convexx's "hitting bids and lifting offers" ETF options

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sure at the time you quote. But not even 5 minutes later. But looks like you already gathered a nice herd of followers around you. Make 'em rich tiger!


convexx said:
A month down the road? lol FU.

ANYONE can quote the NBBO mid from IB or TOS, et al, at the time I post the screenshot.
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sold spx bought spx sold spx? You gotta be kidding me. That is your blog with fills and cumulative pnl?

Thanks for the chuckle old uncle.

Sorry I gotta savor a nice dinner, back to you later. How is your cumulative pnl doing by the way?

convexx said:
Here's the proof: http://www.elitetrader.com/et/index...ffers-etf-options.286486/page-14#post-4030869

I have shown fills of the legs...wtf would I do so? Does it not sum? Attached is my only listed fill from this morning. There are the legs. Add them up if you can.
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Here is my first accounting on this thread of trading marketable on the NBBO. Purely lifting offers and hitting the bids on NBBO, in real-time. There are no production fills to the date of post #96 on this thread as I was posting hypothetical worst-case fills. I would NEVER lift 1400-wide markets. It was a proof of concept to show that you could trade at mkt on the COB and remain profitable.

http://www.elitetrader.com/et/index...ffers-etf-options.286486/page-10#post-4028316


Primary (chronological from entry):

VXX 132: scratch (2 tick gain)
SPY Sep26 132 calls: buy 2.43 offer/sell 2.83 bid -- 16.4% gain on debit
NDX Sep25 132 calls: 17.00 filled/sell 25.70 bid -- 51.1% gain on debit
*FB 132: half-position 2.75% gain on debit
SPX Sep26 132 calls: buy 23.20 offer/sell 28.65 bid -- 23.5% gain on debit
RUT Oct6 132 calls: buy 28.65 offer/sell 24.90 bid -- (11.7%) loss on debit
NDX Oct3 121 puts: buy 75.50 offer/sell 77.20 bid -- 2.2% gain on debit
GOOG 231 puts: buy 20.50 offer/sell 23.55 bid -- 14.9% gain on debit

*FB accounted for at half-size

99.2% gain on debit; 9.92% gain on portfolio at 10%; 4.96% gain on portfolio at 5%

Hedges:

NQZ4: -13 points (0.26%) loss on portfolio
QQQ: $188/$100K notional; (0.19%) loss on portfolio

9.47% return on portfolio at 10% allocation on primary trades. PTTDD: 1.17% -- less that NBBO width. Gains >8x risk.

Zero commish
 
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volpunter said:
sold spx bought spx sold spx? You gotta be kidding me. That is your blog with fills and cumulative pnl?

Thanks for the chuckle old uncle.

Sorry I gotta savor a nice dinner, back to you later. How is your cumulative pnl doing by the way?
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CUMPNL from a buy to open trade I made 30 minutes ago? Sounds reasonable.

WTF are your blotters, asiaprop?
 
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volpunter/asiaprop has been threatening to get to my wife with allegations of "marital infidelity" for going on four years now... here's the public proof of the extortion on post 22 of the Oanda API thread:

http://www.elitetrader.com/et/index...-php-api-interface.285837/page-3#post-4014998

There was no "ET meet" in San Francisco. My buddy Matt was contacted by asiaprop/volpunter via PM and Matt gave the tool a story that I was cheating. volpunter wasted no time in attempting to extort. "atticus the asshole" was the title of the PMs. I have all of them archived. Matt is a personal friend and coworker.

Getting back to tacks... The first accounting showed a 100% gain by lifting offers on the COB. I challenge anyone here to attempt it and produce half of that performance in the same duration.
 
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