Спекуляция Деривативами - Trade Ideas !!!

[worldCitizen]

Сегодня в минусе, завтра в плюсе

No-brainers: Short Russell/DOW, long Yen, and long gold. After Mexico play, I consider it as the second best trade of the year. Free money

I guess short SP500 would be a similar play, no?

[venumpro]

Сегодня в минусе, завтра в плюсе

No-brainers: Short Russell/DOW, long Yen, and long gold. After Mexico play, I consider it as the second best trade of the year. Free money

I guess short SP500 would be a similar play, no?

I guess. I just have no SPY positions at this moment.

I although think that IWM and DIA is at higher price extreme.

[venumpro]

Sold a lot of ATM puts in gold. Bargain prices. Couldn't resist

[venumpro]

Sold a lot of ATM puts in gold. Bargain prices. Couldn't resist

Закрыл 20% позиции

[worldCitizen]

Хорошая статья.

.............................
The least volatile investment one could have made in 2007 was in Bernie Madoff’s fund, and we know how that ended – just like the turkey. But there are many funds and strategies that are not frauds but still mask their risk in low volatility. As Schwager mentions, strategies that are explicitly or implicitly short volatility do just that.
Many option traders are drawn into option selling strategies for just this reason. They produce steady, solid returns most of the time. The P/L is a nice upward sloping track. I know of one options newsletter/auto-trade service that provides amazing steady returns – and then blows up about every four years. That may be ok for hedge funds you don’t own. But that doesn’t work for individual investors or traders… or turkeys.

I honestly don’t have a problem with short volatility strategies, and I use some myself. But don’t be fooled by low volatility, especially when looking at returns that don’t include big downturns in the respective markets (supposedly Long Term Capital Management didn’t include 1987 in the risk models on their strategies when they blew up about 10 years later). Using protection and limited risk selling strategies is the appropriate way to approach such strategies, even if the returns aren’t quite so impressive. Don’t be fooled into thinking that low volatility is low risk. Don’t be a turkey
https://www.simplertrading.com/blog/201 ... e-a-turkey" onclick="window.open(this.href);return false;

[ie]

Хорошая статья.

что вам в особенно понравилось?

[worldCitizen]

Хорошая статья.

что вам в особенно понравилось?

Основная идея о том что низкая волатильность не гарантирует уменьшения риска, а скорее усыпляет бдительность трейдера.

[ie]

Хорошая статья.

что вам в особенно понравилось?

Основная идея о том что низкая волатильность не гарантирует уменьшения риска, а скорее усыпляет бдительность трейдера.

но мы то с вами вроде как "looking for pockets of volatility", нет?
нам наоборот эта низкая волатилити как казе баян извините за вульгарность.

[worldCitizen]

Хорошая статья.

что вам в особенно понравилось?

Основная идея о том что низкая волатильность не гарантирует уменьшения риска, а скорее усыпляет бдительность трейдера.

но мы то с вами вроде как "looking for pockets of volatility", нет?
нам наоборот эта низкая волатилити как казе баян извините за вульгарность.

Согласен.

[venumpro]

Конец года получился такой же, как и в прошлом году

Закупился SPY и QQQ. Получилось 100% дельта нейтральное портфолио. В новый год войду long Theta, short Vega and no Delta risk

Желаю всем отличного 2017!!!!!!

[venumpro]

TastyWorks' commission structure is sweet. The platform is much lighter and faster than TOS.
Excited to use it.

[venumpro]

Closed gold puts. Good trade!

[venumpro]

Just finished going over 2016 performance. Did not reach my goal in terms of returns (underperformed projected returns by 30%) and number of trades (short 700 trades compared to last year). Work on startup + full time business does not leave enough time for trading

Conclusion: Need to find more time for trading, increase number of trades and take little more risk to meet the projections for next year. Hoping to see more volatility next year.

[metaller]

Just finished going over 2016 performance. Did not reach my goal in terms of returns (underperformed projected returns by 30%) and number of trades (short 700 trades compared to last year). Work on startup + full time business does not leave enough time for trading

Conclusion: Need to find more time for trading, increase number of trades and take little more risk to meet the projections for next year. Hoping to see more volatility next year.

С каких пор количество трейдов стало важно ? IMHO чем меньше, тем лучше.

[venumpro]

Just finished going over 2016 performance. Did not reach my goal in terms of returns (underperformed projected returns by 30%) and number of trades (short 700 trades compared to last year). Work on startup + full time business does not leave enough time for trading

Conclusion: Need to find more time for trading, increase number of trades and take little more risk to meet the projections for next year. Hoping to see more volatility next year.

С каких пор количество трейдов стало важно ? IMHO чем меньше, тем лучше.

Nope. It is called the law of large numbers. If you want to have a predictable result, you have to have large number of occurrences. Otherwise, you are relying purely on luck, which is at best 50/50 shot.

Casino or any insurance would not make money if the number of transactions is low. More transactions = more predictable outcome.

[venumpro]

Опять начал поглядывать в сторону Мексики. Mexico treated me well last year

Sold Feb 41 straddle in EWW for 2.91. Have no opinion on this stock

[inock]

Конец года получился такой же, как и в прошлом году

Чайнику можете обьяснить почему? Они ж прут вперёд как вне себе. Извините, если спрашиваю глупый вопрос.

[venumpro]

Конец года получился такой же, как и в прошлом году

Чайнику можете обьяснить почему? Они ж прут вперёд как вне себе. Извините, если спрашиваю глупый вопрос.

This is how I trade. I don't like guessing where market goes. So, I sell both sides, and after the move i deal with consequences.

[worldCitizen]

Купил традиционный Гугл март - январь кол спрэд за 6.

[venumpro]

Playing JPM earnings tomorrow. Have very messy position :

84.5 Jan 20 puts (3)
88 Jan 20 call
80 Feb 17 call
80 Feb 17 put
82.5 Feb 17 put
92.5 Feb 17 call

Overall delta (-10), theta (35), vega (-46)

I guess I want this stock to do absolutely nothing tomorrow.

[venumpro]

Зарядился Нетфликсом. Продал ratio strangle:

Jan 20 119 Put @ 1.54
Jan 20 146 Call @ 1.42
Feb 17 150 Call @ 2.01

Position Delta: -21; Gamma: -5; Theta 136; Vega -17

Ждем closing bell Идеальный вариант - stock opens unchanged

PS: Closed Jan 20 strangle @ 0.33 profit. Will reestablish something end of the day

[venumpro]

Январь получился отличным для premium sellers. Маркет стоял на месте и не двигался. Соответсвенно, и результаты такие же. +8% за три недели. Not too bad, considering the fact we had absolutely no volatility.

Moving forward, current market conditions are extremely dangerous. As a result, I had to significantly cut the size of my positions. At this moment, I am approximately 65% in cash and maintain minimal delta exposure. I guess, I am waiting for some kind of move up or down. If the market goes higher, I'll start incrementally shorting IWM, QQQ, and SPY. If we go lower, i'll start selling wide strangles in major indexes.

In the mean time, I'll play some earnings to keep myself awake.

[venumpro]

Looks like NFLX is within its expected move +/-$12.00
we may have another excellent day tomorrow

[metaller]

Хорошая статья.

.............................
The least volatile investment one could have made in 2007 was in Bernie Madoff’s fund, and we know how that ended – just like the turkey. But there are many funds and strategies that are not frauds but still mask their risk in low volatility. As Schwager mentions, strategies that are explicitly or implicitly short volatility do just that.
Many option traders are drawn into option selling strategies for just this reason. They produce steady, solid returns most of the time. The P/L is a nice upward sloping track. I know of one options newsletter/auto-trade service that provides amazing steady returns – and then blows up about every four years. That may be ok for hedge funds you don’t own. But that doesn’t work for individual investors or traders… or turkeys.

I honestly don’t have a problem with short volatility strategies, and I use some myself. But don’t be fooled by low volatility, especially when looking at returns that don’t include big downturns in the respective markets (supposedly Long Term Capital Management didn’t include 1987 in the risk models on their strategies when they blew up about 10 years later). Using protection and limited risk selling strategies is the appropriate way to approach such strategies, even if the returns aren’t quite so impressive. Don’t be fooled into thinking that low volatility is low risk. Don’t be a turkey
https://www.simplertrading.com/blog/201 ... e-a-turkey" onclick="window.open(this.href);return false;

Кто что думает об этой компашке simplertrading ? У них вроде ещё дочерние сайты есть simpleroptions, simplerfutures, simplerforex ...

[El Chapo]

Хотел узнать, кто-то будет заходит на русский рынок в 17 году? вроде много перспективных направлений по акциям