10 weeks - 100 trades

Quote from oldnemesis:

So...

when you say ' My system scans for positive expectancy spreads '
you are not using the term 'expectancy' in it's statistical sense
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I would believe that my trades are still of positive expectancy, but I look at profit factor instead. Of course every spread has some historical expectancy as well.
 
BIDU fell so IV went up. I made on my position than I could have at this price (if closed at expiration) so closed it early. I will post rest of trades later.
 
Trades for the next week:
AAPL 2x : Buy 3x 405 Put / Sell 2x 410 Put
BAC 50x: Sell 1x 12.5 Call / Sell 3x 13 Call
BBRY 20x: Sell 2x 15.5 Call / Buy 2x 16 Call / Buy 1x 14 Put
BIDU 9x: Buy 2x 82.5 Put / Sell 1x 85 Put
C 8x: Buy 1x 45.5 Call / Buy 2x 46 Call / Sell 3x 46.5 Call / Buy 3X 45.5 Put
F 10x: Sell 2x 13 Call / Buy 2x 13.5 Call / Buy 1x 13 Put / Sell 1x 14 Put
GOOG 2x: Sell 1x 800 Call / Buy 2x 810 Call
IBM: 5x: Buy 3x 200 Call / Sell 1x 195 Put / Buy 1x 200 Put
NDX 1x: Sell 1x 2825 Call / Buy 3x 2875 Call
SPY 20: Sell 1x 159 Call / Buy 2x 160 Call
 
Quote from optisum:

I used to post my trades on the thread 'Weekly options experiment'. Method that I tried there was too directional - to win on a trade I would have to get direction and vol right. Since then I rebuild my model and now I can simply scan for statistically profitable trades. I will post 10 trades every week. In 10 weeks we will see if it's profitable or not.
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Do you trade with real money? Somehow the combination of the words 'money' and 'experiment' makes me worried.
 
Quote from QuantWizard:

Do you trade with real money? Somehow the combination of the words 'money' and 'experiment' makes me worried.
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No. It's tradeMonster's paper money.
 
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