The Most Important Metric For 0DTEs | Options Backtest

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  • Опубликовано: 17 июн 2024
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Комментарии • 32

  • @xnj_
    @xnj_ 18 дней назад

    Great piece guys!

  • @soleadorelax
    @soleadorelax 17 дней назад +1

    Pure gold!

  • @petegranneman1623
    @petegranneman1623 14 дней назад +1

    When the VIX1D is higher the price of the short options are higher and the price of the wings is also. Didn’t see this taken into account in the analysis. As well, how many instances was the VIX1D between 15 and 17.5 in the last year? If you count VIX1D opening in that range (as would make sense for a 0DTE strategy opened at market opened), there were fewer than 10 instances. If the VIX1D indicator is taken at close there are only 33 instances. While there are over 150 instances with VIX1D below 10, the comparison data have far fewer samples. How do you justify significance with this sample size when sampling error scales with the reciprocal square root of N?

  • @chewie1355
    @chewie1355 18 дней назад +2

    Is the Green shirt lucky?

  • @drtoddrc
    @drtoddrc 18 дней назад

    Thank you for video.ia there any data on intra day vix1d changes going up or down or rate of change and what that means?or prior day changes in vix1d?

    • @garymoody124
      @garymoody124 18 дней назад +1

      The intraday VIX1D data can be downloaded from most trading platforms and analyzed. There is a fairly regular pattern over the day: starts off low first hour, then upward sloping and plateaus at around 14h30 until the close. However, if you overlay each day's plot on the same chart you will see quite a large variation in the curves: some flat, some spikes and then drops, etc. Still working on seeing if there's any edge to be found here, but this study is useful by itself.

    • @user-ek4ib1ow7p
      @user-ek4ib1ow7p 18 дней назад

      @@garymoody124 check if you can find a single day where it opens above 17. they are basing this research on VIX1D at open, yet i can't find any days that open above 17. somethings off

  • @liammateo287
    @liammateo287 16 дней назад +28

    This seems like the worst period. Even the market are now very unpredictable. Started investing recently when the market prices were a bit high,today I am more than 60% down!.

    • @Ashermicheal6341
      @Ashermicheal6341 16 дней назад

      Don’t be confuse buying the dip in a bear market, with guaranteed future returns. Just because that company is down 60%+ from ATH does NOT make it a sound long-term investment. Make sure you’re investing in great companies. kudos to Lorett Logan

    • @Lucas75332
      @Lucas75332 16 дней назад

      success 200k today. Thank you for all the knowledge and nuggets you had thrown my way over the last months. Started with 24k in last month 2024

    • @liammateo287
      @liammateo287 16 дней назад

      You trade ?? Wow that's huge, how do you make that much monthly?

    • @Ashermicheal6341
      @Ashermicheal6341 16 дней назад

      logan approaches trading in a completely unique way. I'm puzzled by her methods. She just seems to have an innate understanding of this trading world

    • @liammateo287
      @liammateo287 16 дней назад

      I'm new at this, please how can I reach her?

  • @toddmusser8555
    @toddmusser8555 17 дней назад +2

    Risk to reward seems terrible.

  • @hansjohnsonlive
    @hansjohnsonlive 17 дней назад

    He said sell the “front month”… on 0DTE? 😂

  • @user-ek4ib1ow7p
    @user-ek4ib1ow7p 18 дней назад +3

    in the whole history of the indicator, i can't find a single day where the VIX1D opened above 17!! i think your setup or data is fucked here. disappointed because i love these segments and want to trust them!!

    • @mikeb5664
      @mikeb5664 16 дней назад

      VIX 1D was 20+, at least 4 times in 2023.
      52 week high 25.60, 52 week low 5.62

    • @user-ek4ib1ow7p
      @user-ek4ib1ow7p 16 дней назад

      @@mikeb5664 this study is based on VIX1D at market open. see slide 2. “contrasted performance based on the VIX1D level at market open”.