The tastytrade network

We can consider trading [earnings](https://www.tastytrade.com/tt/learn/earnings) on both growth stocks and value stocks, but there may be a difference in the outcome. tastytrade's Research Team ran a study to see if this should alter our approach to these binary events. ### Study * Sold 16 [delta](https://www.tastytrade.com/tt/learn/delta) Strangles * 2010-Present * Approximately 3 DTE, only earnings trades * Compared value and growth companies ### Results * Value and Growth companies both had high win ratios and similar average P/L’s overall. * Growth companies did have a much larger max loss and they breached toward the call side more often. * Due to the high [volatility](https://www.tastytrade.com/tt/learn/implied-volatility) of earnings and potential for large losses, we strongly recommend defining your risk, especially in growth stocks.

In the past Crude Oil has made large moves without USO moving much. Along with that, USO has a low price, so we can use other stocks to trade oil. We can look at XLE, XOP, and OIH as alternatives to USO. According to [IV Rank](https://www.tastytrade.com/tt/learn/measuring-implied-volatility), the most overpriced is OIH. You’ll get paid the least in XLE, but it also (historically) moves the least. What underlying do Tom and Tony prefer? Tune in to find out and discover what strategies they might use in each proxy.

In the past Crude Oil has made large moves without USO moving much. Along with that, USO has a low price, so we can use other stocks to trade oil. We can look at XLE, XOP, and OIH as alternatives to USO. According to [IV Rank](https://www.tastytrade.com/tt/learn/measuring-implied-volatility), the most overpriced is OIH. You’ll get paid the least in XLE, but it also (historically) moves the least. What underlying do Tom and Tony prefer? Tune in to find out and discover what strategies they might use in each proxy.

Opening Bell - July 11, 2017

The capital constraints of small accounts can push traders to mostly defined risk trades. Today, tastytrade explains how to implement naked positions in smaller accounts. While high BPR comes with naked premium, it is ok to use a large amount of your capital on one trade if you are comfortable with the risk. To get comfortable with undefined risk, selling 1 ATM [Put](https://www.tastytrade.com/tt/learn/naked-options) in 1 low-priced ETF is a great start. Tune in to uncover which ETFs our team commonly looks at and how to select the proper strikes in these products for optimal trade entry.

The capital constraints of small accounts can push traders to mostly defined risk trades. Today, tastytrade explains how to implement naked positions in smaller accounts. While high BPR comes with naked premium, it is ok to use a large amount of your capital on one trade if you are comfortable with the risk. To get comfortable with undefined risk, selling 1 ATM [Put](https://www.tastytrade.com/tt/learn/naked-options) in 1 low-priced ETF is a great start. Tune in to uncover which ETFs our team commonly looks at and how to select the proper strikes in these products for optimal trade entry.

Daily Dose - July 11, 2017 - Capitalism Camp!

Forward Slash - July 11, 2017 - Beach Day!

Confirm and Send - July 11, 2017 - Rolling ITM Options

tastytrade LIVE - July 11, 2017

Last Call - July 10, 2017

Trading the Close with Tim Knight - July 10, 2017

The TED Spread is the difference between the 3-month LIBOR and the 3-month US Treasury Bill. The LIBOR is the short-term rate at which the world's most credit-worthy banks charge each other. When the TED spread increases, this is often perceived as an increase in counter-party risk between banks. An increasing TED spread is often a perceived as a warning sign of economic decline. On today's Market Measures, tastytrade looked at how changes in the TED spread affect the financial sector, by looking at XLF when the TED spread jumped 25% and 50%. When the TED spread jumped 25% we saw that 6 months later, the average return for XLF was -16%, and when it jumped 50%, we saw that the average 6-month return of XLF was -26%. We can see that large rises in the TED spread show little impact in the short term, but looking >6 months away, we see that it can be an indicator for the financial sector, although there were not many occurrences. Be sure to tune in to hear the team break down the results!

The TED Spread is the difference between the 3-month LIBOR and the 3-month US Treasury Bill. The LIBOR is the short-term rate at which the world's most credit-worthy banks charge each other. When the TED spread increases, this is often perceived as an increase in counter-party risk between banks. An increasing TED spread is often a perceived as a warning sign of economic decline. On today's Market Measures, tastytrade looked at how changes in the TED spread affect the financial sector, by looking at XLF when the TED spread jumped 25% and 50%. When the TED spread jumped 25% we saw that 6 months later, the average return for XLF was -16%, and when it jumped 50%, we saw that the average 6-month return of XLF was -26%. We can see that large rises in the TED spread show little impact in the short term, but looking >6 months away, we see that it can be an indicator for the financial sector, although there were not many occurrences. Be sure to tune in to hear the team break down the results!

[Download the Syllabus!](https://s3.amazonaws.com/tastytradepublicmedia/website/cms/WDIS__AmpedToTrade_Syllabus.pdf/original/WDIS__AmpedToTrade_Syllabus.pdf) Dr. Jim welcomes Anthony to school, with Where Do I Start: Amped To Trade! making its debut. Today, we get to know the new guy a bit, as he starts his path of learning how to actively trade. Find out what brings him here now after all these years. To close the first show, the semester's syllabus is reviewed. Good news, this semester is NOT going to be text based - Anthony's happy about that!!!