by Tom Nunamaker | Dec 6, 2020 | Equities, General
Wayne Klump presented how increasing volatility effects portfolio performance on the Round Table on Friday. Wayne compared two portfolios with different win percentages and returns. Wayne talked about the Fractional Kelly Criterion and how to apply it. Over the last...
by Tom Nunamaker | Mar 16, 2020 | Equities, Options trading
The S&P 500 options settle on Friday morning of the 3rd Friday of each month. The CBOE publishes the official settlement prices. Option Elements used to publish the settlement data but that website is now defunct. (NOTE: The Spanish Option Elements is still active)...
by Tom Nunamaker | Aug 26, 2017 | Equities, Futures trading, Options trading
If you remember Black Monday on October 19, 1987, you recall the market declined 22.68% in one day. This was the largest one-day percentage decline in the DJIA. It took until early 1989 for the market to recover to its previous high set in August 1987. In the...