Managing Funds for a Living

Discussion in 'Professional Trading' started by paysense, May 18, 2007.

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  1. -more musings:

    Friday (late-session/close):

    $7,800 (C2) open profit - $.07 or $1,750 left to erode from short and long (spread) options.
    Fund @ ~15% loss. Another $350 "mistake", as I (again) was lowering my stop target for 10 PRKR Jul 12.5 call options that were eroding to "0" - and "accidentally" closed the position. We'd be sitting a lot prettier if not for the "mistakes". Perhaps C2 stats are behind me though, when an interesting graphic is displayed from clicking the "Adjusted by Realism Factor" button.

    The put-call ratio remains rather high at 1.14, reflecting continuing nervousness among investors.
    As the indexes now penetrate their way lower...this manager is going golfing. Cya!

    Into the close...
    Indexes suddenly forge to new lows - not surprising...the market is in the tank (again).
    NYSE says instituted downside trading curbs.
    My only regret is I couldn't get good prices for a WOTM DJX spread trade when the DJIA was off "just" 135 points or at 13,330.
    I guess (if we don't get a "wild bounce"), I'll have to close my QQQ spread trade and open a new one at lower strikes to profit further from this "market correction".
    Today's action is likely "sobering" for many C2 vendors.

    Dow off 235/Nasdaq off 60 - to close at the lows. Vix (Cboe Volatility Index/"fear factor") reaches new all-time closing high. Vxn at (or near) its highest point since Aug 2004.

    Every index has broken support (SPX/Nasdaq/NYA/RUT/MID/SML). And now the DJIA seems to want to forge further below the 132.50 lower support level. Volume did increase with the swift decline.

    I've seen stranger things, though. Many weeks before (it actually happened) I actually mused: "Can it (Nasdaq) carry the market back up to new highs?", when all the other indexes were languishing or in serious disarray. We did recently witness just that (however, short-lived). A breakout by the major indexes to forge into new high territory!

    Now that only the 30 Dow industrial stocks are "holding(/hovering)" around support - while the rest of the indexes plummet, will it (DJIA) pull them all back up to (what many think are) "reasonable levels"?

    Coulda, woulda, shoulda got this trade yesterday:???
    DJX (134.6) 137-138 9DJYHG DJYHH) looking good @ .7 x .45 spread. Will we still get another massive bounce on light volume?

    Kingdom Capital Covered Call Fund (basically attempts to profit from short option sells by "accurately" targeting broad market trends) now 12.76k off the high (100k) - MUCH more reasonable and in keeping with sidestep to a down market. (I need to profit more from spreads during this correction.)

    Now $7,750 open profit with $.04 of option spread left to "erode" with 3 weeks 'til expiration.

    This type (stated above) of approach is not as "high-stress" impacted as "scalping" or daytrading. With the trend correctly targeted - once options are sold...you profit by simply letting time go by.

    Markets will always continue to forge into new highs and have historically done so. By moving funds into covered calls at or near the bottom of a market correction, one can profit handsomely (30-100%) - with little effort. The difference between stocks trades and covered call trades is the short option provides a hedge if the stock moves down - and you benefit by getting the cash from the gain "up front".

    However, once we do "top" it is imperative that these gains be preserved (or minimally lost) as the next "corrective" phase is entered. Only then can funds be compounded at a reasonably high annual growth rate for the "life of the market". Furthermore, letting the market be your guide takes a lot of the ambiguities out of fund management.

    Gilbert

    -the "official":

    Week of August 4, 2007

    Friday, August 3, 2007
    Close

    A bloody ending to a bloody week as sellers take the wheel. Advancing stocks outnumbered decliners by roughly 5-to-1 on both exchanges. Of 197 industry groups, 194 logged losses for the day.

    The Dow Jones Industrial Average plummeted 281.42 points, or 2.09% to 13,181.91.
    The Nasdaq Composite sank 64.73 points, or 2.51% to 2,511.25.
    The Standard & Poor's 500 Index erased 39.14 points, or 2.66% to 1,433.06.

    Paysense

    I have actually grown 50% with covered calls from last August just before the "top". Since the top...about a 12% loss has been contained and I am looking for the next 30%+ rampup once I correctly spot a bottom to the market correction. Also, about 7% of the loss was my error that has since been made up with WOTM Index Option Spread trading.
     
    #311     Aug 3, 2007
  2. VIX hit 45 on a closing basis in August of 1998. How's the mental diarrhea? Doesn't your head hurt?
     
    #312     Aug 3, 2007
  3. I guess the difference is that I know how to navigate tops and bottoms. I know how to compound powerful gains with covered calls (even if not the choice of others).

    Most importantly this relatively low risk approach actually nails about as high (or good enuf) a compounded annual average one can extract OVER TIME from the market.

    Key point...I can do what I say. Another key point - I can (with almost certaintly) tell you what losses the gurus' are incurring and where they will be in 5 years - just playing around.

    The reason I KNOW. I'm laying out concrete evidence that will unfold as such over time - and despite my requests to show comparable goals (the only ones that really matter) haveing been/being met. And I got silence.


    So you tell me.

    -more musings:

    Friday (late-session/close):

    $7,800 (C2) open profit - $.07 or $1,750 left to erode from short and long (spread) options.
    Fund @ ~15% loss. Another $350 "mistake", as I (again) was lowering my stop target for 10 PRKR Jul 12.5 call options that were eroding to "0" - and "accidentally" closed the position. We'd be sitting a lot prettier if not for the "mistakes". Perhaps C2 stats are behind me though, when an interesting graphic is displayed from clicking the "Adjusted by Realism Factor" button.

    The put-call ratio remains rather high at 1.14, reflecting continuing nervousness among investors.
    As the indexes now penetrate their way lower...this manager is going golfing. Cya!

    Into the close...
    Indexes suddenly forge to new lows - not surprising...the market is in the tank (again).
    NYSE says instituted downside trading curbs.
    My only regret is I couldn't get good prices for a WOTM DJX spread trade when the DJIA was off "just" 135 points or at 13,330.
    I guess (if we don't get a "wild bounce"), I'll have to close my QQQ spread trade and open a new one at lower strikes to profit further from this "market correction".
    Today's action is likely "sobering" for many C2 vendors.

    Dow off 235/Nasdaq off 60 - to close at the lows. Vix (Cboe Volatility Index/"fear factor") reaches new all-time closing high. Vxn at (or near) its highest point since Aug 2004.

    Every index has broken support (SPX/Nasdaq/NYA/RUT/MID/SML). And now the DJIA seems to want to forge further below the 132.50 lower support level. Volume did increase with the swift decline.

    I've seen stranger things, though. Many weeks before (it actually happened) I actually mused: "Can it (Nasdaq) carry the market back up to new highs?", when all the other indexes were languishing or in serious disarray. We did recently witness just that (however, short-lived). A breakout by the major indexes to forge into new high territory!

    Now that only the 30 Dow industrial stocks are "holding(/hovering)" around support - while the rest of the indexes plummet, will it (DJIA) pull them all back up to (what many think are) "reasonable levels"?

    Coulda, woulda, shoulda got this trade yesterday:???
    DJX (134.6) 137-138 9DJYHG DJYHH) looking good @ .7 x .45 spread. Will we still get another massive bounce on light volume?

    Kingdom Capital Covered Call Fund (basically attempts to profit from short option sells by "accurately" targeting broad market trends) now 12.76k off the high (100k) - MUCH more reasonable and in keeping with sidestep to a down market. (I need to profit more from spreads during this correction.)

    Now $7,750 open profit with $.04 of option spread left to "erode" with 3 weeks 'til expiration.

    This type (stated above) of approach is not as "high-stress" impacted as "scalping" or daytrading. With the trend correctly targeted - once options are sold...you profit by simply letting time go by.

    Markets will always continue to forge into new highs and have historically done so. By moving funds into covered calls at or near the bottom of a market correction, one can profit handsomely (30-100%) - with little effort. The difference between stocks trades and covered call trades is the short option provides a hedge if the stock moves down - and you benefit by getting the cash from the gain "up front".

    However, once we do "top" it is imperative that these gains be preserved (or minimally lost) as the next "corrective" phase is entered. Only then can funds be compounded at a reasonably high annual growth rate for the "life of the market". Furthermore, letting the market be your guide takes a lot of the ambiguities out of fund management.

    Gilbert

    -the "official":

    Week of August 4, 2007

    Friday, August 3, 2007
    Close

    A bloody ending to a bloody week as sellers take the wheel. Advancing stocks outnumbered decliners by roughly 5-to-1 on both exchanges. Of 197 industry groups, 194 logged losses for the day.

    The Dow Jones Industrial Average plummeted 281.42 points, or 2.09% to 13,181.91.
    The Nasdaq Composite sank 64.73 points, or 2.51% to 2,511.25.
    The Standard & Poor's 500 Index erased 39.14 points, or 2.66% to 1,433.06.

    PS I am simply navigating my way to the next venture - and I have taken a lot of unecessary pot shots from "educated" people who try to turn things aroung on me - all the while averting the stated and being attained merits.
     
    #313     Aug 3, 2007
  4. Yes, once again you are probably "technically"correct. My charting data didn't go back that far (but of course I'm not in the trading offices of the likes of Bear Stearns, etc.)

    You are missing the point. Did you watch this gauge, place value on it, exit long positions up to it's continuing highs (not because of it, but in tandem) and safely salvage the HUGE ramp you had to your gains?

    Or perhaps you have (other) methods (along with accurate market analysis) that you continue to profit from (as you had in 2007) that barely saw a blip to the trajectory to your funds?

    Because if your gains went up as quickly as this market is tanking and is being negatively impacted as such in this current process...I understand your nit-picking.

    Paysense.
     
    #314     Aug 3, 2007
  5. No, sorry to disappoint you. Speaking of BSC, I banked 5 handles on 10k shares today. Coincidentally, I hit a new peak equity today as well. Thanks for your concern.
     
    #315     Aug 3, 2007
  6. Like I said, my hat is off to you.

    http://www.elitetrader.com/vb/showthread.php?s=&postid=1555345#post1555345

    So what do you (conservatively) project your compounded annual average to be over the next say 7 years?

    Gilbert

    PS Remember...I train in fund management services (that do reach our targets) with covered calls - so whatever you are doing, of course I would NOT have a 'handle' on.

    Best of Luck and great trading to be at an all-time high:cool:

    Gilbert
     
    #316     Aug 3, 2007
  7. I haven't done a compounding projection. It's not practical for a variety of reasons. My primary concern is my risk-adjusted return. FWIW, I've earned 24x my DD this year to date.
     
    #317     Aug 3, 2007
  8. GTS

    GTS

    Results of first two months of Kingdom @ C2:

    Trades 48
    Profitable 22
    Losses 26
    Win % 45.8%
    APD Ratio -0.20

    Cumu $ ($18,810)
    after typical commission ($20,640)
    Avg Win $1,612
    Avg Loss $2,087
    Profit Factor 0.7:1
    P/L per unit ($13.15)

    Sharpe Ratio -3.465
    Max Drawdown 21.08% (20070530 to 20070726)
     
    #318     Aug 7, 2007
  9. Showing us what a great fade trade you are...

     
    #319     Aug 7, 2007
  10. #320     Aug 10, 2007
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