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  • SteadyOptions 2012 Performance  [View instapost]

    Thanks for all the invaluable assistance and insight you are providing on SA. I am still working my way through your articles, so I apologize if you have addressed this already, but I have the following questions:

    - Are you delta-hedging when you put on your iron condor or straddle earnings plays? How much delta are you comfortable with, and does the answer depend on the duration of your trades?

    - Do you "backtest" / believe in backtesting? I've read conflicting schools of thought on this, one of which suggests that doing so may only result in curve fitting a system, the other which says there are so many factors which can't practically be modeled that it's a waste of time?

    Thank you.
    Nov 12, 2012. 03:05 AM | Likes Like |Link to Comment
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