Portfolio

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: March 20, 2019

Session Contents: Setting expectations for out of sample results (planning for success and failure of a strategy) Easy language for multiple time frame moving averages (ACVO style) First release of portfolio semi-optimization! Three-State xAverage Easy Language Inputs: maf(4), mam(13), mas(20); Variables: fv(0), mv(0), sv(0), condition(0); fv = xaverage(c,maf); mv = xaverage(c,mam); sv = xaverage(c,mas); If …

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Group Mentoring: March 13, 2019

Session Contents: Potential Hack for ETF Commissions ACV Open Review SSJ and SSK Announcement Review of how to size strategies Interpreting individual vs. basket stats to keep the big picture when selecting portfolio components

CL Netzero, Portfolio Trading, Directional Filtering, Solving Data Overload

Note: Jump to 03:45 in the video Chris Gursansky’s 46-30-(Net Positive), 100 DTE, /CL Options Study Entry: The last touch of 20 Period Donchian (Price) Channel was on the upside (this was verified by Chris after the meeting) First expiration more than 100 DTE Put Broken Wing Butterfly Upper and Middle strikes nearest to 46 …

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