Calendar Options + Futures Strategy

[GLDTLTSPY]

Hi Guys,

I am thinking out loud about opening a position in HK derivatives markets? Anyone here had any experience trading markets outside of US?? From what I can see the margin requirements overseas are much better than Reg T Margining in the US.

The position would be something as follows:

• Long ATM Front Month Put X3
• Short ATM Middle Month Put X2
• Long ATM Back Month Put X1
• Long Back Month Futures X1

Anyone had any experience trading a structure similar to this in the markets?? The simulation and Greek analysis on this position looks good, but I am weary of a a potential bug or issue with the simulation software....

 

[jys78]

Hi Guys,

I am thinking out loud about opening a position in HK derivatives markets? Anyone here had any experience trading markets outside of US?? From what I can see the margin requirements overseas are much better than Reg T Margining in the US.

The position would be something as follows:

• Long ATM Front Month Put X3
• Short ATM Middle Month Put X2
• Long ATM Back Month Put X1
• Long Back Month Futures X1

Anyone had any experience trading a structure similar to this in the markets?? The simulation and Greek analysis on this position looks good, but I am weary of a a potential bug or issue with the simulation software....

What are you trying to accomplish with this? Presumably you've worked out the characteristics of the position based on net delta, gamma, etc. However I suspect there's some unnecessary commissions in here...