賣方求生術 --- 我的東施效顰

EntrepreneurOPs

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

sec2100

EntrepreneurOPs 發表於 2017-4-14 06:44
我一直認為做交易, 和其他行業一樣, 不是所有人都適合進來的
各行各業幾乎都有個門檻,  做交易相比下來已 ...

選擇權交易，進入門檻低，但生存率也極低。這過程中，有人享受，有人受苦，有人煎敖，有人分享。

EntrepreneurOPs

sec2100 發表於 2017-4-14 06:24
自營家，您的12點求生術，可否全部翻成中文，大家更能木入三分?

我一直認為做交易, 和其他行業一樣, 不是所有人都適合進來的
各行各業幾乎都有個門檻,  做交易相比下來已經算低的了
當然, 您若願意出手, 已經公開的東西, 我不會有意見, 何況這12點只適用於我自己, 對別人可能沒幫助, 僅僅是我的東施效顰之摹寫而已 LOL

sec2100

自營家，您的12點求生術，可否全部翻成中文，大家更能木入三分?

sec2100

自營家，本版技術總監KH，今天在南京東路問我，您的帳號(EntrepreneurOPs )是不是我偽裝的。我跟他說，我沒有那麼強啦。您放上這一篇後，他應該相信我說的話了。