Option replication and exotics journal

Discussion in 'Journals' started by riskarb, Jul 14, 2005.

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  1. Covered short at 16,570
     
    #701     Jan 30, 2006
  2. mahras2

    mahras2

    Was that based on your trading model or more of a discretionary trade? Great to see profits either ways tho :)
     
    #702     Jan 30, 2006
  3. Somewhat of a hybrid, but based upon a stat vol projection on cash that had me selling at 16700-720 on futures. Thanks.
     
    #703     Jan 30, 2006
  4. mahras2

    mahras2

    Sounds great man. Hope that acct hits 200% returns for the year since the start of this journal.
     
    #704     Jan 30, 2006
  5. Thanks B. From your mouth to the market-God's ear.
     
    #705     Jan 30, 2006
  6. Bad luck on the hit. Should be OK with this one after a pullback, though it could be close if last week's madness continues. Good luck!

     
    #706     Jan 30, 2006
  7. Long another 50 from 568400
     
    #707     Jan 30, 2006
  8. fader

    fader

    hi riskarb - where are you getting quotes for volatilites shorter than the front option month? i.e. my data shows $VDAX has not been much below 13 this year, i am assuming that are you getting 12%-13% for the duration of your trade, i.e. approx. 1/2 of the 30 day period used for vdax calcs? (or is my data wrong?... looks ok, i've checked against the deutsche-boerse site) - also, are you doing these barriers OTC or is there a more centralized market? - thx, great journal, very interesting - all the best.
     
    #708     Feb 1, 2006
  9. Are you using strip vols? I was referring to the vanilla, exchange call struck at 5750 which carries -skew -- the strike which best-matched the barrier, and I believe the 25d otm call was printing 13vol at the time. It's important to use strike vol/strips, otherwise you'll overprice[underprice] call barriers[put barriers].

    I trade these through 3 EUR-based ibanks.
     
    #709     Feb 1, 2006
  10. fader

    fader

    ok thanks a lot riskarb - yes $VDAX is calculated much like the vix, using ATMs plus OTM strips, that's what i was looking at - i have just checked out the current skew and i see that the IV difference between the current VDAX and 100-200 pt OTM calls works out to (negative) 1.5%-2% difference, which is the same as when you entered your trade, so it makes sense, i get to the same numbers now.. - this week-plus long rally in the dax is culminating today with yet another new multi-year high, i guess the weakness in the euro is a factor but also seems like so far the strong momentum is just carrying from last year's strong rally, although the IV is on the rise.
     
    #710     Feb 1, 2006
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