NexusFi: Find Your Edge


Home Menu

 


Quotes by TradingView
Go Back   >  Search Forums  > 

Page 1 of 5 123 Last »
Showing results 1 to 25 of 120
Search: Posts Made By: CafeGrande
Forum: Options November 19th, 2018, 06:29 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Wow! That's a lot. I always wondered why he...

Wow! That's a lot. I always wondered why he wasn't 2/20 like some CTAs, especially with a high probability strategy like selling options. That helps explain why.
Forum: Options November 16th, 2018, 09:54 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
In 2016 he said he's been at it for 30 years....

In 2016 he said he's been at it for 30 years. He's being careless with his words at a time of great stress. He better lawyer up because he's left a big trail of article, marketing materials and...
Forum: Options February 10th, 2018, 06:15 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Some history on OTM ES puts

Implied volatility of 5 delta puts on a 1 month (constant maturity) ES futures contract. History from 15 June 2009 to 09 Feb 2018

https://nexusfi.com/attachment.php?attachmentid=246802
Forum: Options February 10th, 2018, 05:31 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
FOREX37 -- Have you talked to your brokerage? I'd...

FOREX37 -- Have you talked to your brokerage? I'd be curious to know if they attempted to contact you before liquidating and also what time the trade happened.
...
Forum: Options May 21st, 2017, 12:06 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
I 'd recommend the Highttower annual commodity...

I 'd recommend the Highttower annual commodity trading guide. It's usually about $20 USD. For just a little more than the pocket guide you get a larger, easier-to-read 12-month calendar and a heck of...
Forum: Options February 13th, 2017, 04:53 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
I would look at both, esp. for the smaller firms....

I would look at both, esp. for the smaller firms. About two years ago, Velocity was quickly wound down/assets transferred. They were quite small, somewhere in the neighborhood of a million or two in...
Forum: Options February 9th, 2017, 07:32 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
For people considering Zumo, Generic Trade (59...

For people considering Zumo, Generic Trade (59 cts commission per side, according to website) et al, the FCM is Ironbeam. If you're opening an account with a lot of money - whatever a lot is to you...
Forum: Options February 8th, 2017, 10:13 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Thanks, Ron. I came across one of their...

Thanks, Ron.

I came across one of their recent email messages that discussed the "Minnesota Spread." Since I live in MN and I've worked in the grain business, I thought - "hmmm, this is something...
Forum: Options February 8th, 2017, 12:07 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
An interesting read about Cordier/Option Sellers

http://www.cftc.gov/idc/groups/public/@lrdispositions/documents/legalpleading/idyragtraders121213.pdf

$190,000 cash in an unhappy customer's account, supporting $65,000 in short option premium....
Forum: Options September 30th, 2015, 01:49 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Someone once said the S&P 500 over a long horizon...

Someone once said the S&P 500 over a long horizon is anything but a passive investment. Firms that don't have the right products, technology, business models, exposure to foreign sales, etc...
Forum: Options September 17th, 2015, 08:30 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
GAIN Capital has the IM at $1496. You will...

GAIN Capital has the IM at $1496. You will probably need to add the value of the option to get an apples v. apples comparison.

IB, as mentioned elsewhere in this thread, is hit-and-miss as far as...
Forum: Options September 16th, 2015, 12:18 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
After all the discussion surrounding Aug 24th and...

After all the discussion surrounding Aug 24th and 25th I lost track of who made the trade, but whoever sold October ES 1400 puts at $4.00 or more on the 24th (I think I'm remembering correctly) --...
Forum: Options September 9th, 2015, 12:04 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Probably because that's what they hear on...

Probably because that's what they hear on TastyTrade.

(I'm paraphrasing and being a little bit of a smart alec, but based on some conversations I've followed about TastyTrade, they have a tendency...
Forum: Options September 6th, 2015, 04:08 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Yeah, I don't know a lot about their strategy,...

Yeah, I don't know a lot about their strategy, but there are not a lot of firms with a narrow focus (mostly short S&P volatility) and easy to access results. At a glance, the Aggressive strategy...
Forum: Options September 6th, 2015, 02:12 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
An update: Performance History | LJM Partners...

An update: Performance History | LJM Partners (http://www.ljmpartners.com/performance-history)

You need to click on the Aggressive Strategy tab and then scroll down a bit to see table that...
Forum: Options September 5th, 2015, 04:22 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
I'm not sure if that's a good quote. I know it's...

I'm not sure if that's a good quote. I know it's a 'print' but a spike to that level did not occur in $OIV. If you're trading CL futures options, I think $OIV is the better indicator to keep an eye...
Forum: Options September 3rd, 2015, 12:24 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Thanks for fleshing that out a bit and for the...

Thanks for fleshing that out a bit and for the reminder about the VIX being 30 days, sandwiched by shorter and longer measures. I believe the VIX methodology is 8 to 30 days on the physical products...
Forum: Options September 2nd, 2015, 09:22 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Term (time) structure of the market. Because a...

Term (time) structure of the market. Because a lot of the big money speculation takes place in the front months you'll often see a steeper IV nearby than in the deferred months (this may change...
Forum: Options September 2nd, 2015, 08:42 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Fminus - I think you should also look beyond...

Fminus -

I think you should also look beyond VIX to the at-the-money implied volatility (and skew) of the contract months you're interested in selling. You will almost always find a somewhat...
Forum: Options August 31st, 2015, 11:33 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
VIX FRENZY - a recap of the moving pieces on...

VIX FRENZY - a recap of the moving pieces on Monday, August 24

30-Minute VIX Frenzy Exposes Obsession With Volatility Hedging - Bloomberg Business...
Forum: Options August 29th, 2015, 11:42 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
FWIW, Futures magazine has profiled Fitznagel and...

FWIW, Futures magazine has profiled Fitznagel and he wrote a book called "The Dao of Capital."

From what I've read, Taleb had a mixed record as a fund manager.
Forum: Options August 25th, 2015, 01:32 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
There is (was?) an unresolved issue regarding...

There is (was?) an unresolved issue regarding whether SPY and QQQ are eligible for Section 1256 tax treatment. I have no idea why the debate exists or existed for so long, and it probably doesn't...
Forum: Options August 24th, 2015, 02:49 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Note to self/all: Sometime in September, look up...

Note to self/all: Sometime in September, look up Performance History | LJM Partners (http://www.ljmpartners.com/performance-history) to see how their moderately aggressive and aggressive strategies...
Forum: Options August 24th, 2015, 01:02 PM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
Ironically, natural gas has been a decent option...

Ironically, natural gas has been a decent option selling candidate since late winter/early spring. About 35-40% at the money implied volatility (so you're getting paid for the risk) and a broad...
Forum: Options August 24th, 2015, 11:54 AM
Replies: 7,370
Views: 1,986,207
Posted By CafeGrande
(Note: A single post in response to to RSM005; I...

(Note: A single post in response to to RSM005; I won't post additional equity option things here)

Please keep in mind that a couple of the names you've listed are "trading vehicles" just like the...
Showing results 1 to 25 of 120
Page 1 of 5 123 Last »

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

View Results Discuss Poll
 

 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top