Thanks
convexx's stfu journal
- Thread starter convexx
- Start date
I will update the thread with the close on GOOG and accounting. I really don't have the time to continue this thread into October as I will be traveling for the foreseeable future. Listed vanilla is ~30% of my trading, and I have a lot of other things I need to be working on. Anyway, I hope some of you got some value out of this journal. I won't be posting any new positions on this thread.
Thanks for the very helpful journal. I am not really able to deal with mis-priced greeks, but nowhave good idea of the basic
parameters given my predictiion on market environment. I tried a Sep 19/Sep 26 long SPX 1980 calendar this
morning for 3.80. I will try for the 20% profit. I think market is not as strong as it seems right now.
Maybe people can continue posting this type of trade idea somewhere.
Can we expect a visit?
there's a burger place down the road "burgerfi" which is much much better than in and out.Yes, can't claim to understand everything, but certainly opened my eyes to options strategies. So appreciated.
+1
Yes, as usual, convexx. Thanks. It's always good to be reminded how to trade.
Atty, as always it has been most useful. Wish it could gone on for longer, so here's hoping you'll be back soon.
All the best and safe travels.
All the best and safe travels.
Out 23.25. Last position. Journal accounting to follow.
https://www.dropbox.com/s/6h22oklty1hkmoi/2014-09-12_1007.png?dl=0
don't go! it was just getting good! safe travels.
Final accounting:
SPX put spread (10.0%) loss on debit
GOOG asym +10.3% on debit
NDX bear 4000/4050/4100 sym P-fly +18.3% on debit
NDX bear 132 calls +6.7% on debit
AMZN bear 132 CALLS from 13.57 +11.4% on debit
SPX bear 1990 put spread +23% on debit
RUT 1155/65/85 asym 231 puts +13% on debit
NDX Sep monthly 4000/4050/4150 231 put asym +14.4% on debit
SPX bear 132 calls 9.80 mid debit (10.0 traded) +31.5% on debit
*Short NDX PF; Sep monthly 4000P/C 3x1 +6.2%, +0.6% on portfolio
Long the Sep11 SPX 60/00/40 call fly +12.8% on debit
*ES futures short +11.50 pts. 1.15% return on portfolio
RUT 231 puts +32% on debit
*ES PF +0.17% on portfolio
GOOG 121 put fly +10.7% on debit
One month of trading:
Gain on debit: 174%. Gain at 10% allocation: 17.4% on portfolio. Gain at 5%: 8.7% on portfolio.
*Gains exclude futures and PF wins.
14 wins; 1 loss
23x risk
ES + 16.75 per
NQ + 8.00 per
Expiring NDX trade was immense (FT was extremely lucky to get pinned on short gamma):
SPX put spread (10.0%) loss on debit
GOOG asym +10.3% on debit
NDX bear 4000/4050/4100 sym P-fly +18.3% on debit
NDX bear 132 calls +6.7% on debit
AMZN bear 132 CALLS from 13.57 +11.4% on debit
SPX bear 1990 put spread +23% on debit
RUT 1155/65/85 asym 231 puts +13% on debit
NDX Sep monthly 4000/4050/4150 231 put asym +14.4% on debit
SPX bear 132 calls 9.80 mid debit (10.0 traded) +31.5% on debit
*Short NDX PF; Sep monthly 4000P/C 3x1 +6.2%, +0.6% on portfolio
Long the Sep11 SPX 60/00/40 call fly +12.8% on debit
*ES futures short +11.50 pts. 1.15% return on portfolio
RUT 231 puts +32% on debit
*ES PF +0.17% on portfolio
GOOG 121 put fly +10.7% on debit
One month of trading:
Gain on debit: 174%. Gain at 10% allocation: 17.4% on portfolio. Gain at 5%: 8.7% on portfolio.
*Gains exclude futures and PF wins.
14 wins; 1 loss
23x risk
ES + 16.75 per
NQ + 8.00 per
Expiring NDX trade was immense (FT was extremely lucky to get pinned on short gamma):
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