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Search: Posts Made By: Narnar
Forum: Options June 5th, 2018, 02:37 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Hi Ron, I was able to get the file to work,...

Hi Ron,

I was able to get the file to work, but I am wondering if I am getting my calculation right for Margin Factor calculation.
Can you check what is your max MF for 1 by 2 spreads of ESQ8...
Forum: Options June 4th, 2018, 03:09 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
For the crash in early 2015, with naked put @ 3...

For the crash in early 2015, with naked put @ 3 delta, the MM come out to 4.3 x IM for 81DTE and 3.7x IM for 109 DTE.
Somewhat similar with mid 2016, naked put @ 3 delta, see image attached. 3x,...
Forum: Options June 4th, 2018, 01:10 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thanks for pointing me to the post, Ron. I am...

Thanks for pointing me to the post, Ron. I am still working on modifying the file, but as I am tinkering with some idea to test the ES strategies, I noticed several things, and perhaps someone with a...
Forum: Options June 1st, 2018, 04:17 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
SPAN for ES from 2008

Hi All,
I remember in this thread someone posted the SPAN data for ES from back 2008. I cannot seem to find it anymore, can anyone direct me to a post number on where this file is located? I am...
Forum: Options March 12th, 2018, 05:34 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thanks for your input, Ron. That is true, won't...

Thanks for your input, Ron. That is true, won't be able to enter a new spread. Perhaps rolling earlier (e.g., margin requirements increased by some percentages from initial margin requirements, and...
Forum: Options March 12th, 2018, 04:00 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Rolling to the next month

Hi everyone,

Finally caught up to all 600+ pages of this thread, simply amazing and very dense, I may need to reread most of them again to make sure I don't miss anything. Thank you for all the...
Forum: Options March 6th, 2018, 05:08 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Broker for Roth or traditional IRA accounts?

Hi everyone,
Which broker do you use to trade Options on Futures for Roth and Traditional IRA?
Does IRA have different margin requirement? (i.e., cash covered).

Thanks in advance!
Forum: Options February 17th, 2018, 01:52 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thanks, Ron! What is the 1.1 for?

Thanks, Ron! What is the 1.1 for?
Forum: Options February 16th, 2018, 01:45 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thank you, Myrrdin. I will read through the...

Thank you, Myrrdin. I will read through the thread as well :)
Forum: Options February 16th, 2018, 01:21 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Greatly appreciate your advise, Thomasthomsen. I...

Greatly appreciate your advise, Thomasthomsen. I am fairly new to options on futures, been more active on the options on equities, I will slowly learn the rope on other potential commodities that I...
Forum: Options February 16th, 2018, 01:03 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Hi Ron, Can you please elaborate on how you...

Hi Ron,

Can you please elaborate on how you calculate the MM% of 61.1% and 87.7% from these positions?

Would this calculation be correct (I am using the approximation based on the example you...
Forum: Options February 15th, 2018, 11:06 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Great point, Ron. I am moving onto that thread as...

Great point, Ron. I am moving onto that thread as well very soon to back test what I am thinking.

Anyone know if there is any place where I can get my hand on the options data for SPX/IWM/SPX/RUT...
Forum: Options February 15th, 2018, 10:55 AM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thank you for the insight on this thomasthomsen....

Thank you for the insight on this thomasthomsen. Yes, august 2015 was a very memorable moment to me since my P/L inverted upside down....mainly also due to lack of discipline on executing the stop...
Forum: Options February 14th, 2018, 11:13 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Thanks for confirming, Ron. Yea, I am...

Thanks for confirming, Ron.

Yea, I am leaning toward naked options because of it's simplicity and the cost associated, although I got burned in the last two weeks. All my 6% gain in January was...
Forum: Options February 14th, 2018, 02:58 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Hi Ron, sorry if this has been asked before,...

Hi Ron,

sorry if this has been asked before, I have only gone through 25% of this thread so far, and thanks for starting this thread. How do you decide when to get out when the position has gone...
Forum: Options February 9th, 2018, 01:12 PM
Replies: 7,370
Views: 1,986,447
Posted By Narnar
Hey Ron, new with futures options, although I...

Hey Ron, new with futures options, although I have traded options for quite sometime. If it's a spread, let's say vertical spread (covered), wouldn't the margin be limited to the spread width only?...
Showing results 1 to 16 of 16

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

 


 
 


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