Search results

In September, I began buying Spreads, (in addition to simple directional options) with the short side at my target price for the security, and a spread of usually a couple of intervals based on volatility of the security. Iteration, backtesting, paper-trading, reiterating etc has led me to...

Revisiting my benchmark, rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD6919.

Closed Short position in FTSE100 by selling Puts at a loss today, and opened a long position by buying Calls and Call Spreads. Security / Ticker: FTSE Open Trade Date: 31 October 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price: 7,250.0...

Closed Short position in DAX30 by selling Puts at a loss on Thursday, and opened a long position by buying Calls and Call Spreads. Security / Ticker: DAX Open Trade Date: 31 October 2019 Trade: Sell to Close Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price...

FWIW, I've been using www.eodhistoricaldata.com for a while for individual stocks, indices, fx and oil. The API to drop the data into Excel seems to work well and pricing is reasonable.

RUT and NDX for US DAX for Europe N225 for Japan All cash-settled. There are others.

Closed short position in AUD at a loss by selling Puts and Put Spreads, and initiated a long position in AUD by buying Calls and Call Spreads. The signal to go long is pretty weak so I am not as confident as usual in this trade. Security / Ticker: AUD Open Trade Date: 24 October 2019 Trade...

Decided to buy a Straddle position on FTSE100, whilst volatility is relatively low. Security / Ticker: FTSE Open Trade Date: 18 November 2019 Trade: Buy to Open Expiry Date: 17 January 2020 At the Money / Out of the Money: AtM Exercise Price: 7,300 Direction: Straddle...

Further to post #106, re-entered short position in S&P500. Security / Ticker: SPX Open Trade Date: 11 November 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price: 3,080 Direction: Put Opening Price: 39.0 Security / Ticker: SPX Open...

Bought a straddle on Treasury Bonds as volatility is relatively low. Security / Ticker: ZB Open Trade Date: 05 November 2019 Trade: Buy to Open Expiry Date: 27 December 2019 At the Money / Out of the Money: AtM Exercise Price: 158.00 Direction: Straddle Opening Price: 3.69

Misjudged entry to short S&P500 on Friday, so I've closed the long put positions and will await a better entry. Security / Ticker: SPX Open Trade Date: 31 October 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price: 3,030 Direction: Put...

Interesting journal @HolyMacro The implication of this is that there is an expectation that your strategy will underperform risk-adjusted return from simply buying S&P500, and holding it. If so, why would you bother trading this? Also, I would be nervous of arbitrary timing such as open on...

Trading performance has been good. Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD16163.

Closed long position in S&P 500 at a profit by selling Calls and Call Spreads. Opened short position by buying Puts and Put Spreads. Security / Ticker: SPX Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: AtM Exercise Price...

The pub beckoned! Back to updating trades yesterday. Closed long position in FTSE at a loss by selling Calls and opened a short position by buying Puts and Put spreads. Security / Ticker: FTSE Open Trade Date: 11 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out...

Closed long position in DAX 30 at a good profit by selling Calls and Call Spreads. Opened short position by buying Puts and Put Spreads. Security / Ticker: DAX Open Trade Date: 10 October 2019 Trade: Buy to Open Expiry Date: 20 December 2019 At the Money / Out of the Money: AtM Exercise Price...

Closed long position in Nikkei 225 at a good profit by selling Calls and Call Spreads. Opened short position by buying Puts and Put Spreads. Security / Ticker: N225 Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 07 November 2019 At the Money / Out of the Money: AtM Exercise...

Closed short position in Treasury Bonds by selling Puts and Put spreads at a profit and opened a long position by buying Calls and Call spreads. Security / Ticker: ZB Open Trade Date: 07 October 2019 Trade: Buy to Open Expiry Date: 22 November 2019 At the Money / Out of the Money: AtM Exercise...

Closed long position in oil at a profit by selling puts. Security / Ticker: CL Open Trade Date: 04 October 2019 Trade: Buy to Open Expiry Date: 15 November 2019 At the Money / Out of the Money: AtM Exercise Price: 53.00 Direction: Call Opening Price: 2.18 Close Trade Date: 28 October 2019...

Have closed / will close long positions in oil, Nikkei 225, DAX 30, FTSE 100, and S&P500, replacing with short positions. Also closed short position in Treasury Bonds, and bought long position. I'll document the trades in here later.