one-offs

Massive ramp to Nov8.

 

I am short TLT gamma. Risk below 87.5 out to Nov15.

 

5% day. Pinned on a Monday exp in SPX. SVLD in TLT. Long delts in SPX asym fly for Jan, short RR in Feb.

 

Went into the day long GS, short bank risk-reversals (short vol swap). GS rallied 5X/hedge. Covered GS 93.5, shorted ETF RR, went long GS vol under market. RR is skewed ad GS/index swap. Sounds like the hedge was weak, and it was a bit, but the pkg would have been profitable at 580 shares.

Also short MSFT and short discrete fly in NDX (long delts). Generally don't like to pay skew on index RRs but MSFT is such a dog.

Was long SMH, short MU. Don't ask.

Fck yes. F y'all going to Fiji (not).

 

jesus, how do you screen such an expansive universe to find these various niche risk arbs?

 

My ex is a trader. Says it's eidetic memory and w/o which I'd be a ditch digger. it's 100% manual/discretionary.

 

Half of the gain was MU early in the day.

 

SLs massive edge.

 

Two expiries? Or more?