atticus' "ship it" vol trading journal

Status
Not open for further replies.
Quote from atticus:

Performance to date: +11.7% after comms.

Going wide to replicate the straddle with another 50-wide. It's difficult when trading a single name to 100% allocation.

635/685/735 at 16.95 bot (16.75 mid), 694.4x spot. Basically an SPX call as I don't believe we'll hold these gains.
More...

Filled @ 17.00. Probably should of been more patient
 
Expect EURUSD honeymoon to be over soon. I would not get long here. I am down ~8 ES for the week, so perhaps not much of an opinion, but I would be out of any equity longs here at SPX 1472, if not outright short stocks. EURUSD is a short at 1.3144 (no position).
 
Quote from atticus:

Expect EURUSD honeymoon to be over soon. I would not get long here. I am down ~8 ES for the week, so perhaps not much of an opinion, but I would be out of any equity longs here at SPX 1472, if not outright short stocks. EURUSD is a short at 1.3144 (no position).
More...

In a similar spot - all my stat models are heavily short stocks at this point, but I'm also in ~5% DD which is close to an all time worst.
 
Quote from atticus:

Truth be told is that flies are not the majority of my positions in vanilla.
More...

What is the majority? I trade flies primarily.

Also, looking at GOOG OCT 650/700/750 Fly for around 16.00 or less. Vol appears elevated to me.
 
Quote from Doobs789:

What is the majority? I trade flies primarily.

Also, looking at GOOG OCT 650/700/750 Fly for around 16.00 or less. Vol appears elevated to me.
More...

That's a very good trade. I will join you on that, thanks.
 
Quote from Doobs789:

What is the majority? I trade flies primarily.

Also, looking at GOOG OCT 650/700/750 Fly for around 16.00 or less. Vol appears elevated to me.
More...

I sell a lot of skew + VIX outright, switches and hedges (in VIX).
 
Status
Not open for further replies.
Back
Top