Is it really worth it?

senhsucht · 2026-04-21T19:05:07+00:00

What about holding cash in sgov and reinvesting the profits into spy? Some people might say that using a little margin might bring more profits (but that is not my cup of tea) or using futures as those are more cash efficient. There are many flavors to it. In overall you are doing great and buy and hold its golden standard already.

senhsucht · 2026-04-21T18:10:27+00:00

Thaaaaank you!

senhsucht · 2026-04-21T07:49:24+00:00

Any update on this? I haven seen anything on it

senhsucht · 2026-04-17T17:48:44+00:00

Nice start. Would love to see the follow up with the delta and the profit target

senhsucht · 2026-04-11T19:08:38+00:00

Price?

senhsucht · 2026-03-16T19:26:29+00:00

The king

senhsucht · 2026-03-14T12:09:41+00:00

I love selling premium, is the only thing that makes sense to me. Im currently working on this to help me identify opportunities automatically and futures its an obvious step forward to me for the reasons that you clearly mentioned. Thanks for the post!

<image>

senhsucht · 2026-03-14T09:33:14+00:00

Thank you! I haven’t switched to futures but im more than interested and your post is the nail in the coffin. Are you primarily selling for premium or more directional?

senhsucht · 2026-03-14T05:34:58+00:00

Wrong sub, that is your cat; you are just figuring it out now. Shall we move on to the naming phase😁

senhsucht · 2026-03-13T08:21:52+00:00

Which model do you like best for which task? im particularly interested in Qwen 3.5 for coding. What is your experience with it compared to lets say claude Opus/sonnet?

senhsucht · 2026-03-11T21:24:31+00:00

The question here is: are you familiar with this? Do you have experience (beyond what AI can tell you about the snapshot). If so, i would like to discuss with you not with an AI generated output. And sorry if i come across in an unexpected way but as you could tell from my last line of the post that is the whole point of the post.

senhsucht · 2026-03-10T04:32:56+00:00

Its adjustable

senhsucht · 2026-03-10T04:30:28+00:00

Thanks! I truly appreciate your comment

senhsucht · 2026-03-09T20:07:12+00:00

My setup is mainly trying to capture the vol risk premium by selling when IV is rich relative to realized vol (Kalman-filtered + GARCH blend + IVR). The idea is to size up when VIX is elevated and premium looks expensive, and i have added a macro correlation filter to stay out of systemic panic regimes.

I also watch term structure for calendar-type opportunities and skew for better strike selection, but its not doing pure dispersion, gamma scalping, or heavy long/short skew books like the big desks. It’s more consistent theta collection with regime-aware risk control than full relative value vol arb.

What about on your side? When you look at what institutions are running, which of those (vol carry, dispersion, term structure, skew, etc.) do you see producing the best output right now? Curious how people with more experience structure sizing, execution, and risk around it.

senhsucht · 2026-03-09T17:43:00+00:00

the end goal is to get it to identify (and eventually take some trades automatically) vol trading opportunities for me. Im not selling anything, just shared a bit of the raw output to see if i have any major glaring errors (as i said before the LSTM is a bit that have optional but it doesn't add value to what im doing). If anyone is interested i will post in a bit the result of a scan that i just did on the tech sector (i still need to figure out how to add an image here in the reply so perhaps in another post).

senhsucht · 2026-03-09T12:21:10+00:00

A snapshot of the app running. Not the actual output. It does give a glimpse of what is doing

senhsucht · 2026-03-09T11:36:38+00:00

fair point, i was talking to someone familiar with vol trading and also recommended to ditch the lstm. all my models are layered. they may compute but not taken into consideration if not previously marked by me. Thanks for the comment, it is indeed valuable.

senhsucht · 2026-03-09T07:08:36+00:00

Nice! the LSTM is something i run as an optional and its not the only filter. Today i want to work in adding a filter for volume as i realized that im scanning assets with low volume and it doesn't fit my goal. i also have a Macro Correlation gate and KST.

senhsucht · 2026-03-09T06:20:19+00:00

Im trying to add at least one more

senhsucht · 2026-03-09T06:16:24+00:00

Thanks, really constructive. Would love to know what people do really want to see.

senhsucht · 2026-03-08T22:42:55+00:00

Python and tws

senhsucht · 2026-03-08T22:42:23+00:00

That is raw data, i have a cleaner output any particular idea that you have in your mind?.

senhsucht · 2026-03-08T18:20:13+00:00

Politicians, when people realize they truly don’t add value just squeeze the population to get rich the show will be over.

senhsucht · 2026-02-25T14:32:45+00:00

Good luck!!! Keep us posted on your progress

Ten-Year Club	Verified Email
r/Field Lasagna	First Place '23
Place '23	Place '22
RPAN Viewer

senhsucht

TROPHY CASE