你講一隻美股,我backtest option 策略

231 回覆
3 Like 16 Dislike
2023-10-31 19:16:41
Iv implied move邊到有得睇?
同埋iv crush係點估出黎?
2023-10-31 19:59:39
UVIX
Cover short put ATM/DITM 點睇
2023-10-31 20:13:36
https://www.macroption.com/converting-implied-volatility-to-daily-move/

最簡單除16都攞到大概

market chameleon 都有得睇基本資料,要買premium先睇到detail數據,仲有actual move vs implied move
2023-10-31 20:16:04
又煩又冇肉食,我不嬲做short strangle算
2023-10-31 20:26:48


我自己做左掉番轉上星期五short 左3張call, 見尋日vix縮再追多3張short call,

玩vix類etf最緊要係超tight stop loss, uvix 揸3個月都20%decay走唔甩
2023-10-31 20:28:06
我會睇下咩情況,etf類我多數都係做short strangle, 個股賭業績就會用下iron condor
2023-10-31 21:29:34
玩得業績都係搏爆邊,其實應該用long strangle/straddle而唔係iron condor
2023-10-31 21:56:12
ching 有興趣可以睇下呢本書,佢backtest過話細股玩long straddle/ strangle 好過大股,大股反而多數actual 細過implied move(可能因為細股冇乜analysts 睇)

2023-10-31 21:58:48
TSLA
2023-10-31 22:12:39
long call/ bull put spread, 呢排係咁跌但係iv冇爆上,long call算值博 30-45dte 20-30delta call , 預輸晒先好玩, tsla成日都跌到你唔信先彈, 一彈就無位上車
2023-10-31 22:15:33


今日見vix跌市都冇升都係繼續追多3張short call, yinn 都short put 試下接多100股
2023-11-01 12:52:20
跌穿165輸2.9蚊?
用2.9 搏2.1,值?
2023-11-01 13:28:35
我直接short UVXY算 心唔雄就加cover short put
2023-11-01 16:53:03
計埋win rate 係值,以aapl計,用spread $3博$2 應該係short 177.5/long 172.5, 不過呢個spread會蝕theta
同埋option最緊要唔好諗揸到尾,spread 我會用幾多日dte / max credit, 當10日到期,如果揸左2日有超過$2.1 嘅20%會諗下平左倉賺左先, spread 一日大陽大陰已經可以輸晒
2023-11-01 17:02:25
short 正股uvxy 計幾多錢息?用ib我試過佢計息個股價仲高過個日最高價好搵笨
2023-11-01 17:08:09
GOOG Allin
2023-11-01 18:01:51
你咁玩都係賭大細
唔係long run recurrent income 策略
2023-11-01 18:09:07
咁我寧願sp162.5@2.1
現價170最多我當平10蚊接貨
2023-11-01 18:31:57
某程度上講都係,始終最recurrent income 都係short put + short covered call wheel strategy或者 collar long put + short covered call
spread 好處係控制注碼同錢靈活啲
2023-11-01 18:36:49
預接貨其實都係就咁short put 最好,悶悶地8成機會贏錢
2023-11-01 19:10:03
ching 雖然你識期權
但你明顯無了解風險
人地只係想買蘋果回報30%
你竟然教一個2星期回報72%但會total loss既高風險組合比佢
真心咪開post害人
2023-11-01 19:25:46
30% 本金佢應該係講當10000usd 本 3000usd 應該係bull put 6張aapl spread , 賺盡都係$1200左右蝕盡就$1800, 如果剩short put 要收$1200 約要short 162.5 6手,nominal value $80000 USD aapl, short put 一定係大risk 過 bull put播
有錯請指教
2023-11-01 19:36:26
似係講緊年回報30%
其實每星期sp / covered call roll 1蚊一年52/170 已經達標
2023-11-01 19:43:10
如果照你諗法拎3成賭大細
連輸3次已經返唔到身
咁同教佢連買3鋪利記win有乜分別
2023-11-01 19:44:12
講錯係5舖
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