Thread on T+0 line

What is (t+0 line) BLUE LINE in your payoff tells about your system?

1) FALLING LINE:

If you are t+0 line is falling down , you may lose money if the market moves unidirectional.

good breakevens

High theta decay

Moderate Delta

Example: IRON FLY

2) RISING LINE:

If you are t+0 line is rising up , you may lose money if the market is sideways .

very poor breakevens.

Zero theta decay

High delta

Example: LONG STRADDLE
3) FLAT LINE: ( my personal set up)

If you are t+0 line is flatten , you may not lose in any the market situation till some extent.

Decent breakevens

Moderate Theta decay

Very low Delta

Example: PROTECTED IRON FLY
4) STEEP DOWNFALL:

If you are t+0 line is falling too steep , you may lose in unidirectional move.

Brilliant breakevens

High Theta decay

High Delta

Example: SHORT STRADDLE

More from All

1. Mini Thread on Conflicts of Interest involving the authors of the Nature Toilet Paper:
https://t.co/VUYbsKGncx
Kristian G. Andersen
Andrew Rambaut
Ian Lipkin
Edward C. Holmes
Robert F. Garry

2. Thanks to @newboxer007 for forwarding the link to the research by an Australian in Taiwan (not on

3. K.Andersen didn't mention "competing interests"
Only Garry listed Zalgen Labs, which we will look at later.
In acknowledgements, Michael Farzan, Wellcome Trust, NIH, ERC & ARC are mentioned.
Author affiliations listed as usual.
Note the 328 Citations!
https://t.co/nmOeohM89Q


4. Kristian Andersen (1)
Andersen worked with USAMRIID & Fort Detrick scientists on research, with Robert Garry, Jens Kuhn & Sina Bavari among


5. Kristian Andersen (2)
Works at Scripps Research Institute, which WAS in serious financial trouble, haemorrhaging 20 million $ a year.
But just when the first virus cases were emerging, they received great news.
They issued a press release dated November 27, 2019:

You May Also Like