credit spreads

VMA

In this group mentoring meeting, we cover the Passive Portfolio Layer and the VMA credit spread strategy (VMA review begins around minute 30). Strategy Rules(For Members Only, Please Do Not Distribute) This strategy was submitted for the June 2019 4-Week Options Trading Strategy Challenge by Vincent Barone: Long Name of the strategy: 10 GC ACVO …

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Group Mentoring: Rapid Modeling, Six Examples, Tips to Feel Less Lost. (TLT, CL, SPX, VXXB, RUT)

Session Contents: Tips to rapidly model options strategies in minutes rather than days or weeks. A new “quick ratio” for evaluating the performance of your rapidly modeled strategies to know if you should spend more time studying the strategy or move on to something else. A discussion on the benefits and challenges of market neutral …

Group Mentoring: Rapid Modeling, Six Examples, Tips to Feel Less Lost. (TLT, CL, SPX, VXXB, RUT) Read More »

Long Options Strategy That [Apparently] Works and a Sizing Strategy that Takes One Strategy to Production-Ready

This week we look at two contributions from members. The first is a LONG options strategy–something we don’t talk about a lot–that is hinting at an opportunity in the “tail reward” category. The second is a sizing technique that has taken one strategy to ready-to-run status for an incubator account! This sizing technique may be …

Long Options Strategy That [Apparently] Works and a Sizing Strategy that Takes One Strategy to Production-Ready Read More »

SPX Credit Spread on Bullish Breakouts (Rapid Dash Mash Up)

This is a continuation of our last session with a different strategy (price channel) in a different market (SPX). This signal is not very good, but the options trade is solid. After Christmas and still recovering from a head cold, I’m surprised we got a full year done on this study. Thanks to Jon and …

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