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

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。

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?

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

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。