All Activity
This stream auto-updates
- Yesterday
-
Sorry i’m out of town until the new year and i tried to troubleshoot but it seems the issue is in the “only stocks with weekly options”. Somehow the website doesn’t retrieve that data properly. As a workaround, can you use this list? https://marketdata.theocc.com/weekly-options?action=download
-
@Djtux Something is wrong with filtering "Only confirmed earnings dates" and "Only stocks with weekly options" in the scanner. when they are on it returns nothing. my scan is the widest possible with only min stock price set to 15 and no black or white lists. it worked great for about 2 years with the same setup until this weekend.
- Last week
-
OK, @Kim. I'll take your word that those are indeed the results so far under the new management... Thank you for responding!
-
The service has been restarted in July. Those are the returns since July, and I can assure you that they are 100% accurate. You can find the previous return under discontinued strategies, link on the performance page.
-
I have visited that page. I'm assuming those returns can't be accurate for the new manager of that strategy since he's only been doing the job for about 1/2 a year.... Those numbers can't possibly include the disaster that I was a victim of earlier this year...
-
Thank you. I was a bit surprised by the question, as we always post all returns of all services on the performance page. SY is a completely different service now. Different managers, different risk management, different trading philosophy. Our goal is to keep the drawdowns to 20-25% maximum.
-
I'm not Kim, but you can see the returns here : https://steadyoptions.com/performance/ (then click on 'SteadyYields'). The returns for all the strategies are shown here.
-
@Kim I'm considering rejoining Steady Yields again but am skittish after my experience with the previous manager. Would you be willing to post the returns and a brief summary of how ;things are going for the partial year under the new management?? I realize a partial year is not a fair test of the future potential of the trade, but if things seem to be going to plan and subscribers seem happy, then I'm willing to take a chance with it... Thanx in advance...
-
Wabasso joined the community
-
redpinkblue joined the community
-
StPaulIrish joined the community
-
Svengali joined the community
- Earlier
-
For those that don't know, my firm also runs several commercial real estate properties in the US. From time to time a new one comes on board that we like to share with our investors and potential investors. We have under contract a 55,000 square foot building in College Station, Texas (see 3101 University Dr E, Bryan, TX 77802 - Office for Lease | LoopNet). It used to be a Wayfair call center, but it is currently unoccupied. The property is quite close to Texas A&M University, on one of the main streets (University) in town. We are currently in negotiations with Texas A&M University to lease the entire property. However, those negotiations will not be finalized until the end of Q1 next year. Given that the property owner's loan (and other issues) are coming due at the end of the year, they are very eager to sell. We originally put the property under contract for $7.5m (sellers asked for $10m). However, we canceled the contract when we realized that the status of the lease is up in the air with A&M. The seller's called back and asked what we buy it for and we tossed out $6.5m assuming we'd be laughed out of the room. To our great surprise, they accepted, provided closing could occur by the end of the year. This means we have to take the property down for cash. Due diligence is done (title, inspections, etc). IF (and right now its an if), Texas A&M takes the entire property down, it becomes an incredible deal. The property itself is over 10 acres and the entire back can be developed (which we plan to do). If Texas A&M does NOT take the property down, it will be leased as medical office, as it is in the medical office district. Our local partner/sponsor is a doctor who spent the last few years improving the Physician's Center in College Station (http://thephysicianscentre.com). We are quite confident this can occur over the next three years. Given the property will be taken down for cash, there is very little carry cost as well. The basic terms of the deal are as follows: Purchase Price: $6.5m Needed outside investor capital: $4.5m Investor Pref Rate: 8% Waterfall: 60% investors (after pref) 40% to GP Management fee: 1% (after cash flow positive) Leverage: No leverage for the purcahse of the property, bank loans will be used to do tenant improvements and buildouts if needed I normally am not interested in unoccupied property. But this is a large piece of land, with development opportunity, that has a TON of potential, with low carrying costs. If you have any interest, or more questions, please email me at cwelsh@lorintinecapital.com
-
ankibans joined the community
-
gfttrading joined the community
-
AndrewT joined the community
-
MindMoneyEu joined the community
-
Yes, and remember that we usually don't use more than 50-60% of the capital. So when you look at performance, ROI is much higher than reported because we have almost half of the portfolio in cash.
-
Yes i just answered
- 1,029 replies
-
- 1
-
-
- volatilityhq
- rv chart
- (and 1 more)
-
Hi @Djtux. I just sent you an email to support@volatilityhq.com. Please let me know if you received it. Many thanks.
-
I thought it was updated to $25k model portfolio. Thanks for confirming it is still $10k.
-
Can you please confirm the model portfolio size? The strategy front page and description still show $10,000
-
Can you please confirm the model portfolio size? The strategy front page and description still show $10,000
-
Do you have any Excel for the current portfolio with initial Delta on all puts and calls when the position was initiated and price? It's too many posts and too many links to read and go thru the last trades and figure out what is the current position. It should be simple, strategy and trade with an explanation of all whys. Why this strike, why this delta or any other Greeks, and why this expiration?
Any reason for discontinuing updating the current portfolio spreadsheet?
-
lynavo joined the community
-
Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach
Kim commented on Romuald's article in SteadyOptions Trading Blog
There is a clear and indisputable evidence that the bonds/oil correlation is real. It doesn’t mean that it’s easy to trade it, but the key is not to lose much when correlation breaks. This why position sizing and risk management are so important. It has been proven in the last few months that a disciplined and calculated approach can work very well. We will continue with this approach as we have been doing with all our strategies for years. -
Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach
Canuck_Dave commented on Romuald's article in SteadyOptions Trading Blog
Thanks @Kim for the prompt reply... will continue my research into SY -
Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach
Kim commented on Romuald's article in SteadyOptions Trading Blog
The main strategy of SY service is still TLT trades based on oil/rates correlation. The Monte Carlo trades are complimentary trades, small allocation now, but the combination of non correlated strategies should work well. Romuald's program is not available at this point, but might be in the future. -
Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach
Canuck_Dave commented on Romuald's article in SteadyOptions Trading Blog
@Kim I'm interested in doing a 1 or 3 month membership in SY to try this strategy. Will this new strategy be used exclusively for developing trades or will it co-exist with the original bond/oil trade setups? Also, will we need Romuald's program (and if so will it be made available) to better understand the strategy and then start making our own trades? Thanks -
Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach
blackice commented on Romuald's article in SteadyOptions Trading Blog
Interesting framework, but not a strategy yet, since I see some parts to improve: Macro situations: 1. US stock indexes (SPY / QQQ) have clear different patterns under different "economic climates", for example: 1) When Fed increases the rate gradually (like 2022), index goes down accordingly. Vice versa. 2) When recovered from huge crisis / extreme events, indexes steadily go up for a period 2. Therefore, directly using 20 years' data to predict next 20-30 days SPY/QQQ price ranges, without considering the current macro econ climate (and other important factors), could be inaccurate. Take "predicting Seattle's weather" for example: 1) it's known that Seattle has rainy season in winter and dry season in summer. If you predict Seattle's weather in next 15 days using 20 years' data, but without considering it's summer or winter, it won't be accurate by design. 2) a local person of Seattle can easily predict weather in 15 days without using sophisticated techniques, since they know rainy/dry seasons well. They can be wrong but not often. This is like what macro-econ traders do: they predict US index trend based on macro signals (e.g. Fed opinions on inflation, current treasury rates, potential bubbles, etc). Improvement of backtesting: 1. To me the most critical aspect of backtesting is stability across a certain time period. Therefore you should apply the backtesting on yearly basis and check the return variance. Especially on years of different macro situations, e.g. 2020, 2022, 2024 for recently years. The use of Monte Carlo (MC) method: 1. Directly use the historical prices (underlying or options) distribution is a plain/raw usage of MC. It has more potential: 1) Apply pre-conditions. For example, if we use SPY price patterns of last 10 days and last 30 days as input, what's the price distribution predicted by MC given the similar last-10-day and last-30-day price patterns in last 20 years? This method take some macro situations and price movements into consideration. A) Take "Seattle weather" for example, if you consider last-10-day weather, it's easy to know it's in rainy or dry season, without the need of a local person's knowledge. I have more thoughts on this but I'd stop here for now. Due to the parts that could be further improved, I'd call this method a framework rather than a strategy. -
Found out. This URL, see the start date. This makes to bring 500 error. But interestingly it also automatically "log you out" of the portal. So subsequent search also gets error. You can try that URL. Anyway, problem is resolved now. https://www.volatilityhq.com/backtester/calendar/?symbol=MU&start_date=2021-09-19&option_type=Put&short_leg_type=After&nbweeks=-1&average_or_median=median
-
I can load properly the calendar page for MU with the default settings. Can you try again with a new calendar rv page by clicking in the menu? Maybe there is one of the advanced settings that is causing the issue.
