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g1080

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Everything posted by g1080

  1. Esignal 12 shared can be installed but requires an active user ID and pass to run.
  2. Monte Carlo Simulation is a computer simulation technique used to estimate the possible outcomes The goal of our Monte Carlo tool is to help illustrate and predict the variability of your trading returns with confidence. The simulation is based upon your trading strategy metrics. Link
  3. These are the ones I managed to find over the years. Link
  4. htn4653 , it gives you an idea of where funds have to hedge. Check this ↓↓ https://perfiliev.co.uk/market-commentary/how-to-calculate-gamma-exposure-and-zero-gamma-level/
  5. Selling 0 DTE naked consumes a lot of buying power, defined risk strategies lower BPR but risk/reward worsens. Its purely what suits you best and being right about direction. 30 delta, with USD 1500 gives you 50 trades if 50% of the time you´re wrong but when you´re right you collect 1.6 you risk, you have a positive expectancy.
  6. Straight call/put buy, 30 delta , >0.1 Gamma. Pure directional no overnight position.
  7. SPY & SPX , 0DTE and all expirations GEX 5/24
  8. SPY & SPX , 0DTE all expiries and monday 5/20
  9. I use Aget built 7.6 since found it more stable than 9.1. If anyone has esignal 10.6 EOD will be much appreciated. Thanks,
  10. Hi I just followed this instructions and make my own, also found some made in python in github. https://perfiliev.co.uk/market-commentary/how-to-calculate-gamma-exposure-and-zero-gamma-level/ This is CBOE link. https://www.cboe.com/delayed_quotes/spy/quote_table
  11. This is today spy and gex calculated from yesterday data.
  12. Hi nehal, Below you´ll find this weeks webinar where Tom goes through this weeks market on spx and spy. These are free weekly webinars. Link I´m dwindling around the idea of how to determine if there's is more buying than selling on 0dte strikes as a hole and how to trigger the trade. The idea of using a low delta with relative high gamma gives a edge but im looking for another signal to hit the button. Gamma levels, can be easily calculated on CBOE data from yesterdays close and from my experience does de job bc having it updated in real time does not bring a lot to the table, i mean at certain levels market makers will hedge and that's based on how they closed yesterday. Pros I see on 0dte. no carry overnight positions. low capital (depending on size) but at 30 delta on spy is manageable. options premiums will move in a decent amount although time decay could hurt. Cons. how to measure your trading "system" days when the market ranges like Monday this week can hurt Soft stop loss because options swings are wide so you have to relay on delta and your guts.
  13. Hi, anyone trading 0DTE on SPY using Gamma Exposure? if so please let me know I´d like to share some ideas. For the ones interested, below you´ll find a guide to manually calculate GEX based on free CBOE data. And a link to T0m J0seph free weekly webinars on this subject. https://perfiliev.co.uk/market-commentary/how-to-calculate-gamma-exposure-and-zero-gamma-level/ https://www.dynamictrend.com/webinars/
  14. Hi thanks. I am old member and I ´d like to join free upgrade.
  15. Hello, anyone could please reupload? thanks!
  16. Hello, I got this error when tried to reply a thread with an image attached "You are not authorized to create or remove attachments". Dont know if it is my user setting as an standard member o something else. Thanks.
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