C++
(1)explicit
(a)usedinconstructor
classA
{
protected:
intm_...[阅读全文]
OptionalSpy
股市纵横学习日记
博文
(2010-05-16 12:17:37)
(2009-12-20 19:58:16)
RealMoneyresult:$1.2premiumcollected.with1x,that's$120
Lesson:
(1)ThebuyingtimeframeisonMondayandit'strailwith20C,thisreducesthepremiumfrom$2.8to$1.9justovertheweekendandagapuponMonday.
(2)ClosedpositiononOEdayafternoonwhenSPYgoesbelowthestrikingprice($110)foralmostadollar($109.20).Howeverlaterafternoonitbouncedupto$110.25.Justabovethestrikingprice.ThisisaperfectmonthifIdidn'tcloseit...[阅读全文]
Lesson:
(1)ThebuyingtimeframeisonMondayandit'strailwith20C,thisreducesthepremiumfrom$2.8to$1.9justovertheweekendandagapuponMonday.
(2)ClosedpositiononOEdayafternoonwhenSPYgoesbelowthestrikingprice($110)foralmostadollar($109.20).Howeverlaterafternoonitbouncedupto$110.25.Justabovethestrikingprice.ThisisaperfectmonthifIdidn'tcloseit...[阅读全文]
(2009-11-19 15:42:57)
StartingfromNov2009,Iwillrollouttherealmoneyonitgraduallyandcontinuepapermoney.
(1)forpapermoney,try2xstrategytoseehowitgoes.
(2)combinewithmovingaverage,considertoaddmorepositionwhenthemarketisdownclosetothemovingaverages.typicallythisis50MAondaychart,15EMA,50SMAonweeklychartand15EMAonoptionalmonthlychart.
Realmoneyrolloutstrategy.
(1)FirstStage:startingwith1x,thengoto3x,6x ...[阅读全文]
(1)forpapermoney,try2xstrategytoseehowitgoes.
(2)combinewithmovingaverage,considertoaddmorepositionwhenthemarketisdownclosetothemovingaverages.typicallythisis50MAondaychart,15EMA,50SMAonweeklychartand15EMAonoptionalmonthlychart.
Realmoneyrolloutstrategy.
(1)FirstStage:startingwith1x,thengoto3x,6x ...[阅读全文]
(2009-10-31 21:26:03)
Thegenericstrategyistosellnextmonthcallorput.Thepremiumisonaverage2.5%
Thefocusofthestrategyistodolongtermstatisticsanalysisandriskmanagement.
Thestrategytopsat2.5%/monthnomatterhowhightheSPYgoesup,however,itconsumesallthedownside.
Sotominimizedownmonthsisthekey.
Hereisnewfindings
(1)Separatemarketintolongtermbullmarketandlongtermbearmarket.
(2)TheseperationofBullfromBear...[阅读全文]
Thefocusofthestrategyistodolongtermstatisticsanalysisandriskmanagement.
Thestrategytopsat2.5%/monthnomatterhowhightheSPYgoesup,however,itconsumesallthedownside.
Sotominimizedownmonthsisthekey.
Hereisnewfindings
(1)Separatemarketintolongtermbullmarketandlongtermbearmarket.
(2)TheseperationofBullfromBear...[阅读全文]
(2009-05-13 14:02:19)
AftertryingalldifferentETFs,SPYseemstobethemostreliableunderlyingtoplaycoveredcallstrategy.othersdecaystoofastifthemarketisslightlyontheoppositeside.However,SPYoptionisnothugeduetoitsstablility.Sotogetreasonableincome,thestrikingpricehastobeclosetoonthemoneyoreveninthemoney.
SupposetoholdSPYfor30years.It'simpossiblethatSPY30yearslaterwillbelowerthantoday,givenallcircumstances.Thismeanstheund...[阅读全文]
SupposetoholdSPYfor30years.It'simpossiblethatSPY30yearslaterwillbelowerthantoday,givenallcircumstances.Thismeanstheund...[阅读全文]
(2009-03-05 21:27:22)
Asexpected,theCrudeOilhits33andrangesbetween$35-45
Startedtheincomestrategywithinitialfundof$100K.
(1)soldnakedput:$24putfor$0.65,2weeks.06Mar09
[阅读全文]
Startedtheincomestrategywithinitialfundof$100K.
(1)soldnakedput:$24putfor$0.65,2weeks.06Mar09
[阅读全文]
(2009-02-18 20:05:00)
Strategy
1.Findanunderlyinginbottomoruptrend,definitelynotindowntrend.(trenddefinedby50MAonWeeklychart)
2.Theunderlyingisvolatile(atthemoneyoptionpremium>10%),then5-10%outofmoneycallofnextmonthisworth5-10%
3.Startwithsellingcashsecurednakedput5-10%outofmoney,collecting5-10%premium.Timingitclosetoorideallyunder50MA
4.Iftheunderlyingdropsunexpectedlyandtheputisassigned,buytheunderl...[阅读全文]
1.Findanunderlyinginbottomoruptrend,definitelynotindowntrend.(trenddefinedby50MAonWeeklychart)
2.Theunderlyingisvolatile(atthemoneyoptionpremium>10%),then5-10%outofmoneycallofnextmonthisworth5-10%
3.Startwithsellingcashsecurednakedput5-10%outofmoney,collecting5-10%premium.Timingitclosetoorideallyunder50MA
4.Iftheunderlyingdropsunexpectedlyandtheputisassigned,buytheunderl...[阅读全文]
(2008-11-13 09:35:47)
ThisstrategyissuitableforRRSPwithabigamountofmoney(atleaststartwith1xcontract).Itprovidesconstantmonthlymoneyflow.Aimedatdoubleeveryyear.
(1)Identifythelongtermtrend.longtermtrendisidentifiedby50SMAonweeklychart.
(2)useSDS(SPYultrashort)whenlongtermtrendisdown;orSSO(SPYultra)whenlongtermtrendisup.
(3)Buytheunderlyinganddomonthlyout-of-money(5-10%out)coveredcallonitwith5-10%premium.阅读全文]
(1)Identifythelongtermtrend.longtermtrendisidentifiedby50SMAonweeklychart.
(2)useSDS(SPYultrashort)whenlongtermtrendisdown;orSSO(SPYultra)whenlongtermtrendisup.
(3)Buytheunderlyinganddomonthlyout-of-money(5-10%out)coveredcallonitwith5-10%premium.
(2008-11-08 21:44:38)
Price
(1)TheHighest$15010YearLow$20,RecentLow $50in2007.current$60
(2)Floorwouldbe$30giventhecurrentmarketcondition.Below$30,CanadianOilSandswillstarttolosemoneyandcurbtheoutput.
(3)Withthestrengthofthecurrentcrash,mostrecentlowof$50hastobetested.Astrongrallyispossibleatthispoint.
(4)Giventhescenario$50ishitand25%discountfromhereduetomarginrequirement,theultimatepricemayh...[阅读全文]
(1)TheHighest$15010YearLow$20,RecentLow $50in2007.current$60
(2)Floorwouldbe$30giventhecurrentmarketcondition.Below$30,CanadianOilSandswillstarttolosemoneyandcurbtheoutput.
(3)Withthestrengthofthecurrentcrash,mostrecentlowof$50hastobetested.Astrongrallyispossibleatthispoint.
(4)Giventhescenario$50ishitand25%discountfromhereduetomarginrequirement,theultimatepricemayh...[阅读全文]
(2008-11-08 20:34:57)
