Pick the strategy, not the direction. We trade what the market offers and that is how we can remain profitable in a market moving higher.
Looking for more edge in your portfolio? Dr. Schultz has the answers - read on to learn more.
With the market peaking, you may be considering a long premium approach to take advantage of a potential pullback in the market. Read on to learn more about the success of such strategies in the past.
Using an ETF, we can create a synthetic notional equivalent futures contract. We don’t do that because we’re bored, but rather because doing so can help us understand how overnight price changes in the futures market will affect ETFs the next trading day.
Bond ETFs offer similar exposure to actual bonds and require significantly less capital. Read on to learn more about one of the titans in this sector - TLT!
Equity markets are spiking faster than the thermometer this summer. Is your portfolio positioned for success?
When it comes to implied volatility, we have a few from which to choose. And when IV is low, is it still accurate for calculating expected moves?
Investing does not have to be an all or nothing choice. An educated trader understands how they can overlap passive core positions with options to enhance cost basis and improve probabilities of success.
Want to see Tom smile ear-to-ear? Ask him about high implied volatility. Implied volatility dictates much of how we trade. There are several reasons why that is.
“Brexit” may have passed, but some potentially market-moving events still loom on the horizon. Read on to learn more.
Effective portfolio management represents a key to success in the trading universe. Read on to learn more about this critical skill.
If you missed anything during the “Brexit” turmoil, you aren’t alone. The “art of adjusting” is a skill that’s learned over time through experience.
Selling a fifteen delta put has a higher probability of success than selling a forty-five delta put. But when our concern is achieving a certain number of deltas, is it better to sell a higher number of smaller delta options, or fewer larger delta options?
tastytraders are big on statistics. It’s how we quantify our success. Just because numbers don’t lie, however, does not mean they cannot mislead.
A long equities strategy has obviously outperformed since the market bottomed during the 2008/2009 Financial Crisis. But how has a short put strategy performed in comparison? Read on to learn more.
Selling strangles is a favored tastytrade strategy. Determining which strikes to use when selling a strangle will determine both probability of being profitable and how much premium might be collected.
Just like any other binary event, Brexit brings with it an opportunity to capitalize on volatility. Where might those opportunities exist? Find out in this week's episode of Truth or Skepticism!
Natural gas prices are on the move and the tastytrade blog has the latest scoop. Read on to learn more about trading this well-known energy commodity.
Much to do about nothing? The Fed stayed put in June and “Brexit” may come and go with the same type of anticlimactic whimper. Read on to learn more...
Vega is a measure of risk relative to changes in volatility. Understanding Vega exposure allows us to assess risk from increasing volatility in short option positions.