Monday, June 18, 2012

Path to High Accuracy Option Trading - Chuck Hughes

Here are some of my notes from a great article by Chuck Hughes called Path to High Accuracy Option Trading


Step 1 – Use trend following systems to select stocks
Step 2 – Use historical price data to select time length with high accuracy
Step 3 - Purchase in the money options with low time value

Option Time Value Characteristics
  •        Options consist of time value and intrinsic value
  •          Options lose all time value at expiration and consist of only intrinsic value
  •          The time value of an option is a wasting asset
  •          In the money options have more intrinsic value
  •          Out of the money options consist of only time value
  •          Goal is to minimize time value and maximize intrinsic value
Advantages of In the Money Call purchases versus Out of the Money
  •          In the money calls allow us to employ money management to limit losses
  •          In the money calls contain less time value and more intrinsic value
  •          Does not require large stock price increase to break even or profit
  •          Helps prevent a total loss of investment
  •          Less overall risk
  •          Higher percentage of wining trades
Reduce risk by setting stop loss at 25% below premium

Check the 50 day and the 100 day moving average for areas of support
Check the 1 month and the 20 month moving average for areas of convergence

Trend Confirmation:
At any given time there can be hundreds of stocks in a price up trend
Trend confirmation indicators can help us narrow the list of eligible buys
  •          Volume
  •          New 52 week high/low
  •          Industry grouping
  •          Price level confirmation

On Balance Volume Line:
Need to see up sloping line to confirm trend is supported – buying pressure is exceeding selling pressure
Buying pressure must continue to exceed selling pressure in order to sustain a price trend
Confirmed up trend – stock price is trending up, volume increasing on the days the stock closes up, volume decreasing on the days the stock closes down.

A new 52 week high confirms the price trend

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