atticus' single-name delta book

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Performance to date of +10.6 with the ES loss.

I am running 4x the PTTDD, so I am happy thus far, but would like to be in more SN. I simply can't find a lot of SN that are liquid enough to trade during the Holidays.

I'll increase freq and names next week.
 
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Upped this to 15% at 8.45 average. Wish I could be larger, but I am hesitant to carry the size I have at 27% allocation to AAPL.
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typo: 30% allocation to AAPL (15% in cal, 15% in fly). Both are up better than 10% on debit.
 
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typo: 30% allocation to AAPL (15% in cal, 15% in fly). Both are up better than 10% on debit.
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Yeah I'm in both of those as well. Looking good.
 
Index hedge. Short 3% (initial req, overnight) in NQH3 from 2708.00 (hit the bid). Fully expect this to be a loser, but the AAPL allocation makes in necessary now that I am accumulating deltas.
 
Quote from atticus:

Index hedge. Short 3% (initial req, overnight) in NQH3 from 2708.00 (hit the bid). Fully expect this to be a loser, but the AAPL allocation makes in necessary now that I am accumulating deltas.
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Out at 16
 
Quote from atticus:

Rally tomorrow. SPX touches 64.80-65.80. AAPL should reach 31 again. GOOG will under-perform but touch 38.
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Hit 64, but both AAPL and GOOG lower.
 
Out of AAPL calendar from 9.90 (10.05 mid) and fly from 13.20 (28 mid). 30% freed.

Performance to date: 15.2% gain from inception of journal, two months to the day. I am going to post weekly blotters going forward. Here, or on the PNL thread.

Up better than 5x my PTT risk.
 
Quote from atticus:

Rally tomorrow. SPX touches 64.80-65.80. AAPL should reach 31 again. GOOG will under-perform but touch 38.
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Made it to within a dime of the call at 64.70. GOOG touched 38.18h (33 now).
 
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