Short DAX at 7740

Quote from archimg77:

luck won't help you in the long term
More...

depends on the definition of ur luck..

mine is the intersection of preparation and oppoutunities..........

i think if Asus keeps it, he might get paid today...........GS and DB upgrades their forecast for NFP...........

Yes i know everybody knows GS is a liar.....
there i always a possibility for an exception plus yesterdays mkt action looks strange
 
Quote from xty:

depends on the definition of ur luck..

mine is the intersection of preparation and oppoutunities..........

i think if Asus keeps it, he might get paid today...........GS and DB upgrades their forecast for NFP...........

Yes i know everybody knows GS is a liar.....
there i always a possibility for an exception plus yesterdays mkt action looks strange
More...

Sure.
I'm lucky I didn't buy tops and sold bottoms.

Market was choppy this week but still up for a week.
Todays event : US jobs.

Sit tight and enjoy ride.
 

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Quote from archimg77:

Sure.
I'm lucky I didn't buy tops and sold bottoms.

Market was choppy this week but still up for a week.
Todays event : US jobs.

Sit tight and enjoy ride.
More...

EXCELLENT..............

u well prepared and when u saw the signs (oppoutunities you sold to the other guy from the miracle island.

U think FTSE cash holds 4620 b/4 NFP
 
Quote from xty:

EXCELLENT..............

u well prepared and when u saw the signs (oppoutunities you sold to the other guy from the miracle island.

U think FTSE cash holds 4620 b/4 NFP
More...


I do not like pure directional trades these days, I'm 2/3 times wrong, :-).

Basicaly, I do not have opinion.
I look at the graph, we have space to go further down to 4620 or so to match horizontal trendline over past few days.
 
Quote from ASusilovic:

Scale order :

buying 5450.00, 5500.00, 5550.00 August calls...
More...

To make things even more juicy :

adding 5350.00 to my armada of call options...

FDAX short.
 
Quote from archimg77:

I do not like pure directional trades these days, I'm 2/3 times wrong, :-).

Basicaly, I do not have opinion.
I look at the graph, we have space to go further down to 4620 or so to match horizontal trendline over past few days.
More...

Almost to what am seeing.... the main issue is not sure if the after mkt deep below 4600 last friday means anything
 
Quote from ASusilovic:

To make things even more juicy :

adding 5350.00 to my armada of call options...

FDAX short.
More...

Are you trying to replicate variance swap?!

How much do you delta hedge?
100%, 75% or 50%?
 
Quote from archimg77:

Are you trying to replicate variance swap?!

How much do you delta hedge?
100%, 75% or 50%?
More...

He, he, he...


Delta hedging is an art...repeatedly, I have outlined my favorite study on "Dynamic hedging", but here we go again :



Dynamic Hedging Strategies
In this article, the authors use the Black-Scholes option pricing model to
simulate hedging strategies for portfolios of derivatives and other assets.

by Simon Benninga and Zvi Wiener

http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf

Of course, it is just the theoretical background but a very useful one- if implemented by an experienced trader. :)
 
Quote from ASusilovic:

He, he, he...


Delta hedging is an art...repeatedly, I have outlined my favorite study on "Dynamic hedging", but here we go again :



Dynamic Hedging Strategies
In this article, the authors use the Black-Scholes option pricing model to
simulate hedging strategies for portfolios of derivatives and other assets.

by Simon Benninga and Zvi Wiener

http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf

Of course, it is just the theoretical background but a very useful one- if implemented by an experienced trader. :)
More...


Tried it twice, one starting with a winning position, the other one with a lossing position................

Psychology got the better of me with the one of lossing position but the winning position i kept running it for at least 5 months .

its a nice strategy though..........might give a way lots of upsides and also its better using long dated options
 
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