2016/08/31
斯洛維尼亞 & 克羅埃西亞
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| 奧地利古城 --- 格拉茲 |
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| 斯洛維尼亞 --- 布雷德湖 |
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| 斯洛維尼亞首府 --- 利比安納 |
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| 飛龍橋 |
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| 聖方濟教堂 & 三重橋 |
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| 札達爾 --- 海風琴 |
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| St. Donat 教堂 |
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| 馬卡斯卡 |
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| 石城 |
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| 杜布羅夫尼克 入住之飯店 --- RIXOS |
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| 杜布羅夫尼克 |
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| 杜布羅夫尼克古城 --- 魔女宅急便 動畫靈感來源 |
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| 斯普利特 |
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| 史賓尼克 |
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| 十六湖國家公園 |
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| 札格雷布 |
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| 維也納 |
2016/08/30
My Guidelines for Trading Options
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| Dubrovnik is a Croatian city on the Adriatic Sea |
交易就是在做管理 --- 管理我們的資本, 管理我們的分析, 以及管理我們自己; 如果管理得正確, 就能產生利潤.
My Guidelines for Trading Options
1. profit by methods of high-quality α
2. collect premiums by selling out-of-the-money option: usually δ < 20
3. make 30-10 working days from expiration: in the first 2 delivery months
4. as regardless as possible of market direction
5. a short-term trend indicator is used to help reduce the probability of selling options against a negative trend
6. position sizing methods are employed to optimize risk-adjusted returns by balancing puts/calls exposure
7. adjustment protocol: dangerous side -> tight spreads + futures
8. penetration adjustment: buy ahead contract of original strike price
9. analysis performed on the prices of various options
9-1. in absolute terms in relation to their historic price level
9-2. in relative terms comparing the prices of puts to the similar calls
10. robust adjustment protocol result in a balanced strategy
11. positions are placed using proprietary strike level and ratio algorithms to achieve a strategy that can be profitable in flat or volatile market conditions
12. real-time monitoring of positions are the primary risk controls
13. use VIX, VVIX, and VVVIX as funnels to filter the breakouts coming from the price movements
2. collect premiums by selling out-of-the-money option: usually δ < 20
3. make 30-10 working days from expiration: in the first 2 delivery months
4. as regardless as possible of market direction
5. a short-term trend indicator is used to help reduce the probability of selling options against a negative trend
6. position sizing methods are employed to optimize risk-adjusted returns by balancing puts/calls exposure
7. adjustment protocol: dangerous side -> tight spreads + futures
8. penetration adjustment: buy ahead contract of original strike price
9. analysis performed on the prices of various options
9-1. in absolute terms in relation to their historic price level
9-2. in relative terms comparing the prices of puts to the similar calls
10. robust adjustment protocol result in a balanced strategy
11. positions are placed using proprietary strike level and ratio algorithms to achieve a strategy that can be profitable in flat or volatile market conditions
12. real-time monitoring of positions are the primary risk controls
13. use VIX, VVIX, and VVVIX as funnels to filter the breakouts coming from the price movements
2016/08/17
2016/08/12
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