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Search: Posts Made By: rsm005
Forum: Options April 17th, 2018, 04:23 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Are you trying to change anything with the...

Are you trying to change anything with the strategy to account for the increased volatility? Moving further out in price or time? I've been out all year and want to do some additional testing...
Forum: Options April 3rd, 2018, 07:07 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Ron & all, Has anyone been putting on new...

Ron & all,

Has anyone been putting on new trades given the volatility in the market lately? Is there anything you're looking to change in your process based on the swings in the market?

...
Forum: Options March 27th, 2018, 04:13 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Ron, Not sure what happened but that same...

Ron,

Not sure what happened but that same directory won't open again for the same reasons.... Can you ping them again or share the contact information so I can give them a call. I got January...
Forum: Options March 27th, 2018, 03:23 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
All, I'm trying to use the spreadsheet to...

All,

I'm trying to use the spreadsheet to test a few things and am having problems with the month for futures and for options. I enter the start date as 01/02/2018 and hit "track select" for...
Forum: Options March 21st, 2018, 12:26 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
CME data

Has anyone been able to download january's CME data from the FTP site? I keep trying to access the 2018 directory and get an error.

/rsm005/
Forum: Options March 6th, 2018, 11:34 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
With all the sudden spikes in volatility lately...

With all the sudden spikes in volatility lately I'd be very careful with using margin at any multiple, the downs get pretty terrifying. The S&P is pointing to another 1% down day tomorrow because of...
Forum: Options March 2nd, 2018, 02:19 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Margin excess dropped from 10.1 to 8.2 today. ...

Margin excess dropped from 10.1 to 8.2 today. Man o-live.....interesting times..

/rsm005/
Forum: Options February 24th, 2018, 02:03 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Has anyone read or followed Ray Dalio of...

Has anyone read or followed Ray Dalio of Bridgewater fame regarding asset allocation? My brother has become very big into Tony Robbins and recently attended a speech by Ray and he re-iterated his...
Forum: Options February 16th, 2018, 12:21 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
I opened my first position since the volatility...

I opened my first position since the volatility from last week. Went a bit nuts with the excess, 10x, but it will help me sleep a bit better.

/rsm005/
Forum: Options February 6th, 2018, 02:07 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
I read the attached article, interesting for...

I read the attached article, interesting for sure. But can you help me interpret this line...

The good news from the effective wipeout of a major part of the vol-selling market is that "this...
Forum: Options February 5th, 2018, 08:26 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Do you have any information on how the 1/2 spread...

Do you have any information on how the 1/2 spread would have performed?

I'm probably going to download the files tomorrow or the day after and run a few scenarios. If you happen to have the...
Forum: Options February 5th, 2018, 06:54 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
All, I didn't have a position open for the...

All,

I didn't have a position open for the fiasco over the past few days but was curious, how well did the various spread strategies perform? Can someone post the numbers? I'm not sure when...
Forum: Options January 19th, 2018, 12:19 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Given the looming Govt Shutdown and the chances...

Given the looming Govt Shutdown and the chances that it may not get resolved I've closed out my open position, for a profit but not much. I'm going to sit out next week and see what happens. I'd...
Forum: Options January 4th, 2018, 06:08 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
This is an image shared on another thread that I...

This is an image shared on another thread that I thought I'd share here. This is the % return on the S&P500 every month going back throughout history.
...
Forum: Options December 29th, 2017, 12:55 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Strange, I'll try again this morning. BTW, have...

Strange, I'll try again this morning. BTW, have you given any more thought to opening a new position? I left mine open after it passed the 50% mark and now it's actually a bit lower than 50%...so...
Forum: Options December 28th, 2017, 04:11 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
ron99 Does your spreadsheet, version 05a,...

ron99

Does your spreadsheet, version 05a, allow for a spread with 3 options...

I'm trying to add a small tail hedge to the spread and see how that reacts. So far adding a 3rd contract simply...
Forum: Options December 18th, 2017, 06:57 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Thanks. I checked /NKD but unfortunately there...

Thanks. I checked /NKD but unfortunately there are no options available on it. I'll call ThinkOrSwim and see if there are any other options available. I wanted to have alternative indexes outside...
Forum: Options December 18th, 2017, 01:52 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Also, has anyone seen if it's possible to trade...

Also, has anyone seen if it's possible to trade futures against indexes outside the US? I've searched for ETFs that trade the Nikkei but can't find anything that supports options. Anyone tried...
Forum: Options December 18th, 2017, 12:49 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
My position has hit the 50% exit point today but...

My position has hit the 50% exit point today but I'm thinking of just hanging on to the current trade until the end of the year. I'm not sure about having another position open going into...
Forum: Options December 5th, 2017, 06:27 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
I ended up opening one last position for the year...

I ended up opening one last position for the year but used about 8x margin on it. I'm still expecting an end of year rally, with the idea that tax reform goes into next year. After that I'm just...
Forum: Options October 23rd, 2017, 04:28 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Thought Exercise: Spreads during a market downturn

I wanted to throw this back out there and get some people's thoughts. The Bull Market has been charging along for a while now and it's always good to think of other strategies when the market's...
Forum: Options October 9th, 2017, 12:41 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
Are you factoring commissions and fees into this?...

Are you factoring commissions and fees into this? With the 2/3 method commissions are insane so a 1/1 method may return a lot more over time.

/rsm005/
Forum: Options October 5th, 2017, 01:17 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
ron99 What stopped you from using the...

ron99

What stopped you from using the -1/+1 spread highlighted in option 3 on TFOpts chart above? Was it as simple as the Average ROI or something else? I ask given the max MM is substantially...
Forum: Options October 2nd, 2017, 03:31 PM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
I opened the same position Ron but added 1 small...

I opened the same position Ron but added 1 small tail hedge for $600 on SPY. It won't affect margin on a price drop or volatility spike but will hedge the $ loss. Also, since it's on SPY and not...
Forum: Options September 8th, 2017, 01:09 AM
Replies: 7,370
Views: 2,002,953
Posted By rsm005
For those that want a more detailed view of...

For those that want a more detailed view of this...here's another article...

Analysis of Mark Spitznagel Tail Hedging, Part 2 | greyenlightenment.com...
Showing results 1 to 25 of 257

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