Model, Backtest and Automate Options Strategies
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10 trades-- supposedly different (all various double calendars)... but in a crash, the risk was magnified, not diversified. Romeo on the moment the correlation matrix stopped meaning anything. Full interview with @Sheridanoptions linked below.
piped.video/Wbj3fy4zCb4?utm_sou…
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Fix My Backtest: With Mark Anderson nitter.net/i/broadcasts/1mGPaZbAp…
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Risk Management can start with sizing. Full discussion with @OptionAssassin here=> piped.video/live/jWOLab01T0o…
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"People have been very critical of young people who use [0DTE options]. And I find it such a dichotomy, because we tell young people take risk when you're young, and then when they take risks, we say, why would you do that?" @TheJJKinahan
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The back test doesn't lose money. I lose money. @OptionAssassin on why he'll sit out a trade the model says to take — Jackson Hole day was a good example.
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Tom talks with @Sheridanoptions re: not caring about winners vs. losers, and sizing for the rainy days
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The Navigation Trading Show nitter.net/i/broadcasts/1oKMvNORv…
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Fix My Backtest: With Mark Anderson nitter.net/i/broadcasts/1kKzDPgYN…
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Even a single option contract of $SPY assignment is a big number-- if you're a beginner please understand options assignment risk
Full interview with @multistratmark on YouTube
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@NavTrading1 and Troy dig into why picking the best minute in a backtest isn't a best practice.
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CBOE's @TheJJKinahan on why knowing your own risk tolerance beats generic advice
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Fix My Backtest: With Mark Anderson nitter.net/i/broadcasts/1AGRnZPEn…
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