Intraday is possible, but not at a frequency exceeding say, 10-15 RTs. I don't have any numbers on it. Swing trading? Absolutely. But then I can improve (in vol) any swing trading method taken in futures. Structurally, I mean.
Shit, just found your other thread and 've missed all the fun. See you've mastered options like no one else I've seen. Mesmerizing.
Up $13. That's right. I wanted to get it going, but I can't take any exposure in front of the Fed. I will be fading upside today, tomorrow, but not fading downside. The AAPL trade was a directional signal taken in vol.
Worked a long SPX JUN21/JUN26 2x diagonal. Short 50D on the position. I worked it as the news was hitting the tape. Good fill. Up $100 or so marked. I'll post a pic at the end of the day with marked PNL and tickers.
can't wait for the dest fund to have a independently audited track record published. however since he stated that he doesn't need the money i hope he still intends to go professional.
I'm utilizing half of the buying power. Lost a $1 + comms in a DB short that I don't want in there. Otherwise all positions remain open. Up over a grand, marked, so I'm not going to add here. Also, I'll add the only risk parameter which is no more than 50% utilization. I pay $0.50 per contract for eq vol. I don't know what my futures rate is (off-hand), but I won't be trading futs in this mIRA or equity shorts. Gain of $1,043 marked.
I'll add theta to the screen. Here's the DeltaPos and MTM: I added some SPY long to massage the SPX deltas.