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Showing content with the highest reputation on 02/06/18 in all areas

CML TradeMachine Trade Ideas

It doesn't back test well for either. Here's the 7 day. http://tm.cmlviz.com/index.php?share_key=20180206233312_BzKlJNzU8CTBEZj9 3 day http://tm.cmlviz.com/index.php?share_key=20180206233502_Iy3jN3ldDX0UPXnT
- February 6, 2018
1 point
Initiating straddle like strategies in a high/falling volatility environment

@samicoThere is a difference between a spike where a subsequent pullback is likely compared to a extended period of high volatility where you establish a new average VIX level. The biggest problem for straddles is falling IV.
- February 6, 2018
1 point

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