Mechanical systems are not affected as they have been backtested
to include Op ex weeks. As for discretionary trades, you've just
seen the effects, LOL.
Yes, the systems work well on their own, if you add a lot of
other variables to the systems and second guess the signals, then
you will not match the statistic
Options Expiration
Posted by deberah on 15th of Jul 2009 at 10:01 am
Would someone please tell me what this means and how it affects our trading, especially the mechanical systems. I'd really appreciate it. Thank you. D
Mechanical systems are not affected
Posted by Vida on 15th of Jul 2009 at 10:19 am
Mechanical systems are not affected as they have been backtested to include Op ex weeks. As for discretionary trades, you've just seen the effects, LOL.
Yes, the systems work well
Posted by matt on 15th of Jul 2009 at 10:25 am
Yes, the systems work well on their own, if you add a lot of other variables to the systems and second guess the signals, then you will not match the statistic
same here. any thought appreciated. thanks
Posted by johnc4b13 on 15th of Jul 2009 at 10:09 am
same here. any thought appreciated.
thanks