/biz/ - Business & Finance

>>20810927
It wasn't! I just saw the pump. GLorious
>>20810941
>You could work out a (V)GEX for the underlying. That could work to get a opinion about vol.
Thanks I'll definitely look into that. I realize using the 200 dma on SOXX is unfortunately crude despite how well it backtests and I'm definitely looking for something better.
>>20810951
Here is the paper that compares unleveraged S&P 500 (think SPY) vs. 1.5x, 2x, and 3x back to 1927. I got the idea there. It's an excellent summary of using underlying volatility and how well it works. I'll look for something comparing SOXX and SOXL but this gets the point across in the meantime https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741701
>>20810999
Man, I'm in this thing until the wheels fall off. No target. Maybe 20 or 30 years if semis keep going