Forum: Options
October 27th, 2016, 10:38 AM
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Replies: 7,370
Views: 1,950,939
I would caution against using n=1 as an...
I would caution against using n=1 as an indication to "prove" call selling works. A trading system is the sum of thousands of trades. If you have positive expectancy after 21 trades, maybe you're on...
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Forum: Options
October 19th, 2016, 05:53 PM
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Replies: 7,370
Views: 1,950,939
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Forum: Options
October 18th, 2016, 02:09 PM
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Replies: 7,370
Views: 1,950,939
Hi Ron,
I have short theta/vega systems...
Hi Ron,
I have short theta/vega systems developed for /ES but primarily using Iron Condors. It seems that in some of the ratio spreads you're trading that you've effectively hedged out a chunk of...
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