Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Thanks Keith. I understood about 95% of what you said, and it makes a lot of sense. Ed's presentation seemed to focus on contracts that had the highest activity, rather than looking at any greeks. The only thing that I recall he said about time is that the rebalancing is done once a month ... that seemed a bit extended to me ... my gut says that in worrisome situations I'd want to see rebalancing weekly. AND, gosh, let's not forget the tried and true methods ... *use tighter stops*, and *diversify*. So far I've not seen provision in ATM for diversification via correlation of Groups or Sectors etc, which I've always been a proponent of. But ... doing that "easily" for the user would require separate simultaneous industry-specific focus lists, much like OVest has multiple portfolios in play at once. I sure do hope that N starts thinking about market state in those terms, because there are ancilliary benefits re diversification. [Edited by Jim Dean on 2/18/2018 1:14 PM] | |
