atticus' single-name delta book

[wdbaker]

yes i'm tarded,

is you're shorting of the e-mini in anyway a long the eur/usd or is there any relevance at all to this question... if not... please dispose of appropriately...

wdbaker
xclr8tr

Quote from atticus:

Short ESM3 47.50.

 

[atticus]

Quote from wdbaker:

yes i'm tarded,

is you're shorting of the e-mini in anyway a long the eur/usd or is there any relevance at all to this question... if not... please dispose of appropriately...

wdbaker
xclr8tr

Not a trade or surrogate for EURUSD. If it were I would be short EURUSD here. I am looking to get short index in convexity; so either I win on the futures here or I get a better fill on the deltas at the end of the day.

 

[wdbaker]

roger that...

so either way you are plus edge while i'm still looking for it ha ha

nice

wdbaker
xclr8tr
atticus wannabee

Quote from atticus:

Not a trade or surrogate for EURUSD. If it were I would be short EURUSD here. I am looking to get short index in convexity; so either I win on the futures here or I get a better fill on the deltas at the end of the day.

 

[atticus]

Quote from wdbaker:

roger that...

so either way you are plus edge while i'm still looking for it ha ha

nice

wdbaker
xclr8tr
atticus wannabee

Not at edge but gets me short at a price I am ok with, regardless of fills in options.

 

[wdbaker]

Nice,

do you happen to know who the koolaid character is???

Looks like my interstellar rocket is moving... looking to protect as I wait for chase finish my wire... same bank as O, you'd think...

oops, gotta go opm, my deal...

wdbaker
xclr8tr
atticus wannabee

Quote from atticus:

Not at edge but gets me short at a price I am ok with, regardless of fills in options.

 

[atticus]

Quote from wdbaker:

Nice,

do you happen to know who the koolaid character is???

Looks like my interstellar rocket is moving... looking to protect as I wait for chase finish my wire... same bank as O, you'd think...

oops, gotta go opm, my deal...

wdbaker
xclr8tr
atticus wannabee

Your patronus koolaid is a dementor.

 

[atticus]

Long the RUT APR18 860/935/1010 fly from 43.30 risk (42.80 mid). 11%. Basically a straddle sale at ~15 vola.

 

[atticus]

Quote from atticus:

Short ESM3 47.50.

out 49.25 now that RUT is filled.

 

[newwurldmn]

On one hand is a guy who timely calls and is generally right.

On the other, a guy who claims to have bought only after the fact.

I don't know atticus' motivation for posting trades, but the forum is better for it.

There are enough hindsight traders here already.

 

[newwurldmn]

Quote from atticus:

Long the RUT APR18 860/935/1010 fly from 43.30 risk (42.80 mid). 11%. Basically a straddle sale at ~15 vola.

Speaking of hindsight, term structure in the front looks execptionally flat (talking 1 - 5 weeks).