one-offs

outperf.

 

Wait until spooz open tomorrow! This is just ES. Pure arb haircut under vanna-volga

 

80-lot NDX.

 

205 lot index. <$400 VaR. Pure vol-arb.

 

Req increasing on concentration but VaR dropping.

 

Let's fucking go!



The $11K is nice, but I have 424 lots on, mixed index, at zero VaR.

 

$16K Vega

 

Out to the 26th of Feb. Time stress; no vol-shift. I will add 100 beeps in vol globally below 5980 SPX.

 

8% return on margin. inf return on risk. 18K Vega.