Monday, November 18, 2013

TT - MM: Duration and Volatility, 11/18/13

TastyTrade - Market Measures

Take away:

  • Entry: IWM, XLE, EEM, GLD, and EWZ
    • Sell 1SD strangle when IV Rank crosses above 80%
    • Compare 18 DTE and 45 DTE
  • Exit: Manage trades at 25%, 50%, and 75% of max profit
    • Compare to staying in until expiration


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