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Educational Articles

Leonardo Valencia

This page features periodic articles by Leonardo Valencia on better understanding options trading and the methodology and lexicon underlying his Gamma Optimizer.

 

Binary trades as pure Gamma trades Fri Dec 8th 2017

The power of long gamma expressed with binary options :) Remember that a tight vertical spread is basically a binary option, and also remember that a binary option is basically a pure gamma bet (not delta). So in this case our SPX uber-lotto: https://www.gammaoptimizer.com/members/atchat/?threadId=23468 which I paid 0.8 for it initially and then added at 0.7, I also took some off at 2.6 ;) last week, is a perfect example of this.

Hedging Video Tue Nov 21st 2017

Here is the link for the Hedging video in YouTube: https://youtu.be/WKxNHaKGVbI, we can use this thread for Q&A

Hedging Class Tue Nov 21st 2017

I just completed the material for the Hedging Class and it certainly looks like it will be a very long video, so I wonder if you folks want me to just go ahead and record it or if you want a live class format where you can also asks questions (as usual the recording will be in YouTube after that). Please let me know. If you like the class format we can shoot for this afternoon.

Hedging Class Sat Nov 18th 2017

The hedging class is starting to look like a full College course ! I think I'm breaking my record here in terms of class duration, we'll see if YouTube allows me to upload it :)

Butterfly Class Fri Nov 17th 2017

Here is the link to the recorded video for the class: https://youtu.be/rPCkI9p1Db4

Live Class for Butterflies Fri Nov 17th 2017

The class will be in YouTube at 2:30PM EST: https://www.youtube.com/channel/UCHwDrnVyfs5uYmvAo87QtPw/live The recording will be made public after the class.

Live class ? Fri Nov 17th 2017

Are you folks up for a live class on Butterflies this afternoon ? (I'm almost done with the material). I could do a YouTube presentation and take questions. Otherwise I can just upload the video.

Advanced Topics in Options Thu Oct 5th 2017

I finally got around preparing an advanced lesson for options. This one in particular centers around the put-call parity concept on how out of it you can develop even more advanced concepts like Synthetics, Conversions, Reversals and Boxes. The lesson is about 1 hour long split in two videos: Advanced Topics Part I: https://youtu.be/IVBeqRe4VHA Advanced Topics Part II: https://youtu.be/M5ubX_LXsis

Gamma and Convexity Wed Oct 4th 2017

For those of you that attended the webinar, you can get a video for it with slides with correct spacing here : https://youtu.be/mk-diJbRfMk

Free apps. Mon Sep 25th 2017

For all of the new people this is a recurrent post for all the apps we use here: Position Watcher: https://gamma-trader.shinyapps.io/positions/ You can see what we have opened plus some tracking trades I do for members. Momentum Center: https://gamma-trader.shinyapps.io/center/ here we track momentum at every scale. The infamous red dots are on the control chart here.