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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 6 months |
| seen | Apr 11 '12 at 11:58 | |
| stats | profile views | 47 |
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Dec 1 |
comment |
Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes) Thanks Chris, sorry, edited my comment. Why even have Alpha Indexes then? Is it the options capability on them, or do they behave differently in some way? Thanks. |
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Dec 1 |
comment |
Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes) Thanks. So to simulate AVSPY (Apple vs SPY), one could simply buy Apple, and short SPY? Would one need to match up the amounts bought / sold to 1 to 1, to do the equivalent? Secondly, why even have Alpha Indexes? Is it for the options capability, or ? |
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Dec 1 |
comment |
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? Perhaps you can generate another question to help clarify this subject further. I'd love to know (i.e. please comment here, if you do), thanks. |
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Dec 1 |
revised |
Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes) added 4 characters in body |
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Dec 1 |
revised |
Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes) added 39 characters in body |
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Dec 1 |
asked | Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes) |
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Nov 29 |
awarded | Commentator |
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Nov 29 |
comment |
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? Thanks Lliane. Did you see Tal's comment above, also DKM's answer below? Thoughts? |
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Nov 28 |
comment |
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? Can you please give an example of how it is "already priced in"? |
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Nov 28 |
comment |
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? Can you please clarify the term "90% puts and calls"? |
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Nov 28 |
asked | Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? |
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Nov 28 |
accepted | Does an option's price “ratio” with the underlying security price? |
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Nov 28 |
comment |
Do markets typically fall fast, and rise slowly Thanks Bootvis and Patrick for enhanced explanations. |
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Nov 28 |
accepted | Do markets typically fall fast, and rise slowly |
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Nov 27 |
awarded | Scholar |
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Nov 27 |
accepted | What are good conditions to roll a leap further out in time? |
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Nov 27 |
revised |
Make assumption about future stock price: is the option with best return fairly clear? added 19 characters in body |
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Nov 27 |
comment |
What are good conditions to roll a leap further out in time? I see. Is it then best to do the roll on low volatility, since let's say on high volatility the option prices are \$5 and \$8 respectively, creating a ratio of 8/5. If on a low vol day, the 6 month option decreases to \$3.50, then 8/5 * 3.50 = 5.60, requiring an additional \$2.10 to be spent to roll, instead of the additional \$3 required. I.e. if the ratios stay the same, then it seems it would be best to do it on low volatility? ... I'm not sure, just trying to figure out my strategy going forward. Thanks. |
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Nov 27 |
revised |
Make assumption about future stock price: is the option with best return fairly clear? clarification on doing naked puts in the trade. |
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Nov 26 |
revised |
Make assumption about future stock price: is the option with best return fairly clear? deleted 12 characters in body |
