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- BOUGHT 1 NUS (-15%) Aug16'19 40 CALL @ 2 - BOUGHT 4 CSX Jul19'19 72 (-9%) CALL @ 0.55

- Closed the AMD PUT @1.25: +30% - BOUGHT 1 EA (-2.9%) Jul26'19 90 PUT @ 2.11 (trend follower trade triggered by indipendent confirm)

Congrats! I am really glad that a seriuos project like yours attracted institutional interest.

BOUGHT 2 AMD (+3.7%) Jul19'19 35 PUT @ 0.95. Only 4 days left to expiration.

The volatility of this week really helped my options and not only I recovered all my losses, but now I am up 10% from inception. Gee, I am outperforming destriero! :) The problem is that if keep doing -10% -> +10% every other week, my Sharpe ratio won't be that great!

Nice paper. Thanks for sharing it. I gave a cursory reading and the only problem I have with it is that the "highly significant 3.34% return" they obtain from backtesting an earnings straddle strategy, is way too risky in real life option playing. This is especially the case with lower CAPs...

-Sold 2 ODFL Jul19'19 145 CALL @ 4.9: +308%. That was a good yield contrarian play! -Bought 3 PEP Jul19'19 133 PUT @ 0.75 Bought these PUTS because the IV is so damn low, i.e., 10%. The problem is that usually MM have very good reasons to keep it a these levels.

Sold the 2 Call HAL @0.1: -80% - BOUGHT 3 STNE (+8.6%) Jul19'19 34 PUT @ 0.65 - BOUGHT 1 ANTM (+4.1%) Jul19'19 295 PUT @ 1.9 - BOUGHT 1 CI (+10.3%) Jul19'19 180 CALL @ 1.7 (trend follower upon independent confirmation)

Sold this PUT @6: +54%

- Sold the TWLO @3.42: -8%. - Bought 2 PAGS Jul19'19 42.5 PUT @ 0.75

Bought 2 ODFL (-2.7%) Jul19'19 145 CALL @ 1.2

- Sold the ROKU call @ 4.2: +8%. - Bought 1 DVA (-5.8%) Aug16'19 52.5 CALL @ 2.8

Bought 2 PEP Jul19'19 131 PUT @ 1.1. I took the idea for this trade from TheBigShort on his thread. However, I took one week later expiration and his strike price is 132.

Bought 1 PII (-2.2%) Aug16'19 85 CALL @ 3.5

This didn't work. Sold @0.3: -85%. Actually I reversed my position by buying a Call 103, July 19 @3.9 I also bought 1 TWLO Jul19'19 145 CALL @ 3.7. These transactions indicate that while I'll continue with my contrarian strategy, I'll also do trend following, if the trend is indipendently confirmed.

expiration?

That's funny. I too subscribe to IQFeed, but they never called. I guess that it is because I am not so successful like you! https://www.elitetrader.com/et/threads/contrarian-buying-the-lows.333060/

Congratulations! Nice project and thanks for making it so accountable. Now that IB will see that you are so profitable will start to charge you as a professional! Just kidding. One thing that we should perhaps all learn from your approach is selectivity. Clearly, your approach doesn't mind to be...

This week ended roughly even, with only a few bucks gained. Now I am -7.8%. I have still the problem that I have 4 short positions and none long. Somehow I need to cover this situation. Any idea?

Bought Jul 19 Put 96 ROKU (+4.6%) @ 1.91