How to hedge

Discussion in 'Index Futures' started by Mdtbyk, Sep 17, 2017.

  1. Xela

    Xela


    Undoubtedly - but that, too, isn't a reason not to use them. :)
     
    #21     Sep 18, 2017
    speedo, comagnum and 777 like this.
  2. comagnum

    comagnum

    CI -Japanese trader that made a reported $34M inside of 2 weeks.

    "a well-played stop-loss is just about the most beautiful trade there is."
     
    #22     Sep 18, 2017
    Adam777, Xela and speedo like this.
  3. DeltaRisk

    DeltaRisk

    If only for the sake of argument, don't consider yourself "hedged," with a stop loss.
     
    #23     Sep 18, 2017
  4. lol, thats 2 points on one contract.

    cant be hedged
     
    #24     Sep 18, 2017
  5. Mdtbyk

    Mdtbyk

    I guess I'll get Back when I have 200k to trade ;)
     
    #25     Sep 18, 2017
  6. Overnight

    Overnight

    Yes, it can. Spread it with a broker that recognizes CME margin credits.
     
    #26     Sep 18, 2017
  7. Dolemite

    Dolemite

    If you are only trading 10k, I would strongly urge you to move to SPY until you build up more capital. Hedging a 1% risk is too tight, you will end up severely limiting returns.
     
    #27     Sep 19, 2017
  8. The only way to limit losses to 1% on a piker account like that is to buy options.

    This will also limit gains. You will be old and gray by the time you double the account , unless you blow it all much younger which is 10000x more likely.
     
    #28     Sep 19, 2017
  9. bone

    bone

    Agree with a firm GTC stop limit order for loss mitigation.

    In terms of hedging - if you allow a flat price outright position to go against you, and only then you decide to "hedge" the underwater stinker, it only makes matters much much worse. If you're trading outrights, take a clean outright loss.

    Dynamic hedging is a complex strategy used by big commercials. The firm is essentially hedging forward production or costs on-the-run, and complex basis models are required.

    Having said all that, there are plenty of inter market speculative trading strategies that involve hedging - but they are designed from the start to capture convergence or divergence between highly correlated instruments. Examples might be: ES vs NQ, Dow vs Russell, Kospi vs Nikkei, FTSE vs CAC-40; and lots of arbitrage: for example, a basket of equity shares from a dark pool versus ES futures. These speculative hedged Spread positions are executed as simultaneous as possible - letting naked legs run wild is a major no-no and will get you blown out or fired in short order (as such irresponsibility defeats the strategy design and purpose).

    Many high speed intraday automated trading designs are in fact based upon correlated lead-lag or inter market Spread strategies - the possible options available electronically worldwide surely number in the millions.
     
    Last edited: Sep 21, 2017
    #29     Sep 21, 2017