Disliked{quote} Understood, my friend. Yo are not totally in wrong direction. But i just want to explain why there will not be much inpt from me on that aspects of trade. I hope you will understand. i tip help you off, look carefully at the greeks, and you need build very nice clear model see the shifts. Good hunting. enjoy. regards http://www.youtube.com/watch?v=gVMqE9LUfn0 http://www.youtube.com/watch?v=OpgBuDvU9gwIgnored
thought of something new today, learning how to embed positive carry spots into option strategies like butterfly to boost the carry through put and also pay for risk involved in the option strategy.
like butterflies has to sell 2 ATM calls and buy 1 OTM call and 1 ITM call, so if the short spot has positive carry, we could transform the 2x ATM calls synthetically into 2 x short spot + 2 x short puts, and layer on the OTM and ITM call, and gain 2x interest in the positive carry with ratio to 1x position size. so if the interest is enough, it should end as a 0 loss or gain only scenario.
or i could try synthesize synthetics to fit into spreads, and then create a box which appreciates with time because of positive interest.