atticus' single-name delta book

Discussion in 'Journals' started by atticus, Nov 8, 2012.

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  1. newwurldmn

    newwurldmn

    cutting a lot of risk it seems.
     
    #211     Dec 4, 2012
  2. I want to see where we close.
     
    #212     Dec 4, 2012
  3. ammo

    ammo

    in relation to some benchmark,news,chart?
     
    #213     Dec 4, 2012
  4. Performance to date: >7.2% in 26 calendar days.


    I am feeling uneasy and want to see if we close at an excursion, up or down. I don't feel like building a neutral-book of vola, and can't afford to sell premium outright here, so looking for a delta-bet.
     
    #214     Dec 4, 2012
  5. ammo

    ammo

    aapl is in neutral...could be building a right shoulder
     
    #215     Dec 4, 2012
  6. ammo

    ammo

    goog
     
    #216     Dec 4, 2012
  7. goog looks like it has support.. apple still looks like its got alot of shoulder to create left yet..
     
    #217     Dec 4, 2012
  8. ammo

    ammo

    aapl ten day,start of the bounce,cant get an 11 day chart,stopped on the 71 ledge,could fill that gap/cleave beneath
     
    #218     Dec 4, 2012
  9. Dumped AAPL at neutrality. I was confident that 94 was a top, but unwilling to take risk to flipping modality on delta, and now at 73 we can see why. Vola is in the bottom two deciles so I am losing interest in AAPL. Maybe in calendars.
     
    #219     Dec 4, 2012
  10. Peak to trough was less than 4; so running 2x risk (profit factor) to date.
     
    #220     Dec 4, 2012
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