short? ...
Posted by pep8261 on 4th of Aug 2023 at 02:28 am
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
Posted by pep8261 on 3rd of Aug 2023 at 01:10 pm
Is the Googl short through the volatility systems still short? Unofficially of course.
Looks like the A’s were
TICK pivots levels on SPX cash
Posted by pep8261 on 18th of Jul 2023 at 09:44 pm
Looks like the A’s were right.
what if.... they don't pause?
Fed pause now at 97% (early reaction to CPI)...as discussed ...
Posted by pep8261 on 13th of Jun 2023 at 02:49 pm
what if.... they don't pause?
I'm obviously just a short
It's like Groundhog Day - no volatility, no action; just ...
Posted by pep8261 on 12th of Jun 2023 at 12:58 pm
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
new STS stops for QQQ, NVDA, AMZN
Posted by pep8261 on 12th of Jun 2023 at 12:47 pm
matt- can you post a volatility system update?
It's like Groundhog Day -
Posted by pep8261 on 12th of Jun 2023 at 12:39 pm
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
Keeps climbing that wall of worry....
Posted by pep8261 on 9th of Jun 2023 at 10:57 am
Not sure there's much worry out there.
https://www.cnn.com/markets/fear-and-greed
cnn.com
Fear and Greed Index - Investor Sentiment | CNN
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
Sold more VIX calls at .75
Posted by pep8261 on 7th of Jun 2023 at 10:51 am
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
I've studied the recent posts on the board searching for ...
Posted by pep8261 on 6th of Jun 2023 at 06:32 am
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
I've studied the recent posts on the board searching for ...
Posted by pep8261 on 5th of Jun 2023 at 10:06 pm
the BB settings on the lower window study may not match the settings coded in the above strategy.
Thanks jonesy - appreciate the take.
Posted by pep8261 on 5th of Jun 2023 at 01:44 pm
Thanks jonesy -
appreciate the take.
Would you happen to have
Posted by pep8261 on 5th of Jun 2023 at 12:38 pm
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.
nice!
(Correction) SPX short calls - get em while they're hot! ...
Posted by pep8261 on 17th of Apr 2023 at 12:14 pm
nice!
The implied volatility of SPX
(Correction) SPX short calls - get em while they're hot! ...
Posted by pep8261 on 17th of Apr 2023 at 12:03 pm
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.