2023-06-14 · Episode 48

Go Ask A Trader · Episode 48

12 chapters
1:26:47

The episode explores trade strategies, risk management, and psychological factors in trading. It emphasizes the importance of risk reward ratios, the hope and ignorance approach, and the need for competence and understanding. The discussion covers delta, strike price selection, discretionary entry, M3.4U, expiration cycles, and the role of experience and awareness. It also touches on vulnerabilities, blind application, and profitability in trading. The debriefing process is highlighted as a tool for becoming a more educated trader, leading to consistent profitability and reduced drawdowns. The importance of context, rules, and software accuracy in trading strategies is discussed, along with butterfly guidelines, position management, and market dynamics. Market shocks, implied volatility, and the flattening of the volatility skew curve are analyzed, along with market bounces, probability analysis, and the role of delta in trading. The episode also covers conceptual understanding, mindset, and capital management, including margin, risk, and position adjustments. Adjustment strategies and capital constraints are discussed, along with capital control, loss variability, and the impact of implied volatility on option strategies. The relationship between VIX levels and skew curve trends is explored, along with psychological aspects such as mindset, learning from failure, and the role of intuition in trading decisions.

01 0:00Introduction, Disclaimer, and Audience Interaction

The session begins with an introduction and disclaimer emphasizing educational purposes and risk warnings. The speaker then transitions to audience interaction, encouraging questions and comments.

DisclaimerEducational PurposeRisk WarningAudience InteractionTransition to Questions
02 0:46Trade Strategy, Risk Management, and Psychological Aspects of Trading

The speaker discusses trade strategies, risk management, and the importance of risk reward ratios. They also explore the psychological aspects of trading, including the hope and ignorance approach, and the need for competence and understanding.

Trade StrategyRisk ManagementDeltaRisk Reward RatioStrike Price SelectionDiscretionary Entry
03 14:46Debriefing Process and Path to Success

The speaker outlines the debriefing process for trades, emphasizing its value in becoming a more educated trader. They discuss the benefits of debriefing, including consistent profitability and reducing drawdowns. The speaker also highlights that there is no easy path to success in trading and that it requires working in live markets with small positions.

Debriefing processGray areasExpiration datesConsistent profitabilityDrawdownsTrading ease
04 17:26Trading Strategy, Software, and Position Management

The speaker introduces the importance of context and rules in trading, followed by a discussion on a trading strategy using Option View analytical software. They explain how different software can lead to different trading outcomes and emphasize the importance of understanding software accuracy. The speaker then discusses butterfly guidelines, entry points, price analysis, and risk management strategies, including exit and reentry strategies, position adjustments, and market movements.

contextrulestradingstrategysoftwareGreeks numbers
05 29:18Understanding Market Dynamics and Bounces

The chapter begins with an overview of trading in a blind market, emphasizing the importance of understanding market reactions and general objectives. It then transitions into technical analysis of market movements, including range zones, breakouts, and support levels. Finally, it discusses the high probability of market bounces after a hard move down, highlighting the importance of understanding market conditions and concepts.

Real-time tradingMarket blind spotsTrading strategiesTechnical analysisMarket range zonesSupport levels
06 30:43Market Shock, Implied Volatility, and Trading Strategies

This chapter covers the impact of market shocks on implied volatility and the flattening of the implied volatility skew curve. It then discusses market expectations and bounce probabilities, temporary market conditions, and positioning strategies. The content moves on to market rollback, delta considerations, win-win scenarios, dealing with uncertainty, profit targets, trade management, market movements, support breaks, profit calculation, strategy continuation, implied volatility, trade rules, exit strategies, market edge, strategy outcomes, marketplace agreement, and the role of luck in trading.

Market shocksImplied volatilityVolatility skewMarket bounceProbability of market movementMarket expectations
07 44:03Conceptual Understanding and Mindset in Trading

The speaker emphasizes the importance of focusing on the concept rather than rules in trading, discusses adjustment points and delta levels, and highlights the role of mindset and experience in becoming an expert trader.

Concept vs RulesAdjustment PointsDelta LevelsMindsetExperience vs ExpertiseIgnorant Traders
08 46:18Margin, Risk, and Position Management

The speaker discusses the difference between margin and cost, clarifies the relationship between credit and margin, and explains how to manage risk and position adjustments in trading. They also cover the limitations of cash accounts and the outcomes of trade executions.

Transition to New TopicMargin vs CostCost clarificationCredit and marginBroker ChargesMargin Differences
09 59:00Adjustment Strategy and Capital Constraints

The speaker discusses adjustment strategies, including examples of using different cycles and managing capital constraints when short on cash. They highlight the need for an up adjustment and mention a specific capital amount of $3,000.

Adjustment StrategyCapital ConstraintsTrading Example
10 1:02:02Capital Control and Loss Variability

The speaker explains how an educated trader can control return percentages by managing capital usage. They critique the concept of return percentage, discuss capital efficiency, and emphasize the importance of understanding loss variability and effective losses in non-subjective trading.

Capital ControlReturn PercentageLoss variabilityStrategy knowledgeNon-subjective trading
11 1:13:32Impact of Implied Volatility and Vertical Skew Curve on Option Strategies

The chapters discuss how implied volatility affects option strategies and the importance of the vertical skew curve in butterfly strategies. It also covers the irrelevance of VIX in butterfly strategies, the significance of the vertical skew curve, and examples of misleading skew curves. The analysis includes how skew curve changes impact strategies like butterflies and broken wing butterflies, as well as historical skew curve dynamics and adjustments for short-term traders.

Implied volatilityOption strategiesVertical skew curveButterfly strategiesSkew curve changesHistorical skew curve
12 1:21:05VIX Levels, Skew Curve Trends, and Psychological Aspects of Trading

The chapters explore the relationship between VIX levels and skew curve trends, emphasizing the historically flat nature of the vertical skew curve. They also discuss the psychological aspects of trading, including the importance of trade debriefs, mindset, and learning from failure. The content highlights the role of intuition, the need to embrace risk, and the impact of big wins on long-term results.

VIX levelsSkew curve trendsHistorical dataMindsetBig winsFailure