This ONE Change Increased Profits by 309.5% | Options Backtesting Market Measures

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  • Опубліковано 17 лип 2023
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    📝 Description
    Discover the untold secrets of portfolio optimization in this captivating video! Dive deep into the world of risk-return trade-offs and learn how to balance the thrill of investing with the safety net of minimizing potential losses. Explore the intriguing realm of CVAR, P&L, and delta risk measures, and unlock the power of Tastylive's exclusive daily insights. Unveil a groundbreaking study that unveils the relationship between risk and return over a span of 17 years. Will the 20 delta strike be the key to unlocking optimal risk-reward trade-offs? Find out now and revolutionize your portfolio management techniques!
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КОМЕНТАРІ • 30

  • @dustoffmedic71
    @dustoffmedic71 9 місяців тому +1

    If you want to learn to trade options, from beginner to advanced, this is the only channel a person needs to follow. You literally don’t need to watch anything else on UA-cam in my opinion. Great content

  • @johnmason9883
    @johnmason9883 11 місяців тому +5

    Great study. It would be good to see the same study done in High IVR vs. Low IVR.

  • @450gan
    @450gan 11 місяців тому

    Excellent study. Thank you for sharing such valuable information. Appreciate it

  • @thomasnichols1082
    @thomasnichols1082 11 місяців тому

    Great vid 💪 tasty for life!

  • @VK-vc2zz
    @VK-vc2zz 11 місяців тому +9

    Averages can be very misleading .. i would love to see you guys include a 95 percentile value instead of averages to compare strategies.

  • @dd-ow6pe
    @dd-ow6pe 8 місяців тому

    7:35 .. theses guys really love each other.. for sure .. lol!

  • @RussAbbott1
    @RussAbbott1 11 місяців тому

    Why not use Premium/Margin-reqd, annualized? Reqd margin presumably takes CVaR into consideration.

  • @TradeItUntilYouMakeit
    @TradeItUntilYouMakeit 11 місяців тому

    Would this same study apply to an iron condor? Selling a 10-30 delta and buying the wings 5 less delta than the guts? Ie. Sell the 20 buy the 15.

  • @enriquebautista4072
    @enriquebautista4072 11 місяців тому

    So..., its the same for naked puts?..., 20 delta?

  • @romanmarievskyi179
    @romanmarievskyi179 11 місяців тому

    great!

  • @Lukas-cm2b
    @Lukas-cm2b 11 місяців тому

    it seems that the current premium (sum for both sides) is at moment exactly there where is the hypothethical 21 days movement which is yet at least break even (5%), so it is priced so so to not make or more like to loose money by selling such trade i would say

  • @richjohnson3607
    @richjohnson3607 10 місяців тому

    Thanks Doug , best wishes on the situation with M.I.L.

  • @cesarcarranza42
    @cesarcarranza42 11 місяців тому

    ive seen many videos, i see you use a lot Cvar, wat does it stand for? thank you !

    • @korypattison4246
      @korypattison4246 11 місяців тому

      Conditional value of risk. I heard Tony say it, but now I need a video explaining it.

    • @jonesr227
      @jonesr227 11 місяців тому

      @@korypattison4246 You first sort the losses all losing trade. Next, just look at the worst 5% of these.
      Now take the average of these worst 5%. That's the CVar value.

  • @zshn
    @zshn 11 місяців тому

    Spot on Bat except for the last statement, Canada is in the same galaxy, but TT isn't #1 in Canada., heck it isn't even operating in Canada.

  • @christophhoth73
    @christophhoth73 10 місяців тому

    my first assumption has been 20 too :) i gotta Bats guts a s well ;-)

  • @virgilio1956
    @virgilio1956 10 місяців тому

    been getting killed in SPY strangles all year long, SPY strangle plays down YTD

  • @JonesFlora910
    @JonesFlora910 10 місяців тому +58

    • @Markiplier987
      @Markiplier987 10 місяців тому

      I'm surprised you know her. I've been making a lot of profits investing with her for a few months now.

    • @TeeTemce
      @TeeTemce 10 місяців тому

      Mrs Rose changed my life because of the high profits I got from investing with her.

    • @HarryBrockman158
      @HarryBrockman158 10 місяців тому

      You invest with Mrs Rose too? Wow that woman has been a blessing to me and my family.

    • @DebraDavies-12
      @DebraDavies-12 10 місяців тому

      I'm new at this, please how can I reach your broker

    • @DougHanes
      @DougHanes 10 місяців тому

      At first I was skeptical until I decided to give it a try. The impressive returns are incredible! I can't say too much.

  • @alphAInsightCo
    @alphAInsightCo 11 місяців тому

    If you include standard deviations for the calculation of the P/L / Cvar ratio for the 20 vs 30 deltas, probably they are not statistically significant. If the U-shape continues, probably the right spot should be to trade between 18 and 32 deltas approximately (just eye catching with your data).

  • @asapusrinivas
    @asapusrinivas 11 місяців тому

    Why Tony is taking deep sighs?

    • @user70331
      @user70331 11 місяців тому

      Natural relaxation method