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Liquidated all position at the close. Returns for the month of April: Model: +3.40% S&P 500: +0.59% List for May will be posted on www.aeroscapital.com Edit: Didn't notice that AOS payed a $0.16 dividend.

Update for April (as of now): Model: +2.5% S&P 500: +0.64% All positions to be liquidated on April 28th close.

Out of the PF with a credit of 2.5.

If vol stays the same tomorrow then the profits would be around 2.5 or so if it opens at 40.5. Hopefully vols will decrease a little. Good luck with the GOOG position.

Yea I should have been paying attention to it during the trading day. Judging by the surge after hours it should be opening up 3-5% tomorrow, not good for the PF. IV is nuts 35C at 136 and 35P at 147. Did you make any GOOG plays?

Sad to hear that B :(. Up around 3 on the PF based on closing prices. But man its a pretty hollow win because if the trial went the other way then I would be sitting on a equal sized loss. Based on the trading tomorrow I am going to liquidate out of the position.

Wow the 35 PF was -52 delta. The 40s would have been around -19. Dodged that but going to be more vigilant on the next one.

Yep I actually ended up doing the 35 PF. The way I reasoned it was that the PF credit on the 35s were higher than those on the 40s. Although both were below the 1.5*ATM (~19.5) straddle yardstick, the 35 PFs were less so. I don't really know whether the logic was right or not but I was playing...

Rambus reports earnings: http://biz.yahoo.com/bw/060419/20060419005901.html?.v=1

Thanks for the pointer. I will eye the Aug or Nov ones then. The 40s on May look nice though (increases the BE point on the upside+more credit)

Hmm gotcha, I hadn't viewed it that way actually.

Well I am planning on joining in that certifiably insane category: Tomorrow I will try to open a May 06 1x2 pitch fork (35 calls and puts). Making a small bet to practice. Why are you doing the back months?

MaK> Thanks for the response. I will read up on some of the previous posts and try and understand the concepts. Good trading.

Mak>I have been trying to understand the info being presented in this thread. As a late started its been a rather formidable task to say the least. Although I understand the crux of what you are saying, could you direct me to the point in these "Question for Grob/Hershey" threads where the...

Midmonth Update: Model still outperforming the index even after some recent decline in the picks. April (as of now): Model: +0.24% S&P 500: -1.06% Feel free to post any questions or comments here or use the email at www.aeroscapital.com

http://www.faralloncapital.com/farallon/index.htm

I am confused as well at that remark. Good luck ES. I have been trading some hit/miss binaries through oanda with mediocre results (slightly positive still) for the past week. Sticking with hit/miss for now until I understand the analytics of the other options in a better manner. I will...

All the event driven funds trade using news.

Yes. Keep in mind those are also automated models as well. I do happen to place few short term swing trades as well. However, those focus exclusively in the FX markets. BTW guys keep on throwing out ideas and opinions you may have.

Yes some slippage has occured. Net of all expenses based on Marketocracy's simulator (which is pretty good) the total return has been 8.1%. I went live with this strategy this month and didn't experience any slippage today. Of course my trade size was significantly less than a 100K each trade ;).