C++
(1)explicit
(a)usedinconstructor
classA
{
protected:
intm_...[
阅读全文]
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]
StartingfromNov2009,Iwillrollouttherealmoneyonitgraduallyandcontinuepapermoney.
(1)forpapermoney,try2xstrategytoseehowitgoes.
(2)combinewithmovingaverage,considertoaddmorepositionwhenthemarketisdownclosetothemovingaverages.typicallythisis50MAondaychart,15EMA,50SMAonweeklychartand15EMAonoptionalmonthlychart.
Realmoneyrolloutstrategy.
(1)FirstStage:startingwith1x,thengoto3x,6x ...[
阅读全文]
Thegenericstrategyistosellnextmonthcallorput.Thepremiumisonaverage2.5%
Thefocusofthestrategyistodolongtermstatisticsanalysisandriskmanagement.
Thestrategytopsat2.5%/monthnomatterhowhightheSPYgoesup,however,itconsumesallthedownside.
Sotominimizedownmonthsisthekey.
Hereisnewfindings
(1)Separatemarketintolongtermbullmarketandlongtermbearmarket.
(2)TheseperationofBullfromBear...[
阅读全文]
AftertryingalldifferentETFs,SPYseemstobethemostreliableunderlyingtoplaycoveredcallstrategy.othersdecaystoofastifthemarketisslightlyontheoppositeside.However,SPYoptionisnothugeduetoitsstablility.Sotogetreasonableincome,thestrikingpricehastobeclosetoonthemoneyoreveninthemoney.
SupposetoholdSPYfor30years.It'simpossiblethatSPY30yearslaterwillbelowerthantoday,givenallcircumstances.Thismeanstheund...[
阅读全文]
Asexpected,theCrudeOilhits33andrangesbetween$35-45
Startedtheincomestrategywithinitialfundof$100K.
(1)soldnakedput:$24putfor$0.65,2weeks.06Mar09
[
阅读全文]
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]
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]
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]
(ref:http://www.wtrg.com/prices.htm)
[
阅读全文]