atticus' "ship it" vol trading journal

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Quote from atticus:

Other than delta (per name) your portfolio theta is all the risk measure you need. After a time you'll know when your thetas are onerous. IOW, if you're a month to exp and you're running 3% daily thetas then you're long a lot of risk.
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Nicely put fella! :)
 
Quote from atticus:

Other than delta (per name) your portfolio theta is all the risk measure you need. After a time you'll know when your thetas are onerous. IOW, if you're a month to exp and you're running 3% daily thetas then you're long a lot of risk.
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I know you're going all in with your apple trade here , but typically speaking, what % of your portfolio do you keep in cash?
 
Quote from bs2167:

Curious what that is a percentage of?

3% daily thetas = daily $ theta / x

what's x?
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portfolio. I was referring to someone with $3k thetas per $100k. Obviously a ridiculous number (at 30-days out).
 
Quote from johnshepherd59:

I know you're going all in with your apple trade here , but typically speaking, what % of your portfolio do you keep in cash?
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I am typically 5% per trade; no more than 40% allocated unless it's hedged. "Nuke risk" (outside barriers/strikes) of 10-15%.
 
I wish I could add to the fly here. (I did) in another account at 12.30, just an FYI. I'll not consider the new fill in the performance.
 
Quote from atticus:

I wish I could add to the fly here. (I did) in another account at 12.30, just an FYI. I'll not consider the new fill in the performance.
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Put in an order to add to the fly @ 12.30, 5-lot total.

Are you still short the ES? I got stopped out.
 
Quote from Doobs789:

Put in an order to add to the fly @ 12.30, 5-lot total.

Are you still short the ES? I got stopped out.
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Yeah, Dec from 32.75. Awoke this morning to see the fill and that it was the high print of the day.
 
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