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that feb/mar/apr fly really was a good one, too bad i didn't hold it much longer. missed 30 extra bp of pnl. still learning some stuff as i go. how did you express your short mar view?

This guy is just trolling

so then theh question is... how do we get somma dis here $50B

i sold jun/jul @ 0.73... i'm late to the party, but hop on in!!!!!

but i dont think much edge is being given out in my journal. if people can figure it out my exact strategy from my journal then more power to them i'll drop it, do as you please.. i was only curious..

can i ask, as respectfully as possible, what is the point of the thread if no strategy, instrument, or anything else (besides what the sharpe ratio is that day) will be discussed? if it is purely to track your sharpe, why not keep it written down on a piece of paper? if you advertise it...

seems my execution time was pretty bad though. hope it works better for you

good for you - glad u can make some money (i hope i stemmed the idea) it includes comission, i add 1bp on my entry/exit post to account for them. (it actually ends up overstating comission)

i BOT jul/aug @ 57, this is currently my only position.

i traded out of the feb/mar/apr fly @ 67 for +$100 pnl

+$200 on a position i've had for a few weeks.

i closed the apr/may/jun fly @ 0. $200 profit on it

so go long march and come back laughing at us later...

yeah it is a bit disheartening that the trade looks so obvious to do here. where do u get that news from? do you agree that it is an inexpensive way to be long convexity? do you have the opposite position on?

yeah is true, feb/mar can def get a bit wider here.. i don't particularly like feb/mar outright, but relative to mar/apr i do. i like your trade - tell me how it goes

if you're going to offer me the choice... can i get both? if not, i would prefer fixed maturity, original quotes

i like the email upon request.. until you get like 1500 emails.. :) i request por favor.

i sold the feb/mar/apr fly @ 0.76 (long feb / short mar / long apr, 1x2x1) i think this one is a goodie. any other opinions?

i closed the apr/may today at 0.68 in the morning. i made 0.15 on this one. not sure if i reported it, but i had lost 45bp on the feb/mar. i am off my high, but the account is still up 8% from the start of the journal.. soon enough i'll just start posting blotters/account balances since...

so i'll post here as well when i close stuff down. +$150 today. 1 lot. i'll post blotters on occasion, but since i'm often posting from work i'm not going to take screenshots of blotter from here.