Options Trading Strategies Course

TOTAL Return | DEC11 UP 50.06%!

Full Year Return: Profit/Start of Year Cash Balance = $25,031/$50,000 UP 50%.

Get Consistent Results: Click here to Step Up the Profits While Controlling the Losses.

Returns benchmarked beat: Professional Hedge Fund Indexes

RIGHT Mouse Click on the video, choose Full Screen and click play.

Total Return | DEC2010 UP 170%

Full Year Return: Profit/Start of Year Cash Balance = $84,972/$50,000 UP 170%.

Get Consistent Results: Click here to Step Up the Profits While Controlling the Losses.

Returns benchmarked beat: Professional Hedge Fund Indexes

RIGHT Mouse Click on the video, choose Full Screen and click play.

Watch the Making of Cry Me a Trade™  ... Retail Processes transformed into Rapid Fire Robotic Trading.

RIGHT Mouse Click on the video, choose Full Screen and click play.

Total Return | 2009 UP 156%
Full Year Return: Profit/Start of Year Cash Balance = $91,300/58,380 = Up 156%.

Get Consistent Results: Click here to Step Up the Profits While Controlling the Losses.

Returns benchmarked beat:            
Professional Hedge Fund Indexes

RIGHT Mouse Click on the video, choose Full Screen and click play.

WHAT IS THE VALUE OF USING THE METHODS TAUGHT?

Possible consistent results with these options trading strategies include but are not limited to:

❑  Credit Spreads: 2%-4% returns per day per trade, exited within 30 days, chosen for entry between 30–50 days.

❑  Debit Spreads: 150%-200+% returns per trade, exited within 30-60 days, chosen for entry between 90-120 days. 

❑  Above 70% Win/Loss Probability with a Positive Expectancy per trade, as a Diversified Multi-Asset Class System.


WHO IS THIS COURSE FOR? Main Audience & Key Objectives

❑  Traded 1-2 years; but, unable to break even or results are random. There is a clear need to progress towards consistent and profitable results.

❑  Lost much, want to give up? Don't!  Profitable trading from home is possible.

❑  Remove pattern confusion in time based charts (Candlesticks/Heikin Ashi & OHLC) with Point & Figure charts; plus, Relative Strength logic to target relevant Asset Classes.

❑  Independently validate the logic to Enter, Stay In–Play and Exit by forecasting Implied Volatility specific to the spread type's Put versus Call construction (or combined).  Brain power over software crutches.

  Assess trading as a viable home business. Use a detailed home budget linked into the performance metrics of your portfolio.


HOW AND WHY ARE THE METHODS DIFFERENT FROM OTHER TECHNIQUES?

There are only 3 elements to hedge in an option's trade: Price, time in the form of Theta and Implied Volatility. 

❑  The only way to remove Price Risk from any one specific traded product is to trade multiple asset classes, beyond stocks.  And the only way to isolate Price separate from the noise of time - pure price observation - is to use Point and Figure charts. 

❑  Theta and Implied Volatility are not mutually exclusive. Theta, either in the form of long decay in a debit spread; or, short premium in a credit spread is the synthetic equivalent of Implied Volatility. Conversely, IV is synthetic Theta.

Options cannot lose more than 1 day's worth of Theta as decay; or, collect more than 1 day's worth of credit sold.  But IV can rise by more than one day's worth of Theta to wipe out the positive Theta collected as credit premium. Just as IV can rise by more than one day's worth of Theta decay to offset the negative Theta in a debit spread. Clearly, there is a need to forecast Implied Volatility and its associated Skew.

The methods focus specifically on Index options, diversifying the asset allocation of capital beyond Stocks, to include Currencies, Commodities, Market Cap categories, Sectors and Geographies using Indexes/ETFs.  

It is the only retail trading process that uniquely blends the Relative Strength measure of Price (not the TA Indicator RSI) from Dorsey Wright, to target the relevant asset class within a multi-asset class portfolio to identify a probable trade; then, forecast Implied Volatility and Skew using tools from iVolatility to stringently test a potential trade's Theoretical Price and probability of profit versus its odds for a loss, based on IV and Theta changes, in the ThinkorSwim platform.

Preview an original video–based curriculum to see reliable "How To" methods with solid logic for "Why" each method is valid.


What this Website is Not

❑  No day trades. No stock picking. No hitting home runs. No black box algorithm or "exclusive" TA Indicator. No “secrets” only revealed in newsletters; or, gimmicks to sell you yet another piece of "magical" software or expensive training course upgrade.  

You are likely to already own the technologies discussed here; or, afford the low cost services used in the techniques taught.  The process designed to trade from home incorporates use of free websites.  The course is designed for you to grow out of it, to think independently about your own trading methods.

❑  Not an advisory service. No specific stock or other security buy/sell recommendations. Methods taught give you adequate logic to decide if a probable opportunity makes sense for you to independently trade it. Home Options Trading does not trade on your behalf.

Brought to you by a trader who is trading from home.  No guru.  No "master" of the markets.

Just a retail trader connecting with and building a larger community of self-directed traders globally.

Option trading strategies designed for traders to complete the trading process within 2 hours per day, methods can be adapted to suit home traders based in both non-US and US time zones.