My performance last week. Not a very good week, but I promised myself to give it 10 weeks.
BIDU fell so IV went up. I made on my position than I could have at this price (if closed at expiration) so closed it early. I will post rest of...
I would believe that my trades are still of positive expectancy, but I look at profit factor instead. Of course every spread has some historical...
I assume that moves in the future are equally likely to the ones in the past. Nothing to do with lognormal distribution and standard deviation. If...
Based on historical volatility, or more precisely on a sample of historical moves of the underlying during N amount of days, where N is days to...
Each trade is independent. My system scans for positive expectancy spreads with current market prices as input. Every market seems to have some...
f profit vs underlying:
bac profit vs underlying:
BAC and F entries are shown on screen:
Sure, which ones?
All next week. Here is my risk profile, greeks and so on:
Trades: AAPL: Sell 3x 395 Call, Buy 3x 415 Call, Sell 2x 395 Put, Buy 2x 415 Put BAC: Buy 20x 11 Call, Sell 20x 11.5 Call, Buy 30x 11 Put BIDU:...
I used to post my trades on the thread 'Weekly options experiment'. Method that I tried there was too directional - to win on a trade I would have...
New trades for this week: Buy 1 AAPL Mar13 430 Put Buy 4 BIDU Mar13 87.5 Put Buy 5 C Mar13 46 Put Buy 40 F Mar13 13 Call Buy 1 GOOG Mar13 835...
New trades for this week: Buy 1 AAPL Mar-8-13 430 PUT Buy 3 BIDU Mar-8-13 90 PUT Buy 13 F Mar-8-13 12.5 CALL Buy 3 GOOG Mar-8-13 825 CALL...
Trades for the next week: Buy 1 AAPL Feb-22-13 450/475 Put vertical Buy 8 BAC Feb-22-13 12 Call Buy 5 BBRY Feb-22-13 14.5/15 Call vertical Buy...
I've sold-to-close 10 C 43 calls and for the profit I bought 15 44 calls. 43 calls were still with positive expectancy but not so good, 44s give...
Biggest disappointment this week is my trade in BIDU. I was right about the direction and yet I've lost money. On Monday I bought 2x put spread...
I have closed most positions (except for GOOG and SPX) and opened new ones for the next week: Buy 1 AAPL Feb13 470 Put Buy 41 BAC Feb13 12 Call...
Some trades this afternoon: Sell 2 BIDU Feb-8-13 110/115 Put Vertical to close Buy 4 BIDU Feb-8-13 95 Put to open Buy 4 BBRY Feb-8-13 15.5 Call...
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