好,我把它改成六顆星。作者: sec2100 時間: 2018-1-23 17:55
That's how I started out, 2 yrs ago, simple spreads on SPX indices. You're chugging along with picking up daily theta at 1% to 2% per week! If everything goes fine, you get around 50 to 60% per year gain. Then boom, vol spikes and you get a Dec'15 / Jan'16 like event or worse a flash crash. It can pierce through your account and wipe out your account. I just dont think one can be a good options trader just by selling spreads and using theta as the only criteria. You have to venture into playing with vega/gamma. A good trader needs to learn how to repair, use ratio'ed combinations balancing risk/reward mechanism. They have to learn how to hedge. Once all the learning is done, then simplify to selling spreads or 20 delta strangles. Because then when disaster strikes, you know how to fix!