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March 24, 2016 at 3:52 pm
#5132
faz
Participant
Hi Igor,
i am wondering what makes you choose a balanced vs an unbalanced IC at any given moment?
To me it feels like a nightmare when a call side is under attack vs a put side and is nearly 2 x a loser from a risk mgmt POV vs puts..
That makes me want to do 1/2 size on the calls but even more we know the market spends most of its life going up anyway which confirms the condition making me think why anyone would ever NOT want to do unbalanced unless we in a clear bear market
Other reasons to do unbalanced are getting more delta neutral implying perhaps when u do balanced you are bearish?