Adam's Vol Edge Trading Journal

Discussion in 'Journals' started by Doobs789, Jan 24, 2020.

  1. Doobs789

    Doobs789

    SPX trade obviously went against me, almost from inception. I still think it offers decent R/R, but less so than I did at onset. Thankfully, GOOGL, and to a lesser extent AAPL, trades bailed me out once again. A smart person would stop trying to fight the trend, and just take the low hanging fruit. But, I am unburdened by genius, so I'll keep it rolling. Below is summary of open positions, including greeks/Pnl per trade, as well as for total book (Delta/Gamma are beta weighted to SPX);

    Feb05 Acct.JPG
     
    #131     Feb 5, 2020
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  2. Doobs789

    Doobs789

    I will kill SPX fly and hedge on touch of 3350 cash.
     
    #132     Feb 5, 2020

  3. I went short index deltas and long vol today at the close (3335 SPX).
     
    #133     Feb 5, 2020
  4. Doobs789

    Doobs789

    Oh, well in that case, I cannot lose. I have stop built in! Flattening, reversing, doubling ES position.

    It’s a turkey shoot!
     
    #134     Feb 5, 2020
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  5. Doobs789

    Doobs789

    Hump day for a [self-proclaimed] BSD...

    DA9C6921-9520-4ACA-9C60-505F7B76AA23.jpeg
     
    #135     Feb 5, 2020
    PoopyDeek likes this.
  6. I think you have earned this one.., enjoy
     
    #136     Feb 5, 2020
  7. :thumbsup:
     
    #137     Feb 5, 2020
  8. Hi Doobs789,

    How does one go about learning to trade in the way that you do? I'm definitely on the newer side of options trading after being introduced to it via the Wheel strategy two months ago(I've been trading equities and index futures directionally for a few years).

    I see you recommended a few books in a comment ( Hull and Sinclair). Volitility Trading looks very math heavy while skimming through a pdf of it even with a finance degree.
     
    #138     Feb 5, 2020
  9. I am long the Feb10/Feb14 3320/3310 put spread from 6.10. It was neutral at the close (+35D/-35D).

    I just shorted futs here at 53.50.
     
    #139     Feb 6, 2020
    Doobs789 likes this.
  10. Really interesting thread @Doobs789 .

    Thanks for taking the time to share so much with candour.

    If vol drops off on SPX, you're on for a good week! :D

    Probably a numpty question if I may, but what's PF?

    and

     
    #140     Feb 6, 2020