SteadyOptions is an options trading forum where you can find solutions from top options traders. Join Us!

We’ve all been there… researching options strategies and unable to find the answers we’re looking for. SteadyOptions has your solution.

Search the Community

Showing results for tags 'black swan hedge'.



More search options

  • Search By Tags

    Type tags separated by commas.
  • Search By Author

Content Type


Forums

  • Public Forums (Open to non-members)
    • Read This First
    • General Board
    • Webinars and Videos
    • Promotions and Tools
  • SteadyOptions (SO) forums
    • SteadyOptions Trades
    • SteadyOptions Discussions
    • Unofficial Trade Ideas
  • Lorintine forums
    • Anchor Trades
    • Anchor Discussions
    • Simple Spreads Trades
    • Simple Spreads Discussions
    • Steady Collars Trades
    • Steady Collars Discussions
  • SteadyVIX (SV) Forums
    • SteadyVIX Trades
    • SteadyVIX Discussions
  • SteadyYields (SY) Forums
    • SteadyYields Trades
    • SteadyYields Discussions
  • Members forums
    • Newbies forum
    • Iron Condors and Calendars
    • Strategies, Greeks, Trading Philosophy
    • Technical Issues & Suggestions
    • CML TradeMachine
    • Directional & Speculative Trades

Find results in...

Find results that contain...


Date Created

  • Start

    End


Last Updated

  • Start

    End


Filter by number of...

Joined

  • Start

    End


Group


Website URL


Yahoo


Skype


Interests

Found 1 result

  1. https://www.youtube.com/watch?v=Ghl_GfNs99c https://www.youtube.com/watch?v=A5Tm_GBJauk The Black Swan Hedge trade structure, as described in the two videos above, is a 3:5 put ratio backspread designed to be a sustainable self-financing hedge. The trade is run as an ongoing campaign (legged in when certain market criteria have been met), resulting in a net 5 long puts per tranche at no net cost (or even a net credit). Over time, multiple long puts can be accumulated this way, increasing the hedging power. Has anyone considered whether this is a viable pairing strategy with Anchor Trades? The Black Swan Hedge structure seems like a plausible alternative hedging component, considering that the 5% OTM or ATM put hedge is the biggest cost of the Anchor Trade strategy and that financing the hedge with diagonal is its biggest risk. Here's a forum discussion about this trade structure started by one of the video uploader: https://www.elitetrader.com/et/threads/the-beauty-of-options-portfolio-insurance-at-a-discount.346405/ btw how can I post this to the Anchor Trades Discussion?