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Interactive brokers NinjaTrader + Kinetick data feed Custom C# execution engine to convert the NinjaTrader executions into option trades AWS hosted

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Over time the results will appear less correlated to the main indexes. There will be plenty of weeks where the SPY is down, but the strategy is up significantly. In addition, from a cash allocation standpoint, this is only 1 strategy in this account.

Roughly $654

Forgot to mention, the +$7,815 was on 436 trades this week.

Todays Results: Strategy 1: Open PL: +$199 Closed PL: -$418 Net: -$219 Strategy 2: Open PL: $0 Closed PL: +$446 Net: +$446 Closed PL Since Inception: +$7,616 MTM PL Since Inception: +$7,815 Week 1 Results (MTM): +$7,815 First week is now in the books. Not a bad start. I prevented strategy #2...

Todays Results: Strategy 1: Open PL: -$911 Closed PL: +$1,856 Net: +$945 Strategy 2: Open PL: +$71 Closed PL: +$2,482 Net: +$2,553 Closed PL Since Inception: +$7,588 MTM PL Since Inception: +$6,748 Both strategies rebounded nicely today. I am currently running behind pace for $50k this...

Ok, got a lot to discuss based on the action I am seeing. However, first - today's results. Strategy 1: Open PL: -$539 Closed PL: +$3,993 Net: +$3,454 Strategy 2: Open PL: -$2,276 Closed PL: -$1,079 Net: -$3,355 Closed PL Since Inception: +$3,250 MTM PL Since Inception: +$435 Results are...

The opening/closing trades are also listed. I update PNL every 10 minutes.. its how I keep track of the system throughout the day via twitter notifications. This does make it harder to see the executions.. but if you dig through you will see opening/closing trade updates as well.

There has been plenty shared thus far and will be plenty more shared as time goes on. In the opening paragraph of this journal I wrote : "This journal will document the ups and downs of bringing a new fully automated system live." The first few days after going live is about checking each...

Great day today. No major technology hiccups. I did find a bug in my twitter postings for strategy #1 - I am not properly distinguishing calls/puts in the summary update posts. So, need to fix that. Past two days has seen a bit of volatility return to the market - which is fantastic. If we...

Great suggestion. I like that with Slack I can provide some level of control - such as to turn the system off remotely if I realize something is going wrong etc.

Good first day. I need to spend the new few hours evaluating the executions, but from a causal glance throughout the day - appears to have done what it was supposed to. I was pleased with the automated Twitter postings. Was able to get away from the office during lunch for a work out and always...

As fate would have it - today is a very bearish day so far, resulting in several trades being stopped out. I am not overly concerned with those trades though, I am spending most of my time analyzing the execution engine - making sure thing are behaving as expected. So far things look good.

The OTM hedge are generally bought 90 days out. At any given time, I like to have 3 to 5x the number of put contracts for each 100 shares. For example, lets say in my account I have 1000 shares of SPY and I am short 4 puts. That means I need protection for 1400 shares. So I will own around 40 to...

When I say I am allocating 250k of the account towards the strategy - its about margin tie up. The 20% return would be against that margin, however, that is only possible due to the fact that I have other positions in this account offsetting the required margin due to using portfolio margin...

I appreciate the feedback. This is not my first rodeo. To make money with options you need to either correctly predict volatility or predict direction. My two strategies are not "mechanical" sell X options every N days. The strategies are designed to identify direction first, and volatility...

It's a concept popularized by Nassim Taleb.

I am trading this strategy in an account that runs other strategies as well. This account is a portfolio margin account with roughly $735k currently. However only about $250k is being allocated to this particular strategy. This account always holds a basket of deep out the money puts as part of...

Background I have been designing automated trading systems for about 20 years. Most of my systems fail when transitioning from dev to production. However, occasionally I get a winner that continues to work with real money. I believe this system is one of those "winners" and will survive the...