2019 Annual Pivots

2019 Annual Pivot  calculations 2019 Pivot points TICKER R2 R1 PP S1 S2 RUT 1,928 1,638 1,453 1,163 977 /ES 3,219 2,864 2,591 2,236 1,...

Intra year drawdown

Long term view of SPX and RUT

Below is a long term view (monthly bar) of the SPX and RUT. You can see at a high level the pullback and uptrend percentages over the decade...

Portfolio allocation with options strategy

I wrote Tom Sosnoff  from Tastytrade on doing a research segment on how to allocate portfolio for options strategy. An options portfolio is ...

Porfolio Margin -synthetic equivalent

Actual position and synthetic equivalent These were questions to be answered to get portfolio margining.

ES moves based on option prices

ES expected moves based on close of 2333

Four year presidential cycle - Average Annual Stock Market Gains

Going back to 1833,  The Almanac Investor  calculates that the average first year of a Presidential cycle gains less than 2.5%. The post...

Fed hike probabilities

What are the chances of a Fed Hike in next week's FOMC meeting? I came about the CME's tool using the futures to help determine the...

Uncorrelated trading

Diversify portfolio using uncorrelated underlyings. In this case, if we are selling strangles with 30 delta, putting on uncorrelated strangl...

Tastytrade top dogs for small accounts

Episode 2: https://s3.amazonaws.com/tastytradepublicmedia/show/154/episode/25324/slide_decks/en/16_01_27_For_small_accounts_2_of_6_(Top_Do...

Consecutive losses

Consecutive losses https://www.tastytrade.com/tt/shows/tasty-bites/episodes/consecutive-losses-04-26-2016 Slides  Summary: The table in...

Synthetically replicating 50 shares of stock with stocks

Options Jive 2-3-2016 Replicating 50 shares of stock using options ( Slides ) Odd-lot positions (less than 100 shares) can be created by u...

When to take profits and losses

Tasty trade Options Jive on 2-5-2016 did some research ( Slides ) on when to take profits and losses by giving a quick rule of thumb whethe...

2016 Annual pivots

Here are the 2016 pivot calculations: TICKER R2 R1 PP S1 S2 RUT 1,412.98 1,274.44 1,157.45 1,018.91 901.92 /ES 2,303.25 2,169.50 2,000....