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- Yesterday
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CMLviz Trade Machine But you probably get better pricing by contacting them directly.
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Do we still get discounts for CML trademachine for being a SO member?
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The Scanner for the VolatilityHQ tool gives RVs for double calendars in its results. What are the deltas that are used for placing the two calendars on each side of the ATM strike? @Djtux @Yowster Note: I meant to put this in the VolatilityHQ thread and not as a new topic. Sorry.
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metrodream joined the community
- Last week
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@Romuald & @Kim Question: 1- Do you trade this strategy full time? 2- Just a general question, how do you cashflow a trading strategy? I am assuming you want to withdraw once a year to get a compounding effect, correct me if I am wrong? Thanks!
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Steven_11 joined the community
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RAub12 joined the community
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Adamsmiles joined the community
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Coni joined the community
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James William joined the community
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donald_non joined the community
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traderron joined the community
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Jwianniello joined the community
- Earlier
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Many members, myself included, lost over 200% in the month of June. Scott was awesome at blowing up accounts. A true master.
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Please refer to the first post of this topic.
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I managed to get a chance to debug what is going on, and the main problem is that my data provider was missing some data which is causing issues. I'm trying to resolve that and reimporting everything. Normally I have some health check that I receive everyday but it did not detect that missing data, so I missed that. At least I'm not blaming crowd strike :). Sorry about the inconvenience.
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- volatilityhq
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What happened to Steady Yields? The performance page is showing a -103% for June
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Unimoger joined the community
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@Yowster I sent an email to VolHQ support last night. @Djtux is currently traveling and won't be able to debug the code until Sunday.
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@Djtux Looks like most RV charts have not been updated for a day or two.
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Dan Sheridan is still running webinars for IBKR. I attended one a few months back, where someone asked a question about gamma scalping and he gave a completely incorrect explanation. Just entirely off base. Since then I have assiduously avoided any of his content. If you are the kind to watch IBKR webinars, I would also advise caution if it is a session hosted by Dan.
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Grey bar on chart is the closing price of the ATM straddle on T-0. Price effect (middle bar on chart) is the based on the closing price on T+1 Max move (right bar on chart) is the largest move away from ATM straddle price on T+1
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1. Correct, no adjustments. 2. Up to 8-10 per month, but it really depends on the quality of the signals. @Romuald tries to be really selective and post only the best setups out of dozens he gets. 3. That's hard to say. The goal is to have maximum of 5-7 positions at any given time with 5-7% allocation. Also we aim to have mix of bullish, bearish and neutral positions, and also some non correlated instruments - some recent examples include GLD and XRT. If I really had to guess, I would say it is not likely to have more than 20-25% drawdown.
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Great setup, a few quick questions: 1- The trades have no adjustments, correct me if I am wrong? 2- How many alerts will one get in the forum in a month for example? Thanks!
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Regarding slippage/fills - the answer is the same as for every trade post in all services. The fills depend on what the underlying is doing. For example, If you try to fill a put credit spread couple hours after the official fill and the stock is up, you will get less credit. If the stock is down, you will get more. Contributors can share what THEY do, with the full explanation. They cannot tell you what YOU should do. This is up to you. In fact, they are not allowed to do it as it would be considered an investment advice. Please don't ask "I was not filled, what should I do?" This is really up to you. But the answer is always the same: if you are not filled and the stock moved in the "wrong" direction, 1) accept lower credit, 2) wait for the stock to reverse, or 3) skip the trade. Those are the only 3 options. Sometimes you will get better fills if you enter later, sometimes worse. Over time, it always levels up.
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Hi all. Does anybody know the entry/exit dates for the returns in the below screenshot. Is it holding T-0 -> T+1? Thanks
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Regarding the bid-ask spread, I try to choose tickers that are liquid in options so as to have the tightest possible bid-ask spread. Regarding entry time, it doesn't have to be exactly when I post the trade. I myself can enter several hours (sometimes even the next day) of the alert I received. In fact it's a bit up to you when you estimate the best time to enter. Sometimes it is better to wait for the ticker to drop a little more before opening a CPS for example. Finally, regarding the flatnesses observed on the P&L curve, this corresponds to a period where there was no technical trigger which triggered the alert, therefore no trade.
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Romuald, thanks for your great work, I have any questions: if I take the ideas from TradeMachine: -how critical is the time to enter in a trade, what is your prefer trade (time)window, do you have calculatetd a slippage, because the members can not enter in a trade at the same minute together i.e. after CME open, than the price drift(B/A spread widening) I think the backtest result all based on end of day options price modell (open high, low close) but under real conditions we should keep in mind a bit worster fills -and second question, what are the flat periodes in your backtest equity curve, I thin the logic is out of market because VIX to high thanks Torsten
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Playing chess is one of my favorite hobby
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Same for me. And yes the Hamlet set is one of my favorites.
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I have been playing a blitz game online daily for 5 years now! Something to be said about being worry free for the duration of the game. I personally consider it a de stresser. My family knows that if they cant find me, Im probably in the basement bathroom playing on lichess. The hamlet set is so cool!
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Subscription links posted on the subscription page. Please do not subscribe before September 1st if you are an existing paying member of any of our services, as you get free access till September 1st.
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I love chess too! It's such a timeless game that brings together strategy and creativity. I remember one summer afternoon when I stumbled upon a chess tournament in my local park. I hadn't played in years, but watching those intense matches reignited my passion for the game. It's like each move tells a story, unfolding into a unique narrative on the board.
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@Jocomail78 as @TrustyJules noted it's expected that the theoretical model yields exactly 0 profit. But all theoretical models (particularly those commonly used by trading platforms eg Black-Scholes and its derivatives) of necessity only consider limited variables. The models don't know about things like earnings, macroeconomic events, etc. Therein lies your edge. Without such an edge it would indeed be a random walk, or worse, after considering slippage and transaction costs.
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Its a metaphor for exactly that - a walk in the park is directionless...
