one-offs

Discussion in 'Journals' started by destriero, Nov 10, 2023.

  1. demoncore

    demoncore

    There is an arb in NDX/QQQ if vols hold to Monday AM. If it fills I'll post the "performance" tab payoff within the front end.
     
    #321     May 18, 2025
  2. demoncore

    demoncore

    The arb was persistent.

    upload_2025-5-19_7-19-15.png
     
  3. demoncore

    demoncore

  4. cesfx

    cesfx

    Beautiful!
    Is it a skew lock arb again?

    and did you find it over the weekend? as you mentioned "if it fills" yesterday
     
  5. demoncore

    demoncore

    Yeah, over the weekend. I assumed that the drop would impact the credit (unfavorably) and it did, but I still got it off at a credit. I legged into it but only did a dime worse than Friday's close.
     
    nbbo and cesfx like this.
  6. demoncore

    demoncore

    Added NDX SL

    upload_2025-5-19_7-44-46.png
     
  7. demoncore

    demoncore

    My VaR is $0. They don't produce -values.
     
  8. demoncore

    demoncore

    upload_2025-5-19_8-0-18.png
     
    Sekiyo likes this.
  9. demoncore

    demoncore

  10. Sekiyo

    Sekiyo

    spy likes this.