Interesting article = Something Strange Emerges When Looking At A Congresswoman's Daytrading Records

Haha sorry I was just sarcastically echoing what someone else said earlier.

Regarding analyzing her trades, I was able to import them to Excel from the pdf file (no mean feat). If anyone wants to make sense of the trades to glean a strategy from them here's a csv you can open in Excel or whatever:
Sorry, missed the sarcasm. Thanks for the excel file, just used it in my analysis above.
 
Say what you will about the USG but I must commend the Office of the Clerk of the United States House of Representatives. They generate very nice, readable reports and have an easy to use search function.

To find Rep. Chu's other transaction reports go here and type in "chu" for the last name:
http://clerk.house.gov/public_disc/financial-search.aspx

It'd be fun to try to piece together her trading profitability.
 
It looks like the trades in S&P500 are mainly to capture theta or a bit of vega short play. Most are short put spreads and the ones that are bought seem like later buy backs of the short leg.
Also, there are a few iron condors with long the wings, short the body... typical for short vega/theta capture.

the calls were traded around ATM at the time... puts were all OTM spread. I don't see any directional stuff happening, so must all be theta/vega.

that 14 call on ultra short VIX... it's all short vols they've been doing...

Looks like they weren't very well positioned for BREXIT...
 
It looks like the trades in S&P500 are mainly to capture theta or a bit of vega short play. Most are short put spreads and the ones that are bought seem like later buy backs of the short leg.
Also, there are a few iron condors with long the wings, short the body... typical for short vega/theta capture.

the calls were traded around ATM at the time... puts were all OTM spread. I don't see any directional stuff happening, so must all be theta/vega.

that 14 call on ultra short VIX... it's all short vols they've been doing...

Looks like they weren't very well positioned for BREXIT...

"There is nothing new under this Sun."
 
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