Search results

  1. O

    Fuel Hedging using CL Call Options

    Confused: http://www.elitetrader.com/vb/showthread.php?s=&postid=3132828#post3132828 What is LC? Q http://www.cmegroup.com/trading/agricultural/livestock/live-cattle_contract_specifications.html LIVE CATTLE: Open Outcry (Trading Floor) LC UQ Is CL options LO European style...
  2. O

    Equity Hedging - A Simple Overlay System

    Closed above trade (around opening time; C2 Filled: 0.08 at 1/17/12 9:36 ET) 1X Jan21 SPY 125 Put @0.08, for a loss -$113. Bought (then immediately; C2 Filled: 2.37 at 1/17/12 9:38 ET) 2x Feb12 SPY 129 Puts @$2.37.
  3. O

    Fuel Hedging using CL Call Options

    "MINDSETS and BIASES All analysis that includes subjective elements is vulnerable to Mindsets and Cognitive biases. A mindset is a mental framework of rules, heuristics, beliefs, and experiences used by an individual to filter, organize, value, and interpret data that might be used to...
  4. O

    Fuel Hedging using CL Call Options

    To clarify a perhaps misconception: A better and accurate statement would have been "Trading Fences (whether zero cost or not) alone should be synonymous with Margin Calls". Trading Collars (consisting of both Fences and the Underlyings altogether within the same trading account as an...
  5. O

    Fuel Hedging using CL Call Options

    A comparison of two price-risk management approaches: An example of conventional wisdom for hedging: http://www.elitetrader.com/vb/showthread.php?s=&postid=3326722#post3326722 A proposed strategy for hedging in this thread: http://www.elitetrader.com/vb/showthread.php?threadid=233099...
  6. O

    Fuel Hedging using CL Call Options

    Anyway, thanks again for your positive feedback! :)
  7. O

    Fuel Hedging using CL Call Options

    PS: Based on the positive feedback above, I guess I must have done somthing Right! :)
  8. O

    Fuel Hedging using CL Call Options

    Don't worry too much Yet! Still far too early. You/We will see!
  9. O

    Fuel Hedging using CL Call Options

    I simply provide a hedging strategy! Perhaps becoming a competitor of your firm! :D
  10. O

    Fuel Hedging using CL Call Options

    Would you like to post your live calls as well for comparison?
  11. O

    Fuel Hedging using CL Call Options

    Never mind! Perhaps the clients of your firm would! :)
  12. O

    Fuel Hedging using CL Call Options

    As a corporate hedger, you may use my strategy in this thread for hedging.
  13. O

    Fuel Hedging using CL Call Options

    Should be "average weekly cost for hedging".
  14. O

    Fuel Hedging using CL Call Options

    Applications of long hedge: Q http://www.businessdictionary.com/definition/long-hedge.html Long Hedge Definition Transaction that secures an advantage or protection against a possible increase in the price of a traded item (commodity, financial instrument, security, etc.) that...
  15. O

    Fuel Hedging using CL Call Options

    My last reply was about hedging and speculating. Obviously a long call options strategy is a long hedge. http://www.investopedia.com/terms/l/longhedge.asp http://www.businessdictionary.com/definition/long-hedge.html http://agebb.missouri.edu/mgt/risk/lho.htm You (whether a hedger or...
  16. O

    Fuel Hedging using CL Call Options

    Hedge when you have to! The objective of this thread is to demonstrate how this CL strategy could minimise the average annual cost of hedging. The cumulative amount of trading losses will be used to calculate average weekly cost for equity hedging, rather than for speculating...
  17. O

    Fuel Hedging using CL Call Options

    Closed 1XFeb CL (Exp17Jan) 101.5 Call @$0.07, for a loss -$1,530. Bought today 1xMar CL (Exp 15Feb) 102.5 Call @$2.62.
  18. O

    Equity Hedging - A Simple Overlay System

    The trading loss will be used to calculate average weekly cost for equity hedging, rather than for speculating. For speculating and chasing profits, there is a separate thread about a Quick Trade system (which has an open position of Long Call this week, currently making a small profit as...
  19. O

    Equity Hedging - A Simple Overlay System

    Hold the current position (price $0.71) above for another week .
  20. O

    Fuel Hedging using CL Call Options

    Closed today 2x Feb CL (Exp17Jan) 100.5 Call @$2.07, for a loss $3,420. Bought today 1x Feb CL (Exp17Jan) 101.5 Call @$1.60.
Back
Top