Interactive brokers NinjaTrader + Kinetick data feed Custom C# execution engine to convert the NinjaTrader executions into option trades AWS hosted
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Over time the results will appear less correlated to the main indexes. There will be plenty of weeks where the SPY is down, but the strategy is up...
Roughly $654
Forgot to mention, the +$7,815 was on 436 trades this week.
Todays Results: Strategy 1: Open PL: +$199 Closed PL: -$418 Net: -$219 Strategy 2: Open PL: $0 Closed PL: +$446 Net: +$446 Closed PL Since...
Todays Results: Strategy 1: Open PL: -$911 Closed PL: +$1,856 Net: +$945 Strategy 2: Open PL: +$71 Closed PL: +$2,482 Net: +$2,553 Closed PL...
Ok, got a lot to discuss based on the action I am seeing. However, first - today's results. Strategy 1: Open PL: -$539 Closed PL: +$3,993 Net:...
The opening/closing trades are also listed. I update PNL every 10 minutes.. its how I keep track of the system throughout the day via twitter...
There has been plenty shared thus far and will be plenty more shared as time goes on. In the opening paragraph of this journal I wrote : "This...
Great day today. No major technology hiccups. I did find a bug in my twitter postings for strategy #1 - I am not properly distinguishing...
Great suggestion. I like that with Slack I can provide some level of control - such as to turn the system off remotely if I realize something is...
Good first day. I need to spend the new few hours evaluating the executions, but from a causal glance throughout the day - appears to have done...
As fate would have it - today is a very bearish day so far, resulting in several trades being stopped out. I am not overly concerned with those...
The OTM hedge are generally bought 90 days out. At any given time, I like to have 3 to 5x the number of put contracts for each 100 shares. For...
When I say I am allocating 250k of the account towards the strategy - its about margin tie up. The 20% return would be against that margin,...
I appreciate the feedback. This is not my first rodeo. To make money with options you need to either correctly predict volatility or predict...
It's a concept popularized by Nassim Taleb.
I am trading this strategy in an account that runs other strategies as well. This account is a portfolio margin account with roughly $735k...
Background I have been designing automated trading systems for about 20 years. Most of my systems fail when transitioning from dev to production....
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