ES, yield curve and gold

Discussion in 'Journals' started by atrp2biz, Jan 5, 2023.

  1. atrp2biz

    atrp2biz

    Today's results: A
    Today's trading: F

    Have you ever bought (sold) when you wanted to sell (buy)? Well I did it this morning--twice! Once immediately after the CPI release at 6:32 and again at 7:48. FFS. This only happens when I trade with my phone. To make matters worse, I didn't fix the trade right away. I figured, "let's make some money with this mistake and wait for the market to come down a few more ticks". I took some heat between CPI release and RTH open with ES climbing to 4020. I got lucky that the markets came down right after the morning bell.

    I closed my ES short, call ratio and SPX put diagonal in the first half hour of RTH. Volatility was annihilated throughout the day. I opened an SPX Jan31/Feb28 3950 put calendar in the afternoon and scalped the ES to the downside.

    Yield curve continued to flatten/invert today although it steepened significantly immediately after the CPI release.

    Positions are pretty light. There aren't many attractive short vol opportunities right now.

    upload_2023-1-12_14-12-11.png

    upload_2023-1-12_14-19-18.png
     
    #11     Jan 12, 2023
  2. atrp2biz

    atrp2biz

    It's been pretty quiet on the trading front since my last update.

    I closed my SPX put calendar @$45.20 today with the volatility bump. I also re-initiated a short ES position last night and this morning. I legged into the short puts, mostly in the morning, and a few in the afternoon. Rolled some puts down throughout the day to maintain a negative delta. Good P/L today with ES/SPX.

    Bought 2 GC contracts @$1906.

    Yield curve steepener continues to suck. I added 2 ZT contracts today as the curve continues to translate down.

    +C$37.7k YTD

    upload_2023-1-18_14-36-54.png
     
    Last edited: Jan 18, 2023
    #12     Jan 18, 2023
  3. atrp2biz

    atrp2biz

    1. Traded ES pretty decently. I picked off the bottom by selling Feb 3900 puts for $86 (with ES=3905). Adjusted delta the rest of the day.

    2. GC made the bulk of the day's P/L. Definitely remains a medium-term hold.

    3. NFLX earnings play with a Jan 20 315/335 call ratio (+3/-6). As I'm typing, NFLX is $335 after-hours. Stay....right....here....

    upload_2023-1-19_13-59-45.png

    upload_2023-1-19_14-0-19.png
     
    #13     Jan 19, 2023
  4. atrp2biz

    atrp2biz

    1. Big move up on ES so I had to chase up puts throughout the day.

    2. Scalped some GC contracts in the morning--ended up being a decent day.

    3. NFLX call ratio was perfect. It's always nice to credit on both the open and close of a spread.

    Another decent week. I can't complain about the start to 2023.
    +$54.2k YTD

    upload_2023-1-20_14-9-15.png
     
    #14     Jan 20, 2023
  5. atrp2biz

    atrp2biz

    Question to those in this cricket field: Based on my trading style and as a Canadian, am I best served with IB or another broker?
     
    #15     Jan 20, 2023
  6. Overnight

    Overnight

    Why try to fix what is not broken? You claim you are + FIFTY-FOUR THOUSAND DOLLARS IN 20 DAYS.

    The hell is wrong with people like you?
     
    #16     Jan 20, 2023
  7. atrp2biz

    atrp2biz

    One should strive towards continuous improvement. If there’s a better platform to meet my needs, why not consider it?

    I’m also not naive to think that this performance will continue for the remaining 345 days of the year.
     
    #17     Jan 20, 2023
  8. Overnight

    Overnight

    Because based upon what I see, you do not NEED it. It would be like you going from Windows to Linux. What is the point when what you have is working so well? Don't break it!

     
    #18     Jan 20, 2023
  9. atrp2biz

    atrp2biz

    1. Rolled up some ES puts in the morning. I added to the short delta mid-day @4041 and bought the contract back @4022. Currently d=-62 (where one ES contract = 50). Legged into a short-term 3980 put calendar (Jan 31/Feb 28) near the close. I'll sell this calendar if SPX touches 3980 between now and the end of January.

    2. I sold the 3 February GC contracts last night @1932. I woke up in the middle of the night to see GC down ~$10 from when I last looked at it so I legged into the April contracts. I laid out some calls, bought some more contracts and laid out more calls early in the morning. Strong P/L for the day. I felt I was taking some long risk by waiting to sell calls, but it worked out this time. Delta is currently the equivalent of +2 contracts.

    3. 2/10 yield curve...:thumbsdown:

    upload_2023-1-23_14-5-54.png
     
    Last edited: Jan 23, 2023
    #19     Jan 23, 2023
  10. Overnight

    Overnight

    Be prepared for the biggun is 6 trading days. Powell is going to put some nails in coffins. I have learned to dislike that man.
     
    #20     Jan 23, 2023