Diary of an LSE stock trader

Discussion in 'Journals' started by Mo06, Dec 12, 2012.

  1. henry76

    henry76

    As for corona , it seems it will probably peak in May , and stating the obvious , you can only catch it once ( for most of most), just think once past peak , whole psychology of outbreak will change .
     
    #351     Mar 7, 2020
  2. Mo06

    Mo06

    Well if just 10% of the population gets it, and 2% of cases are fatal, that's 15,000,000 deaths...

    This UK doctor is producing daily updates, no alarmism, just data...

     
    #352     Mar 8, 2020
  3. henry76

    henry76

    I think infection rates are likely to be a lot higher , the main limiting factor being what proportion of people have already had it ( which means it's going to be very hard to stop below some sort of saturation level , but as you say 50% of uk with 1% mortality is 300,000 uk alone.
    Though it's mainly coffin dodgers like myself in danger , but it certainly seems ( though I'm not certain ) will peak fairly quickly , with cases adding a zero approximately every 10 days in uk , and probably maybe 10 times that amount infected at this stage.
     
    #353     Mar 8, 2020
  4. Mo06

    Mo06

    Trading Summary Week Ended 13th March 2020

    33 Trades:

    1 AAL + 136 BPS.
    2 BHP + 862 BPS.
    2 BP + 6132 BPS.
    1 FRES + 230 BPS.
    1 MTRO + 1188 BPS.
    26 UK100 + 4336 BPS.

    1 long trade + 230 BPS.
    31 short trades + 12,654 BPS.
    23 intra-day trades + 2352 BPS.
    10 multi-day trade + 10,532 BPS.
    Total trades net + 12,884 BPS.
    Return on account for the week + 8.53 % net.
    P:L ratio N/A.
    Days traded: 5.
    Longest trade duration: 544 days.
    Shortest trade duration: 1 min.
    (All PNL expressed in basis points for the purpose of comparison.)

    Thoughts

    Another action - packed week on the global equity markets.

    On Sunday night / Monday morning we saw a huge fall on crude oil, after Saudi Arabia flooded the market. I cannot recall seeing a 30% move in one day before...

    So the oil and commodity stocks got hammered, as did the US and European markets.

    On Monday the FTSE broke below last week's low for the year, below 5900. The intra-day range was over 570 points (880 BPS), which is just huge.

    The FTSE mining index lost over 1500 points, again an enormous move. At one point on Monday morning, BP was down over 27%... in a few minutes. Truly panic selling.

    Monday's low was then broken late on Wednesday, and again on Thursday, we set another new low for the year, at 5237.48, before we saw a big rally on Friday, which was again sold into.

    The chart of the FTSE shows the carnage:


    FTSE 20200313.jpg

    Over the week the index was down just under 1100 points, or over 16%.

    Another decent week's trading for me, 97% all on the short side. All rallies were sold into again.
    More than triple my weekly 2.5% benchmark.

    Expecting more volatility next week.

    Stay disciplined.
    Stay focussed.
    Stay humble.
     
    #354     Mar 14, 2020
  5. henry76

    henry76

    Thanks for the chart , if you take the whole drop it's the biggest since the south sea bubble , (biggest ever drop), it makes 911 look like a walk in the park , especially as economically it (911)had no foundation , this does , the implications for countries like Italy are huge.
    Your returns are really good now , think you've always seemed reliable , feels like you've come out of your box a little.
     
    Last edited: Mar 14, 2020
    #355     Mar 14, 2020
  6. traider

    traider

    How do you manage so many positions in this type of volatility environment?
     
    #356     Mar 14, 2020
  7. henry76

    henry76

    I think a lot are relatively short term , the above chart being what 15 min?
     
    Last edited: Mar 14, 2020
    #357     Mar 14, 2020
  8. Mo06

    Mo06

    Trading Summary Week Ended 20th March 2020

    48 Trades:

    5 AAL + 3,244 BPS.
    3 BP + 1,446 BPS.
    1 FRES + 981 BPS.
    1 GLEN + 76 BPS.
    2 RDSB + 139 BPS.
    36 UK100 + 9,877 BPS.

    3 long trades - 2,408 BPS.
    45 short trades + 18,170 BPS.
    32 intra-day trades + 2,007 BPS.
    16 multi-day trade + 13,755 BPS.
    Total trades net + 15,762 BPS.
    Return on account for the week + 15.55 % net.
    P:L ratio 4.36:1.
    Days traded: 5.
    Longest trade duration: 666 days.
    Shortest trade duration: 2 min.
    (All PNL expressed in basis points for the purpose of comparison.)

    Thoughts

    Another very volatile week on the global equity markets.

    Crude oil fell to the low twenties on Wednesday, dragging down the oil and gas stocks..
    There were some huge moves in individual shares - RD Shell was down over 10% on Wednesday, before rebounding 10% on Thursday. A pretty remarkable move on the largest company on the FTSE. Unfortunately I only caught a fraction of the move, due to a poor entry and even poorer exit.

    Here is the chart of US crude oil over the course of the week:

    CRUDE 20200320.jpg


    On the FTSE, the high was 5419.3 (Friday morning) after making a low of 4898.79 on Monday.
    The index lost 175 points or 3.27% during the week.
    Apart from Thursday, the intra-day range was over 500 BPS every day, pretty high when you consider that some days this number is under 40.



    A busy week, with nearly 50 trades completed.
    A good week's trading for me, with the emphasis on the short side (94%).
    Well north of weekly 2.5% benchmark.

    Expecting more volatility and opportunities next week.

    Stay disciplined.
    Stay focussed.
    Stay humble.
     
    #358     Mar 21, 2020
  9. Mo06

    Mo06

    Trading Summary Week Ended 27th March 2020

    38 Trades:

    2 AAL + 2,890 BPS.
    1 BHP + 55 BPS.
    3 BP + 5,108 BPS.
    3 FRES + 218 BPS.
    1 GLEN + 205 BPS.
    28 UK100 + 7,217 BPS.

    8 long trades + 254 BPS.
    30 short trades + 15,439 BPS.
    32 intra-day trades + 1,056 BPS.
    6 multi-day trade + 14,637 BPS.
    Total trades net + 15,693 BPS.
    Return on account for the week + 12.01 % net.
    P:L ratio 828:1.
    Days traded: 5.
    Longest trade duration: 174 days.
    Shortest trade duration: 1 min.
    (All PNL expressed in basis points for the purpose of comparison.)

    Thoughts

    Another volatile week on the global equity markets.

    Markets reacted to news on the Corona virus, with the FTSE breaking below 5000 on Monday, before rallying over 9% on Tuesday.
    Looking back over the historical data, this was the second biggest percentage rise since the index was formed in 1984. Only 24th Nov 2008 was greater, at 9.84 %. Oddly enough, that's my birthday.
    Over the week, the index was up 320 points, or 6.16 %.

    Another active week, with over 30 trades completed.
    A good week's trading for me, with the emphasis on the short side (79%).
    Quite stressful though.
    Well above my weekly 2.5% benchmark.

    Expecting more volatility and opportunities next week.

    Stay disciplined.
    Stay focussed.
    Stay humble.
     
    #359     Mar 28, 2020
  10. traider

    traider

    What is the max number of trades that you can manage concurrently? Do you use automation to help you?
     
    #360     Mar 28, 2020