riskarb's trading journal

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Quote from riskarb:

I foresee the DAX +2% max on today's action -- I haven't looked at DAX futures, but that would be my take. Europe seems to lead on the downside, US on the upside. I would be long US/Canada, short EUR.
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does your SW has a "Best Lead/Lag" function ? You should get one those
 
Quote from IV_Trader:

does your SW has a "Best Lead/Lag" function ? You should get one those
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Yeah, I had a heatmap installed on my retina -- nanosurgery! Seriously, yes, I use a heatmap in LMT Expo, but I only look at it EOD.
 
Quote from riskarb:

Yeah, I had a heatmap installed on my retina -- nanosurgery! Seriously, yes, I use a heatmap in LMT Expo, but I only look at it EOD.
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Tell your bro that you need it ; his programmer can do it in no time , its not a big deal.
 
Quote from IV_Trader:

Paging Mr.Freesbee for public whipping.
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Yes?

Hey, I want Riskarb to win the barrier bets too you know. It seemed to me was getting dogged with barriers just being barely touched the last few times. Just too many times in a row.

Awesome job Riskarb seeing that reversal and acting on it. Everyone complimented you already on it so I didn't think you needed a me-too response from me. I appreciate you sharing this journal with us to no end.
 
Quote from riskarb:

CME Straddle:

Sold 50 CME June 450 synthetic straddles [short spot x 450p, 1x2] at 33%vol, $24.80 natural. I expect that we'll touch 30% vol within a week and hover within 12 handles of the 450 strike. Spot = $455-56 currently.
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Are you still holding this? as you eluded in your recent goog, cme post where u lost $$? I'm confused.

You should've earned a shitload of premium if still holding.

It's been a good month for me collecting CME premium(was able to sit on my hands).
 
Quote from frisbeeca:

Yes?

Hey, I want Riskarb to win the barrier bets too you know. It seemed to me was getting dogged with barriers just being barely touched the last few times. Just too many times in a row.

Awesome job Riskarb seeing that reversal and acting on it. Everyone complimented you already on it so I didn't think you needed a me-too response from me. I appreciate you sharing this journal with us to no end.
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OK then :)
 
Quote from volatilitypimp:

Are you still holding this? as you eluded in your recent goog, cme post where u lost $$? I'm confused.

You should've earned a shitload of premium if still holding.

It's been a good month for me collecting CME premium(was able to sit on my hands).
More...

Yeah, it got lost in ths shuffle due to the size. I added to it today. http://www.elitetrader.com/vb/showthread.php?s=&postid=1089525&highlight=cme#post1089525

I knew Frisbeeca was hoping for the best! =)
 
Quote from riskarb:

Not interested in posting the PnL here, but traded size in the GOOG 390 [6.00] and CME 450 [6.30] straddles, short June into expiration. Not recommended. =)
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Best to buy the 20-wide wings on trades like this to avoid potential blowouts on expiration combos. Wouldn't need to pay more than $.20 to convert to the fly.
 
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