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  • About
  • Trading and Investments
    • Portfolio Research
    • Crypto Index
    • VIX Term Structure
    • Macro Indicators Dashboard
    • Earnings Screener
    • SPX Intraday Viewer
    • Options PnL Calculator
    • Volatility Explorer
    • Options Structure Risk Explorer
  • Ramblings
  • Reading List
  • Travel
    • Travel Map
    • Travel Blog

Monthly Archives: June 2018

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  3. June

Options Strategy Thoughts – Taking Advice from Taleb

So it’s been a while since I’ve made a blog post about any trading strategies. The pain from February’s market meltdown is still fresh in my mind and I’ve been trying to figure out new strategies to avoid that type of catastrophe again. From reading a lot of Nassim Taleb’s writings, I’m really trying to imitate…

June 14, 2018Leave a commentBacktestsBy Fang

June 2018 Macro Indicator Check for Economy Health

General guideline for myself regarding these indicators as flags so that I can be more cautious during these build ups: Unemployment Rate Rising > 4.6 National Financial Conditions (US Leverage) > 0.0 Yield Spread > 2 Industrial Production Consumer Goods Month Over Month Decline for 3 Consecutive Months Real Retail and Services Month Over Month…

June 14, 2018Leave a commentBacktestsBy Fang
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