|
PureBytes Links
Trading Reference Links
|
Larry Connors has written a bit about optons strategies using HV and HV
ratios. Try Advanced Trading Srategies, STreetSmarts, and back issues of
his Professional Traders Journal (available from M. Gordon Publishing).
----- Original Message -----
From: "Kent Shaw" <kshaw@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 06, 2000 11:53 PM
Subject: Question for the options gurus
> I am looking into a strategy that involves trading volatility from the
long
> side. Mostly buying straddles and variations of straddles. I am planning
to
> use Toby Crabel's technique of comparing the 100 day historical volatility
> to the 6 day historical volatility and only select from candidates where
the
> 6-day vol is less than 50% of the 100 day. Does anyone on the list have
any
> experience with similar strategies that would like to share their insight
?
> Can you recommend other options trading books ? I have Macmillan's
"Options
> as a Strategic Investment" but I am looking for something more concrete
with
> successful and unsuccessful real-world examples. Any help you can provide
> would be greatly appreciated ! ! ! Best of luck in all your endeavors ! !
>
>
>
> Kent the Shaw
>
> "Trust in the Lord with all your heart and do not lean on
> your own understanding. In all your ways acknowledge Him,
> and He will make your paths straight."
>
> -Proverbs 3:5-6
>
>
>
|