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tasty trade POP
(2015-08-06 16:00:50)
The symmetry of Brownian motton, something like which is entailed by an efficient market hypothesis, means that once an underlying reaches a price point, it has probability of being above or below there later. Solving this with algebra, we get what is known as the reflec?on principle: the probability of a touch is twice the probability of profit. This means that by managing winners we can almo...[阅读全文]
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tasty trade managing winner
(2015-08-05 22:07:52)
generally 50% of max profit for a strangle and 25% of max profit for a straddle[阅读全文]
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tasty trade portfolio theta
(2015-07-26 11:10:36)
0.1%perday[阅读全文]
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tasty trade selling strangle criteria
(2015-07-16 14:23:30)
1,IVR:>50%
2,Premium:>$1
3,1SDcallandput(84%POTM)
4,45DTE
5,takeprofitat50%ofthepremiumcollected
6,takeloseat2timesofthepremiumcollected
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tasty trade selling strangle max profit by days
(2015-07-15 10:57:04)
entertradeat45DTE
%days
--------
103
206
3010
4015
5019
6024
7028
8032
9035
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tasty trade selling strangle study
(2015-07-15 10:42:31)
Withshortstranglesbeingaverycommonstrategyweliketouseattastytrade,wedecidedtoconductamegastudyinvestigatingthestrategy'sperformanceindifferentvolatilityenvironments.Forthestudy,wewentbackapproximately5yearsandsolda1standarddeviationstranglewith45days-to-expirationin5differentunderlyingsonthefirsttradingdayofeverymonth.Thisgaveusatotalof314occurrences.Afterplacingthestrangles,wetestedmanagingthestr...[阅读全文]
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calendar spread trading rule
(2015-06-14 22:21:17)
AlwayschecktheP/Lgraphbeforeplacingthetrade.Youcanuseyourbrokertoolsorsomefreesoftware.IusuallyusetheTOSsoftwaretogeneratethegraph. Avoidtradingthroughdividendsdate. Avoidtradingthroughmajornewslikeearningsannouncements.TheonlyexceptiontothatruleiswhenyouwanttotakeadvantageoftheinflatedIVofthefrontmonth,butthosearehighlyspeculativetradeswhichmighthaveasignificantlossifthestockhasalargepost-ear...[阅读全文]
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tasty trade calendar criteria
(2015-06-13 16:24:04)
IVR:low:<25%
IV:similarinfrontmonthandbackmonth,sinceitissellingfrontmonth,ifpossible,thehigherinfrontmonth,thebetter
Strike:theshortoptionshouldbeclosetotheATMorslightlyOTM,sothatthethetaismaximized
CallorPut:usesPutisslightOTM,usesCallisslightITM
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tasty trade buying spread criteria
(2015-06-09 07:57:44)

buyingalwayspicksstrikesoneisITMandanotheroneisOTM
payingatmosthalfofthestrikedifference
lookforpopisabout50%
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tasty trade option strategy selection
(2015-06-02 21:18:55)
volatilityishigh>50%: sellstraddle(managewinnerat25%maxprofit)
sellstrangle(managewinderat50%maxprofit)
sellironcondor
sellvertical
sellcoveredcall
sellnakedput
volatilityislow:protectagainstsuddenriseinIV calendar
diagonal
pair
bearishdirectional
debitputspread(ITM/OTM)
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