- Search Crypto Craft
- 26 Results (3 Threads , 23 Replies )
- Riskcuit replied Sep 11, 2023
Thanks for dropping in alphaomega! Big fan of your work! You guys are really missing the point I am making though. I have explained the exact question quoted in detail multiple times in the thread. Specifically, the information around delta hedging ...
- Riskcuit replied Sep 10, 2023
No no no, it’s not a straddle. I am talking about a single call or put contract. Even with a SINGLE contract, you are trading volatility in the aggregate of your trades, not direction. A some example: Here is a call price with following inputs: ...
- Riskcuit replied Sep 1, 2023
Yeah, so this is an instance where you'd almost certainly end up with a net loser across all the positions for this move, whether you rolled or not. This large of a move is a <3% (probably even a less than 1%) of the time move, and these are the ...
- Riskcuit replied Sep 1, 2023
Here are my results for August with this strategy, The Month started slow but ended well Many will turn their nose up at 4% (which is a lower monthly return than usual) but 1.04^12 = 60% annualized. So I'll take 4% from stress-free, low-intensity ...
- Riskcuit replied Sep 1, 2023
If this is the case, you have been way too aggressive trading the 200MA. You should really only be rolling to the 800 if you are caught in a really large move (the kind that occurs <5% of the time for any sample), which would essentially guarantee ...
- Riskcuit replied Aug 29, 2023
Rolling The Trade: One of the Risk Management Tools in Our Kit One thing very common in the world of options trading is this idea of "rolling" your trade. You can either roll your trade by changing its strike, duration, or both. And the purpose of ...
- Riskcuit replied Aug 25, 2023
To continue the look at price as folks like PipMeUp and others have been doing, I want to share the concept of "fair value" candles. I have written about it in the past in my other thread regarding indicators and how when you use them, you are ...
- Riskcuit replied Aug 22, 2023
Taking the ideas from this post, let's extend them to this strategy... We will start with a very simple base model with the following inputs: - Price Distribution: We will assume a perfectly normal distribution for now. (0 Skew, Kurtosis of 3) - ...
- Riskcuit replied Aug 15, 2023
I did explain it, but may be easier to show it. image I said: "This is why you typically don’t want to be adding until there is basically no potential profit for your first or average entry price." I have marked the same entries but have added a ...
- Riskcuit replied Aug 14, 2023
Starting to build a position in AUD/USD with the 15 min timeframe. The current spread is about 50+ pips so we have some pretty good margin to work with. Theta is roughly -1/2 pip and is accelerating. It could accelerate all the way to 1 pip. In ...
- Riskcuit replied Aug 13, 2023
Oh guys... You are missing the entire point of the strategy by focusing on specific entries and waiting for some specific indicator that will give you them... And you wonder why most people lose at this game... They have no idea how the long-term ...
- A Simple Mean Reversion Strategy
Today I would like to share what I consider, the most fun strategy to trade that I personally use. ...
- Riskcuit replied Jul 29, 2023
Price is not efficient, it's easy to see on every asset class. If prices were efficient, all of these lines/distributions would match the red ones perfectly. image image Also if markets were efficient, how could Goldman's trading desk ...
- Riskcuit replied Jul 6, 2023
will be interested to see the result. I’d also look at plotting the outcome (final value)of each 10000 step candle as a histrogram. I imagine the kurtosis is 3 and the distribution is normal so the kurtosis is there. another note on this. Gaussian ...
- Riskcuit replied Apr 6, 2023
I typically do it manually. Sometimes I will automate it if I need to step away but I typically don't like to leave trades on if I can't watch them. Here is some data for NFP tomorrow on GBPUSD. The average High-Low range for a 5-minute candle is ...
- Riskcuit replied Mar 22, 2023
Look at the round-trip from GU this morning: image As expected, we saw more than 1/3 of the move happen almost instantly as the range expanded upwards for the remaining 235 minutes (7:00-11:00). Surprised how it completely turned around after ...
- Riskcuit replied Mar 21, 2023
Next 2 events I'll be watching: image Will most likely trade GBP/USD for both of them. For GBP CPI our 5-minute High-Low range is about 21 pips compared to a typical average of 8. The 4-hour one is 65 pips compared to 45. So roughly 33% of the ...
- f(x) News Trading
Hello FF! Welcome to my “f(x) News Trading” thread! This first post will try and explain how to ...
- Riskcuit replied Feb 5, 2023
I was reading some of my initial posts and I want to clear a few things up regarding a couple of points I made previously. The first one is the statement below This is a formula to detect a directional advantage. But just because there is no ...