Riskarb's trading journal:
I will try to include all aspects of my trading in personal and professional accounts; gamma, vega and kurtosis bets in vanilla and exotic options; as well as directional bets in equity, equity index, FX and various commodities. The execution-posts wall focus on trading rather than dissection. Actual positions will be scaled to match the journal portfolio notional value of $1 million. Due to time constraints [new baby, traveling, etc.], I'll limit my posting on ET to this journal. Feel free to post and add content and criticism [constructive, I hope].
I will try to include all aspects of my trading in personal and professional accounts; gamma, vega and kurtosis bets in vanilla and exotic options; as well as directional bets in equity, equity index, FX and various commodities. The execution-posts wall focus on trading rather than dissection. Actual positions will be scaled to match the journal portfolio notional value of $1 million. Due to time constraints [new baby, traveling, etc.], I'll limit my posting on ET to this journal. Feel free to post and add content and criticism [constructive, I hope].
BTW riskarb, if you post a trade that I like, I hope you don't mind if I poach it.