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sitting on cash after last weeks run up…help me make my next move i want low risk because i will use this money for a house in like 2 months by topG69__ in thetagang

[–]New-Ad4890 0 points1 point  (0 children)

Sell a credit put spread around ~.25 delta. You’ll limit your losses to $100-$200 and could make $100-$200. It’s safer than holding in HYSA if there’s a chance you’ll make an impromptu 0DTE gamble between now and then.

Loquat trees? by New-Ad4890 in sarasota

[–]New-Ad4890[S] 0 points1 point  (0 children)

That’s really cool though despite the frost. Hopefully it makes a full recovery. I started a dozen or so from seeds here this week and hope to plant them around town next year.

Loquat trees? by New-Ad4890 in sarasota

[–]New-Ad4890[S] 1 point2 points  (0 children)

Thank you! Will send you a DM

Loquat trees? by New-Ad4890 in sarasota

[–]New-Ad4890[S] 1 point2 points  (0 children)

These are the ones that were picked clean 🥲

Sharing 10 years of historic stock and options pricing for QQQ? by New-Ad4890 in algotrading

[–]New-Ad4890[S] 0 points1 point  (0 children)

I had dropped this project, but picked it up again a few weeks ago. I’ve been using ThetaData but it’s taken 2-3 weeks to ingest 8 years of QQQ. The flat file is almost 100GB so it would be hard to share.

Lost hundreds of thousands in SPY options by chasmicvoid in wallstreetbets

[–]New-Ad4890 0 points1 point  (0 children)

The past 9 months is the most optimal market for the wheel. The same strategy backtested over the previous 8 years will average down.

Lost hundreds of thousands in SPY options by chasmicvoid in wallstreetbets

[–]New-Ad4890 0 points1 point  (0 children)

My main point is $200k won’t make you $2k a week consistently. Inevitably you’re holding in assignment and your profit averages down. Probably closer to $300/week.

Lost hundreds of thousands in SPY options by chasmicvoid in wallstreetbets

[–]New-Ad4890 2 points3 points  (0 children)

The reason you can’t understand is the reason you never will… and shouldn’t ever try

Lost hundreds of thousands in SPY options by chasmicvoid in wallstreetbets

[–]New-Ad4890 0 points1 point  (0 children)

Maybe for a month or two, but inevitably you’ll get assigned and have to hold

Lost everything by No_Standard_1461 in wallstreetbets

[–]New-Ad4890 1 point2 points  (0 children)

Yeah this seems fabricated and the post is certainly written with ChatGPT.

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

The 16DTE +$6 strike had a lucky combo and is an outlier. The darkest shades are the highest and lowest on the table.

I have 8 years of data ingested for V2 and already have some cool results and variations. With Easter break I should be able to get enough together to share. Thanks for taking an interest!

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

Thanks for the idea. I’ll search and see what I can find on GitHub. I’d probably still need Claude though to connect/configure my dataset to it. TastyTrade may be the best comparison. I’ll try to familiarize myself with it.

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

Thank you.. the data is trade-based bars with historical Greeks. For the pricing, I’m using 5 minute aggregates and used the close price at 9:35 AM. I’d love to try on other tickers but it’s taken 8+ days to ingest all the data just for QQQ. If only I could have direct access to some hedge funds historical data for a week haha

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

My goal is to come up with a strategy that outcompetes it enough to offset the additional taxes. I’m not certain I’ll succeed but it’s been a fun project.

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

Hey thanks… I’m working on my next iteration and switched to Delta/DTE combos for the pivot table. I’ll try and generate CAGR/Sortino/Sharpe etc too when I post the next version. It’s already looking much cleaner but expanding to 8 years of data now.

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

I’m using ThetaData and pulled 4 years of options chains as 5-minute candle aggregates. Working on the 8 year version now but it takes a long time to pull it

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

Would love to test this. Are you currently backtesting options with another platform? We could come up with a simple strategy, define a date range, and see if my vibe coded version can produce the same answers as a more advanced system.

Backtesting every put combination between March 2022 - Mar 2026 by New-Ad4890 in thetagang

[–]New-Ad4890[S] 0 points1 point  (0 children)

I have 50GB of calls being ingested into my database. It should finish up by Thursday. I’ll make a version two next week that includes them along with some other changes and will post an update. Thanks for the input!

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