PMTT Mastermind Archives

Meeting IDDateDurationLinkDescription
12017-05-311:07:42ArchiveSoapbox
Walking the chain
Patrick’s combo
22017-06-071:08:55ArchiveIRA custodian accounts
OptionsCity CityTrader demo
32017-06-141:48:40ArchiveTrading IRAs
incubator funds
trading /ES
margin efficiency
42017-06-210:52:38ArchiveIncubator funds (part 2)
52017-06-281:12:03ArchiveTips on using the forum
VoldeMatt / Golden Arches – part 1
62017-07-051:34:26ArchiveVoldeMatt / Golden Arches – part 2
72017-07-121:03:28ArchiveElder divergence setup,
spreadsheets unlocked,
/ES in position tracker,
milking a TTT via the use of an ATM long straddle
82017-07-191:21:37ArchiveFinancing Black Swan Hedges (BSH) – part 1
new IV Trend indicator for TOS
92017-07-261:10:52ArchiveUsing Bollinger Bands
Shark trade (3 variants)
Time Tripe Trade (5-5-5)
102017-08-021:19:45ArchiveTA: ChaikinMoneyFlow,
TTT(5-5-5) deep dive,
TTT pricer indicator for TOS
112017-08-091:31:19ArchiveNew topic suggestion and voting board for Mastermind topics; 
demo of the new features in OptionNet Explorer v1.28.5 beta; 
STT + BSH combos, part 2; 
new mechanical STT+BSH combo (work in progress)
122017-08-161:47:23ArchiveTA: timing entry into a pullback, tips for using the TTT pricer, combos part 3
132017-08-231:32:33ArchiveTA: Timing entry into a 2 step pullback; 
MC1 vs MC2; 
MCx vs PC2; 
Looking at some manual and automated backtests of the MC1; 
Main topic: Portfolio Sizing and Risk Control
142017-08-301:55:01ArchiveLook at the charts; 
Using a contingent order for shorting futures as a downside hedge; 
Q&A session; Review of some of the combos; 
New variant of the Sail trade; Slack vs forum discussion; 
Correlation risk when sizing your portfolio; 
Other ways of getting diversified; IIV vs vol smile differences when looking at your overall portfolio; 
T+0 issue when using time trades; 
Hidden monthly TOS fees; 
Starting research on leasing a CME license in order to reduce futures options exchange fees; 
Main topic: Simple Trend Following System (STFS)
152017-09-061:50:14ArchiveLook at the charts; 
TOS announcements; 
Update on Futures Brokers; 
Historical tumbles; 
New hedges (P4 and ratioed diagonal); 
PCS to BSH morph; 
Review of the Simple Trend Following System (STFS)
162017-09-131:51:42ArchiveLook at the charts;
Karl Domm – V5 trade; 
Things to think about during trade design; 
New trade: 15/35 futures combo
172017-09-201:34:43ArchiveLook at the charts; 
Analyzing ATM vs OTM credit spreads; 
Deep dive into understanding discretionary adjustments; 
Review of the 15-35 trade; 
Review of the 5-15-35 trade
182017-09-271:27:41ArchiveLook at the charts;
Dave Andresen presents his TT-BSH trade
192017-10-041:31:21ArchivePatrick Stacey and Ben Ganger discuss backtesting results of the HS1, Hs2 and HS3 trades
202017-10-111:31:20ArchiveLook at the charts;
Trading volatility products (part 1)
212017-10-182:10:27ArchiveLook at the charts;
Trading volatility products (part 2)
222017-10-251:56:57ArchiveLook at the charts;
3 ways of using price action to time entry into a pullback;
Dave Friday presents his SaVE trade
232017-11-011:35:02Archive
242017-11-081:16:56ArchiveLook at the charts;
update on the Fulcrum1 in /ES;
reminder of the old Hedge STT and Ratio STT;
comparison of the Staircase trade to the Back STT;
using calendars and gamma scalping as pre-earnings plays;
tip from Bubba Horwitz in terms of using stock to exit deep ITM options
252017-11-151:22:14ArchiveLook at the charts (more detailed analysis than usual); 
Reminder about how to use STFS, and for what purpose; reminder about how to use the IV_Trend indicator; 
Discussion about finance legs for a BSH; 
Using contingent orders; 
Explaining how cross-margin works; 
HS3 order execution; 
New HS3 spreadsheet for sending ratio orders to TOS; 
New trade variants by Ben Ganger: HS4 and STT+HS3 hybrid
262017-11-211:35:18ArchiveMark Hobbs presents the Montana trade
272017-11-291:47:10ArchiveLook at the charts (using Fib time projections);
Steve Nakos presents a PCS+RD trade;
I show a case study of a 250 DTE STT trade with multiple morphs
282017-12-061:36:35ArchiveLook at the charts; 
Glen Kuhn presents the HS3-BSH trade
292017-12-132:19:19ArchiveLook at the charts; 
Back to basics; Simple way to start trading with PMTT tactics (one BSH and one double-wide STT); 
Finding the goldilocks zone for PCS spread width; Using “return on width” to determine the strike location for the PCS; 
Seeing how the above combo reacts during the Aug 2015 crash; 
STT Harvesting tactics; 
Doing a Back STT on any underlying; 
Review of the Fulcrum1 and Fulcrum2 trades; 
Intro to the new Fulcrum3 trade; 
Understanding the synthetic construction for the Fulcrums; 
Bonus: Some detailed backtesting videos for the Fulcrum3.
302017-12-201:30:07ArchiveLook at the charts; 
David Grice presents the School Trade; 
Patrick Stacey talks about adjusting Time Trip Trades via walking the chain
312018-01-032:12:31ArchiveLook at the charts; Montana trade – part 2
322018-01-102:05:12ArchiveLook at the charts;
Oliver Oberdorf presents technology which can be used for setting up trading computers in the cloud;
How to use the new SDEX Trend indicator for timing entry to skew dynamics; Introduction to the SpreadCharts site for tracking contango levels in VX futures
332018-01-172:04:32ArchiveLook at the charts.
Tutorial on how to create forum posts with images.
Explaining skew vega in simple and practical terms.
Ranking trades based on short skew vega sensitivity.
Tutorial and spreadsheet for calculating skew vega. Rüdiger Martin - bullish VXX trades.
342018-01-241:45:26ArchiveLook at the charts.
Updated TOS grid. Don Carney goes over a 40 tranche live HS3 trade he did.
352018-01-311:45:53ArchiveLook at the charts.
Robert Espinosa presents the 1×4 Front Ratio, micro-adjustments, and the Bunker Down strategy which uses the ForceIndex indicator.
Contingent orders and walking the chain.
362018-02-072:03:04ArchiveLook at the charts.
Fulcrum2 morphed to a HS3 style trade.
New Montana adjustment to consider.
Live trade review of the Montana2 during the Feb 4 and 5 of 2018 mini-crash.
Various topics regarding issues that come up during crash type of markets.
372018-02-151:53:39ArchiveRichard Hale Shaw presents the Berkshire trade.
382018-02-211:23:40ArchiveLook at the charts
Paul Saunders presents “Tax issues for option traders”
392018-02-281:43:47ArchiveLook at the charts.
Walk-through of the Diagonal BSH trade suggested by Bill Kaplan, with a slight tweak.
Showing how various common trades performed during the Feb 2018 mini-crash.
(Back STT, Black Swan Hedge (BSH), HS3, HS3-BSH, Montana, Fulcrum2).
402018-03-071:51:56ArchiveLook at the charts; detailed explanation and examples of using Fibonacci retracement levels, and how that can help determine your market bias for future movement.
Karl Domm presents the F2-BSH trade.
412018-03-141:29:36ArchiveLook at the charts.
Details of a new potential broker, which would be available to international customers.
STT + BSH combos.
HS3 vs Fulcrum2.
422018-03-211:48:31ArchiveLook at the charts.
More info on Elliott Wave analysis.
Basic rules for an impulse wave.
Basic rules for an A-B-C correction.
Update on the new arrangement with the new potential broker.
Deep dive into the factors affecting put debit spreads.
Look at factors influencing put credit spreads.
432018-04-041:54:33ArchiveAl Garcia presents the Bearish STT paired with Technical Analysis triggers.
Look at the charts.
Deep dive into execution tips in order to get filled electronically at CBOE.
442018-04-111:45:16ArchiveQuick look at the charts.
Dave Andresen's system for trading a campaign of a BSH Factory and STTs
452018-04-181:25:07ArchiveQuick look at the charts.
Glen Kuhn covers in depth analysis of the HS3, HS3 BSH, as well as a new shorter term variant of the HS3 BSH.
462018-04-251:58:30ArchiveQuick look at the charts.
Comparison of entering a Double-wide Back STT at 90-120 DTE versus 150-180 DTE, and also looking at different market conditions and IV levels for the above.
New TOS indicator for risk on/off.
Optimizing the BSH. How to keep the cost and power consistent.
Al Garcia's BSH variant using long puts in different expirations.
472018-05-021:54:02ArchiveQuick look at the charts. Includes a look at the TTM-Squeeze indicator.
Showing viable ways to decide on whether to keep milking a trade.
Introduction to gamma scalping.
482018-05-092:04:49ArchiveQuick look at the charts.
Looking at option decay rates based on starting delta.
- Comparison of PDSs and STTs located at different starting deltas.
Excel RTD – part 1:
- Basics to getting started
- Looking at the option decay spreadsheet
- Initial look at Edie Clodfelter’s 1 to 4 leg pricer spreadsheet
492018-05-161:50:43ArchiveQuick look at the charts
- comparison of analyzing /ES vs SPX
- using OnBalanceVolume (OBV)
OptionNet Explorer (ONE)
- difference between “separate” and “combine” modes
- focusing on different expirations when modelling
- combining different trades together
- exporting trades from TOS into ONE
Excel RTD – part 2
- more details on how to use and modify the - OptionDecay spreadsheet
- relative versus absolute referencing
- Example of walking the chain for an STT, using the - OptionDecay spreadsheet variant created by Rakesh
- When walking the chain, we explain why you shift the strikes in the opposite direction to what you want to model for the ATM movement
- intro to Excel Visual Basic for Applications (VBA)
- looking at the Pricer spreadsheet VBA code
- creating and using Excel macros
- Excel RTD for Interactive Brokers
502018-05-232:16:02ArchiveQuick look at the charts
- recap of STFS signals in the current market
- possibility of using just the Hull(15) for a simple way of staying on the right side of the market
- how to time entry when using the TTM_Squeeze indicator
OptionNet Explorer now supports futures and futures option back to Oct 2010.
Version 5 of Eddie C.’s TOS price recorder.
Functionality of “custom” fields with Excel RTD,
How to interpret charts/graphs by Steve S.
Mark H. shows a “walk forward” spreadsheet
Dave A. – Combo Campaign version 2
512018-05-301:42:31ArchiveQuick look at the charts.
Concepts of skew vega and skew theta.
Understanding the construction of the Hitting Pause trade.
Updates on the new version of OptionVue.
Similarity of OTM condors.
Popular TD trades.
Analysis of a "guru" trade.
522018-06-061:41:28ArchiveQuick look at the charts.
Looking at seasonality analysis, via SpreadCharts.
New #software-dev Slack channel.
New TOS grid for tracking the ratio of SDEX to TDEX.
Clarifying the difference between black swan hedges versus hedges for grind down markets.
Clarifying some issues on Dave's CC version 2 trades.
Buying Office365.
Analysis of the new STT-BWB (25/15/5 BWB).
Backtesting the STT-BWB, STT-BWB2, STT-BWB3 through various market conditions.
532018-06-131:52:44ArchiveSPX chart analysis.
New names for volatility indexes.
Discussion about existing vs custom options backtesting tools.
Combo Campaign (CC) updated guidelines, when using the STT-BWB rather than the DW-STT.
Pros and cons of combining multiple trades into a single expiration.
How to setup trades in OptionNET Explorer for tracking the Combo Campaign trades.
Reminder of how to use the vega histogram to estimate volatility risk.
542018-06-202:18:35ArchiveSPX chart analysis.
Phil K.: new custom pricing tool for Interactive Brokers clients.
Harvesting review.
How to harvest the STT-BWB.
How to see real fill pricing for spreads at exchanges.
Using perpetual trades in ONE and how to interpret them.
New potential way of doing the CC trade, using slap on/off trades.
552018-06-252:05:13ArchiveSPX chart analysis.
Don C.: 2-3-4 LP Campaign variant.
Demo of Anne's new ONE export/import tool.
New methods for margin control and some downside hedging.
562018-07-111:43:34ArchiveSPX chart analysis
Use of an iPhone hotspot (or tethering) as a backup route to the Internet.
Using PDS and Balanced Butterflies for margin control and crash protection.
Standard BSH versus campaign teenies.
Walking the chain in order to simulate positions maturing.
Answering misc questions.
572018-07-181:36:58ArchiveSPX chart analysis.
Using the paid Leavitt Brothers "LB Weekly" Update in order to track market internals ($25/month or $149/year).
STT-BWB vs HS3.
HS3 execution with 2 legs, while trying to remain delta neutral.
STT-BWB with PBR.
BWB-BSH 4/8/8.
Hedging with underlying vs with a Put Debit Spread (PDS).
BWB-BSH 4/8/8 with UEL at +$500 and using dynamic hedging with underlying for downside adjustments.
582018-07-252:!5:06ArchiveSPX chart analysis.
- Review of STFS and using the Hull moving average
Review of beta weighting deltas when hedging with SPY or /ES.
Main topic: Learning to code.
- defining your trading objectives
- using TradeStation EasyLanguage
- how to use Quantopian
- using Jupyter notebooks
- deciding on which language to learn
- using DataCamp (my recommendation for learning R and Python)
- free YouTube videos from Sentdex for learning Python
- using CML for backtesting options without needing to code
592018-08-012:12:11ArchiveSPX chart analysis.
Answering questions about programming for finance.
Review of some trade analysis done by TheOptionLab.
Dave A. – Combo Campaign v3 update (CC3).
- Review of the rules for the trade
- Going through the Feb 2018 crash
- Issues to consider when you’re in a crash
Harvesting a STT-BWB.
Deciding between leaving on a “lottery ticket” trade versus starting a fresh trade.
602018-08-081:36:58ArchiveSPX chart analysis.
Answering various questions that came up (concavity, bullish trades, timing your entry, and others)
Dave A. - long put campaign hedge (LPCH)
612018-08-151:36:38ArchiveSPX chart analysis.
Q&A on various issues (bullish leaning trades with UEL between $500 to $1000, programming, different expirations for HS3 trades, etc).
Site updates.
Clarification of some issues with the Long Put Campaign Hedge (LPCH)
- initial entry
- balancing the number of LPCH tranches to STTBWB tranches (stand-alone vs campaign)
Income made versus hedging costs.
Main topic: Post earnings volatility scalp trade.
622018-08-221:18:22ArchiveSPX chart analysis.
- Candlesticks: bearish engulfing, doji and shooting star.
Main topic: Karl D. presents the F2 BSH.
632018-08-292:10:46ArchiveSPX chart analysis.
- Some nuances with STFS
- Using a Triple Keltner to measure extension
- Using different indicators for trending versus choppy markets
Mastermind meetings will now be every 2 weeks.
Demo of a new automated options backtesting system I’m building.
Two sample pre-earnings trades.
Two sample post-earnings trades.
Seasonal analysis with Excel.
Simple backtesting with Excel.
Getting stock historical data with Google Sheets.
Getting futures historical data with Quandl.
642018-09-121:47:46ArchiveSPX chart analysis.
Glen K. presents on:
- hedge comparisons
- introduction to using the Interactive Brokers Trader Workstation (IB TWS)
652018-09-261:32:28ArchiveSPX chart analysis.
Patrick S. co-presents on the topics of:
- handling market crashes when working with Interactive Brokers
- BSH Factory system
662018-10-112:21:06ArchiveSPX chart analysis.
Alf O. presents on his algorithmic trading.
Dynamic hedging with /ES
- Creating contingent orders
- Creating trailing stops
- How to snowball your deltas while keeping total risk fixed
672018-10-242:04:00ArchiveSPX chart analysis.
Ben G. presents on trading psychology and how he day trades.
Tutorial on using the Depth of Market (DOM) tool in ThinkOrSwim.
How to determine how much hedging you need for a move down with a spike in IV, using the weighted vega calculation.
682018-11-072:09:20ArchiveSPX chart analysis
Dorian P. presents on:
- Taking advantage of Act 20 and 22 while living in Puerto Rico for tax free (or near tax free) trading income
- the use of “preferreds”
- a protected double diagonal trade, for when VIX is under 12
- an ATM hybrid trade, for when VIX is between 12 and 17
- a dual OTM BWB strategy, for when VIX is above 17
692018-11-211:49:11ArchiveReview of SPX, including STFS and Elliott Wave.
Timing entry into a STT-BWB.
Logic for expiration selection of a STT-BWB.
Using MarketQView for seasonality charts.
Review of the blowup of OptionSellers.
Using CME Core for SPAN margin calculations.
Review of Dorian’s ATM hybrid trade.
Review of how OTM call BWBs work.
Review of calendars acting as mostly vega neutral structures rather than positive vega.
How to try to deconstruct the greeks of a trade during a post-mortem.
How to calculate the impact of weighted vega.
Understanding the difference between what you see on VixCentral and the IV from the option chains.
702018-12-052:18:37ArchiveReview of SPX, including STFS and Elliott Wave
Review of Dorian’s STT Hybrid trade
Legging in and out of adjustments
Pros/cons of moving to cash
How to calculate is VIX is under/overpriced
Comparison of HV to IV
TOS indicator for HV and ATR comparison to IV
Lawrence V. – Trade Signal System (30 min chart)
Brief intro to Ichimoku
ForceIndex Trigger indicator
Review of historical ForceIndex triggers
How to setup and use Study Alerts in TOS
Robert E. – HS3 EZ
712018-12-191:51:22ArchiveReview of SPX, including STFS and Elliott Wave
CME Velocity event circuit breakers on Dec 5, 2018
Comparing HV to IV
Goldman Sachs prediction of IV for 2019
Review of the Dave Combo Campaign v3
Bryan D. - 485 trade
Bryan D. - 486 trade
How to decompose the difference between two trades
Trade notes and comparisons of the 485 and 486 trades to previous trades
722019-01-112:15:17ArchiveSPX chart analysis
Market internals analysis
Basic rules for Elliott Wave analysis
Elliott Wave corrections
Elliott Wave SPX analysis by 3 different gurus
STFS code for TradingView
Introduction to using Heikin-Ashi candles
Using the HeikinAshiDiff indicator
Using the TTM_Trend indicator
Using the TTM_Trend strategy
Introduction to Volume Profile
Introduction to Market Profile
732019-01-232:15:08ArchiveSPX chart analysis.
Bollinger Band flare out signal.
Review of market internals.
Dorian P. presents an ATM income trade for IRA accounts.
Update on the Elliott Wave counts from the various gurus.
Using the HV and IV custom indicator to see historical times where HV was greater than IV (need to backtest if this should be considered a red flag for standard income trades).
Case study of doing bullish or bearish flys in order to create a layered trade.
742019-02-062:23:22ArchiveSPX chart analysis
Discussion of some technical analysis issues (intraday triggers, TTM Squeeze, Stochastic, cycles, NYSE AD bearish divergence)
Review of a couple of members wins
Patrick S.: STT-BWB and Jeep trades
Comparing the original STT to the DW-STT
Review of the original Jeep and Protected Jeep
Morphing the Protected Jeep from condor to BWB
Morphing a standard STT-BWB into a Bullish STT
How to build the newer variant of the Protected Jeep
Comparing the newer varient of the Jeep to a 7 lot STT-BWB
Rakesh S: BSH Factory example
The need to account for the trend when looking at Stochastic cycles
Review of a live trade that legged into bullish or bearish bias
Looking at the Oct 2018 move down and how that affected various hedges
Using multiple hedges for multiple market conditions or biases
New Bullish STT variant in order to take advantage of a large move up in SPX
How to tweak the width of a BSH depending on the market condition
752019-02-202:13:38ArchiveQuick analysis of SPX charts
- Some bearish divergence in MACD histogram and NYSE AdvDec line
- Some STFS nuances
- Bollinger band flare out signal
Robert E. - ForceIndex "all clear" signal
Detailed review of the Bullish STT + BSH combo.
Detailed review of the Protected Jeep.
Very bullish case study of the Protected Jeep.
New Jeep monitoring spreadsheet.
Understanding how to backtest and see if it matches your risk tolerance and trading personality.
762019-03-062:14:31ArchiveSPX chart analysis
AB=CD with a specific way to time entry and exit
Intro to using AutoIt
Jeffrey S. - Using AutoIt to automate backtests in OptionVue
Tony S. – Risk on/off indicator
Steve S. - Comparing the Jeep to the STT-BWB
Dorian P. - Comparing trade performance of different trades during the Oct 2018 event
Moshe S. - Backtesting the CCS component of the Jeep
Review of the hedge trade presented at SMB
CMLViz update - addition of TA triggers for entry
Review of the Options Backtester at GetVolatility
772019-03-202:30:50ArchiveQuick analysis of SPX charts.
Main topic: Long term investing.
Things you’ll learn about:
Permanent portfolios
Modern Portfolio Theory
Reading return vs risk graphs
Correlation and rolling correlation
Efficient Frontier
Rebalancing
Capital Allocation Line
Sharpe ratio
Equal weighting portfolio
Minimum variance portfolio
Mean-variance efficient portfolio
Volatility or return targeting
Maximum Sharpe ratio portfolio
Inverse variance portfolio
Cross-sectional risk parity portfolio
Dual Momentum
How to use PortfolioVisualizer
782019-04-031:48:19ArchiveSPX chart analysis.
Stats on the golden cross signal.
Range charts.
Renko charts.
Visual example of the benefit of trading uncorrelated strategies.
PortfolioVisualizer review.
Review of 3 main permanent portfolios.
A core-satellite portfolio setup by Amritendu M.
A sample way to measure margin efficiency.
Deep dive into harvesting a STT-BWB.
792019-04-172:12:22ArchiveQuick analysis of SPX charts.
Aranya shows TOS group functionality and also an automation spreadsheet he created which grabs the position statement from TOS and then creates a spreadsheet showing various pieces of info including position delta.
Jeff shows the 486 Jeep he has been testing, along with an AutoIT script that backtests trades in OptionVue and then creates a detailed Excel spreadsheet with much of the data for every time increment.
Dorian shows a few live 486 Jeep trades.
802019-05-012:21:18ArchiveQuick analysis of SPX charts.
How not to use Volume profile and Fibonacci lines.
Review of the upcoming Long Term Investing course that I’ll be launching next week.
Tutorial of how to deconstruct a trade.
812019-05-151:42:22ArchiveSPX chart analysis
Quick review of the Long Term Investing course
What Ray Dalio considers to be the Holy Grail
Review of using Contabo for Virtual Private Servers
New Hummer trade by Dorian posted to the forum
Jeff presents some BSH Factory backtesting
Jeff shares a script for creating a pricer in TOS from a text order
Jeff shares some tips for rolling down a 486
Dorian talks about pros and cons of the 486 Jeep
Review of the live Timezone ATM trade which we deconstructed last week
Review of using IV trend as a timing mechanism for the BSH Factory
How OptionVue and other software can trick you with simulating volatility spikes.
Review of implementing weighted vega calculations for realistic projections of the T+0
822019-05-292:21:38ArchiveSPX chart analysis
Dave A. - Simplified STFS
New indicator to track the Simplified STFS signals
4 different TOS grids for defining Risk On vs Risk Off
- Force Index
- Simplified STFS
- ATR trend
- OBV trend
- 5 asset class ratios
- VIX, VVIX, VIX term structure
- Canary indicator
Dave A. - Combo Campaign version 4
832019-06-122:21:13ArchiveSPX chart analysis.
STFS review.
Tracking short term trends with just price action.
Using the Hull moving average to remove short term noise.
Basic Fib analysis.
Review of the 4 main Market Condition grids.
Jeff S. – BSH Extended.
My feedback and suggestions on how to analyze new trades, using the BSH-E as an example.
Review of legging into a long condor.
842019-06-261:39:07ArchiveSPX market analysis.
Analysis of the market internals.
How to use the Fed Watch tool.
Consecutive down days as an entry to short premium.
Analysis of different types of market timing signals.
Mastermind strategy list.
Trade comparison between the STTBWB + BSH combo versus the 486 and 488.
Harvesting - differences between comments from Patrick and Dorian.
Hedge STT - is it still a viable trade?
852019-07-101:58:06ArchiveSPX analysis.
Review of the market condition indicators.
Review of KoyFin.
Blending Long Term Investing with PMTT trades.
Controlling your debit balance and how margin interest works.
Review of a recent guest presentation at another community and why the advice was completely wrong.
Joseph H. – Tips for trading the 486.
Review of SDEX and TDEX.
862019-07-241:47:09ArchiveOptionVue presentation
- new main features over the past year
- new block trades functionality
SPX analysis.
Jeff S. – new price paster tool.
Some thoughts on the limitations of pricers that track static strikes.
872019-08-072:21:35ArchiveMarket analysis.
- Contrarian way of using trend lines
price support levels
- Fib retracements and extensions
- David Elliott Blue Icehole Failure pattern
Breakdown of all of the news events affecting recent activity.
Why I choose to monitor news and how I use it for trading.
Basic coverage of the Chinese Yuan devaluation.
STFS version 3.
Using a Put Debit Spread (PDS) versus short futures for adjustments.
How to use portfolio beta weighting in order to figure out how to hedge with anything (stock, futures, etc).
Review of the new micro e-mini future (/MES).
How to not catch a falling knife when legging into short puts for a BSH Factory.
- 4 different methods for mechanical entry and exit
How to do a “pure vol trade” such as a PDS on VXX (just a basic intro to the topic).
Some tips on portfolio sizing.
Discussion about whether the death of XIV implies dampened VIX levels for future trading.
Quick discussion about skew and concavity.
882019-08-212:15:09ArchiveMarket analysis.
- new way to see 3 charts in one
- how to trade using by adding a momentum and a cycle indicator (various setups shown)
Yield curve inversion.
- how to get access to the raw data yourself
- seeing how what is being reported is wrong
- example of how to grab the data from the official source and then manipulate the data in Excel or Google Sheets
Review of how Dorian does STT harvesting.
Review of Dorian’s “Opportunistic STT”.
Sliding DIT and P&L scale for the profit target of an STT.
892019-09-042:23:12ArchiveMarket analysis.
Rick V.B. presents his Unicorn trade.
Understanding how MACD is constructed.
New MACD entry setup: first bounce after a momentum shift.
Details of the new TOS release.
Attempt at creating a system similar to AbleSys AbleTrend.
Showing two setups of a BSH in a further expiration.
Excel demo: How many days has VIX been over 35?
Excel demo: How many days has SPX moved by more than -2% to the downside?
Excel RTD demo: How to determine all of the viable fields that can be used with RTD API calls.
Excel demo: taking snapshots of concavity.
902019-09-182:04:14ArchiveJean-Paul L. shows the live analysis and backtester that he’s built in Excel.
I mentioned the IB Algo System, which we might be able to use in order to replace jOptionChains and FileMaker Pro, and therefore have a solution that has no cost.
SPX market analysis.
Review of an investment factor analyzer.
Demo of how to extract the SPX expiration dates with Excel and RTD.
Review of eDeltaPro options backtester.
Review of the CBOE benchmark indexes (blog post, benchmarks, historical data download).
Review of the T5 trade, including updated backtesting results.
Review of some recent execution problems, and how to avoid them.
912019-10-022:14:52ArchiveMarket analysis.
Benefits of combining uncorrelated investment portfolios.
Interactive Brokers, Schwab and TD Ameritrade announce commission free trading for USA based ETFs and stocks.
Review of the Capitalise automated trading platform.
Review of OptionAutomator.
Review of a BSH Factory suggestion by Dorian.
Trade review of the Schwalbe setup.
922019-10-171:58:49ArchiveBruno Voisin presents his new Simple Options Analysis Program (SOAP).
- You can request access to the pre-release software by emailing Bruno at [email protected]
- Bruno is offering our members a special rate of $25/month for the subscription to the software
Market analysis.
932019-10-302:42:22ArchiveMarket analysis.
Bollinger Band expansion setup.
First momentum bounce setup.
Fedwatch tool.
Review of some issues with Volume Profile analysis.
Using standard deviation channels for directional trading.
Thoughts on Bruno’s SOAP software.
Detailed training on JP’s Excel Options Backtester tool.
Detailed training on JP and Tobi’s Excel Live Analyzer tool.
Analysis of a guru trade.
Training on Glen’s BWB+RD trade.
942019-11-132:17:37ArchiveMarket analysis.
Getting to know the Excel options backtester.
- Workflow overview
- How to add unique dates
- Learning Excel functions: Concatenate, Indirect, If, IfError, Count, CountIf, Index, Match
- Sample spreadsheet with the condor STT and explanation notes
- Using advanced Excel formula analysis tools: trace precedents, trace dependents, evaluate formula.
- Understanding how to construct a new trade setup
- Understanding how to create conditions and criteria for closing out the trade
- Using the VBA tab
Seasonality analysis
- Sample seasonality analysis for SPY
- Review of various seasonality analysis tools (SeasonAX and TradeMiner)
952019-11-272:04:55ArchiveDiscussion of the TD terms of service
Market analysis
Black Friday discounts
BSH Factory idea by Dorian
Understanding quoted prices
Mark versus Mid
Spread quotes versus assembled leg quotes
Demo of spread quotes using TOS and IB TWS
Demo of Dave’s skew tracker in Excel
Demo of Jeff’s tool for extracting P&L and greeks from ONE for a backtest
Discussion of the new backtesting data by Jeff with the BWB+RD
962019-12-112:58:29ArchiveMarket analysis
Dorian cover his options lifecycle (different trades executed at different DTEs)
Broker update
Jeff has built some extra automation for Dave’s skew tracker
Impact of historical volatility when investing in the broad market
- analysis
- potential interpretation
- testing of the hypothesis
- how to build out the spreadsheet for the analysis
Merging time series data with Excel
- use of Excel tables and Power Query in order to merge data
How to obtain fundamental data for stocks
- using Excel
- using formulas within Google Sheets
- scraping FinViz
972020-01-082:17:06ArchiveMarket analysis
Jordan C. covers Gamma Exposure (GEX)
Detailed review and feedback on Dorian’s prior presentation of the multi-stage trading system
982020-01-222:04:28ArchiveMarket analysis
Extra thoughts on the multi-stage trade plan
Link between VIX and SPX changes
review of the spreadsheet calculations
Skew and concavity – part 2
Detailed review of the QuikStrike web service from the CME Group
Skew Risk Reversal trades with futures options
992020-02-051:43:29ArchiveMarket analysis.
Issues with Fibonacci retracements.
Jeff S. shares some new spreadsheet tools he has built for trade analysis and tracking.
Daniel C. goes over how he is applying TastyTrade concepts to the BSH Factory.
Demo of the Interactive Brokers Portfolio Rebalancer.
1002020-02-192:06:28ArchiveMarket analysis.
Trade comparison of a new BWB structure.
GEX – part 2.
Comparing GEX to ForceIndex trigger levels.
Paul C. – Using GEX signals with the BWB-RD trade.
GEX analysis in Excel (looking at the relationship between GEX and VIX).
Steve S. – Looking at recent P&L for 48x trades.
Fulcrum2 recap.
Comparison between the Fulcrum2 and the CBOE Skew trade.
1012020-03-032:23:54ArchiveMarket analysis.
Some stats on the move down we experienced over the past 2 weeks.
Detailed walk-through of two backtests of an STT and BSH combo during the recent crash.
- The first backtest initiated the positions just prior to the crash, in order to have the STT part of the position suffer the most.
- The second backtest was initiated around a month prior to the crash, in order to simulate the BSH having lost some of the hedging power.
Laurentiu shares his feedback on how he trades the 486 and we show how it performed during the recent crash.
Steve S. shares a bunch of automated backtest charts on the 484, 486, 488 and BSH.
1022020-03-182:08:18ArchiveMarket analysis.
Research, analysis and projected impact of the COVID-19 virus.
New trade idea: pairs trade.
How to setup and monitor the pairs trade.
Brainstorming some other ideas of what to trade on the long and short side.
Review of market circuit breakers, both during the regular and extended sessions.
Preparing for the possibility of a 2 week market shutdown.
How trade trade a limit up/down, and the potential risks involved.
Full explanation of how to use limit and stop orders for entry and exit.
How the new velocity rules can impact your stop market orders.
1032020-04-012:58:31ArchiveLooking at the current decline versus prior declines.
Overview of the historic increase in the jobless claims.
Covid-19 update.
Market analysis.
Ways to look at trade design.
Learn how to do pairs trading.
Review of the Bearish STT.
Review of the Black Ops strategy.
Using risk reversals.
Using a ratio call diagonal during times of high IV.
1042020-04-152:29:34ArchiveMarket analysis.
Covid-19 update.
Backtests of the 484 and BSH.
Issues to understand with automated backtests.
Backtests of the 488 and 486.
Backtest of SPX gaps.
Backtest of VIX gaps.
Jeff shows new updates to the advanced spreadsheets he has been building.
Multiple T+X lines in TOS.
Delta hedging.
Using TOS and IB for delta hedging.
1052020-04-292:08:42ArchiveMarket review.
Covid-19 update.
BSH Factory feedback/tips.
Understanding VIX and VX futures.
Hedging with VX futures calendars.
Using volatility ratios as a market filter (quant analysis).
TOS indicator for the VIX/VIX3M vol ratio.
How to configure virtual securities within Interactive Brokers.
1062020-05-132:33:19ArchiveMarket analysis.
Covid-19 update.
Presentation by Richard Hale Shaw on the topic of Dividend Collars.
Review of the BoxCar trade by Dan Harvey; how it compares to the Front STT, and a few variations on the trade that you can consider.
1072020-05-272:46:25ArchiveMarket review.
Recap of the migration from the Academy over to the University platform.
How to use the new University platform.
Glen K. presents two new trade variants ("calendar + strangle" and "calendar + backratio").
Recap of multiple issues to be aware of with regards to calendars and weighted vega.
Seeing a calendar trade as a pairs trade.
Impact of investing in bonds when interest rates are extremely low and expected to rise.
Sizing portfolio strategies via volatility targeting.
1082020-06-102:23:42ArchiveMarket analysis.
Jeff S. presents the latest version of his ONE data extraction tool, and some advanced spreadsheets.
Quiz on volatility targeting.
Volatility targeting on a daily, weekly and monthly basis.
60 versus 30 day lookback of historical volatility for use in volatility targeting.
Weighted vega charts and backtests for calendar trades.
VIX/VIX3M ratio as a market filter.
Using other asset class ratios as a market filter.
1092020-06-242:17:06ArchiveMarket analysis.
Response to question about volatility targeting since 2015.
20 year old commits suicide after seeing his $16K account be down by -$730K, yet he was likely only down a few grand.
VIX ETNs that are being retired in the next few weeks.
Two book recommendations of the topic of volatility.
Presentation on the topic of volatility convexity.
Comparisons between the 488 and 486.
1102020-07-082:01:25ArchiveMarket overview.
Look at the biggest 25 single day drops in the market.
Brad F. - Earnings with MarketChameleon.
Patrick S. : ATM Ebb and Flow Trade; New BSH Factory method.
Dorian P. : new ATM trade variant, combining OTM short puts with an ATM balanced butterfly.
1112020-07-222:04:29ArchiveMarket overview.
Review of Glen's BWB-RD trade.
- trade setup
- management rules
- automated backtest results
- run through a few manual backtests
Review of Mark's new BWB-RD variant.
- trade setup
- comparison to the original variant
- automated backtests
Earnings trades with Market Chameleon.
- long calendar through the earnings event
- pre-earnings long straddles
- all upcoming pre-earnings trade setups
- review of a few saved scans I've configured
Option block trades with Market Chameleon.
- review of Dave's setup for scanning for block trades
- review of Dave's block trade that resulted in paying for 5 years worth of membership fees to Market Chameleon
1122020-08-052:34:53ArchiveMarket overview.
New spreadsheet to track commonly used acronyms.
Gold seasonality analysis.
Concern with investing in bonds while having historically low interest rates.
Analysis of the Covid crash for Germany, who had bonds with negative yields.
Volatility clustering analysis - part 2.
Mean reversion in the VIX.
Who wins between volatility clustering and mean reversion?.
Is SPY up and VIX up on the same day result in a bad omen for the next day?.
Analysis of the BWB-RD during the Covid crash.
Problem with the amazing performance results of leveraged ETFs over the past decade.
Predictability of volatility versus price returns.
Example of how to trade multiple portfolios using account and strategy level volatility targeting.
1132020-08-192:50:44ArchiveMarket overview.
Jeff S.: update on the automation spreadsheets.
Review of two hedges for the upcoming Presidential election.
Bruno V.: Bear Hedge analysis.
Review of using IVTS (VIX/VIX3M ratio) as a market filter.
Volatility Carry trade.
Walk-through of creating a spreadsheet for volatility targeting.
1142020-09-022:12:00ArchiveMarket overview.
1 week of unlimited free access to DataCamp (until Sep 9).
40% discount to QuantPedia membership.
Presidential election is only 60 days away.
- you can expect quite unusual events to be coming up, which may result in a fair amount of market volatility.
- I recommend sizing your strategies down.
- if you're using volatility targeting then consider swapping from using historical volatility to using implied volatility for your sizing.
- review of VIX Futures and why the October future is the one with the highest volatility level.
Review of the Close-Above-High-Of-Low-Day (CAHOLB) and Close-Below-Low-Of-High-Day (CBLOHB) method, and seeing whether this system holds any edge.
Part 1 of a detailed analysis and review of the "Trading Volatility" book by Collin Bennettchoosing a strike.
- expected payouts.
- highest expected payout trade for a normal vs abnormal sized move.
- the Booster trade.
- best strike for call overwriting.
- opportunistic vs systematic call overwriting.
- protection strategies for low, medium and high IV.
- long put, put spread, collar, put spread collar.
- IV and skew impact.
- pseudo-protection with a put ratio.
- upside participation strategies.
- summary of 16 option strategies for different market and IV views.
1152020-09-161:50:48ArchiveMarket overview.
Quick Covid and election update.
Dave A. presents his updated trade plan for the Combo Campaign version4, focusing on how to handle losses.
1162020-09-302:17:41ArchiveMarket overview.
Update on the upcoming presidential election and the volatility outlook.
Case study of a trader that got assigned on some short puts after the market officially closed.
Review of problems with claims made by Hari Krishnan in terms of how the SPX and skew are correlated.
How to properly measure skew.
How to determine is something is cheap or expensive.
Practical application of scanning for long delta and long vega setups in pre-earnings events.
1172020-10-142:20:26ArchiveMarket overview.
Martin B.: dividend collars - part 2.
Review of Investiquant.
Review of Tradologics.
Review of Option Alpha automated option trader.
Skew trades.
1182020-11-112:26:32ArchiveElection update.
Covid update.
Market overview.
Larry L. presents the Portfolio123 service.
Case study of an iron condor gone horribly wrong at expiration.
Corrections and notes from the last session.
Analysis of the main entry factors to consider when starting a 488 trade.
High vs low IV entry for the STT+BSB and BSH combo.
Tweaking the placement and width of the BSH.
1192020-11-251:44:58ArchiveMarket overview.
Covid update.
Election update.
Interesting Black Friday deals available.
Trade analysis of an ATM structure.
New features in Option Alpha.
Tutorial on using Blueshift visual trading automation.
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