Option replication and exotics journal

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

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  1. TGM

    TGM


    I sold the puts this morning (1280 march). I really like these liquid ES options!



    Here is some news for you guys. eCbot is rolling out electronic gold option trading. This will be big eventually. Everyone I know hates Comex. Probably why Gold at Cbot has become more and more liquid.

    http://www.cbot.com/cbot/pub/cont_detail/0,3206,1014+36054,00.html
     
    #751     Feb 14, 2006
  2. Covered remainder at 128250
     
    #752     Feb 15, 2006
  3. Nikkei position earns 21k tonight on deltas and vol-contraction. I will trade-out of the position on Monday or Tuesday or a trade through 15,850.
     
    #753     Feb 15, 2006
  4. Short ES at 128900 -- SL at 129550 and a cover at 128100.
     
    #754     Feb 17, 2006
  5. Thanks for posting, TGM. Vols are fat in Gold; it's an excellent contract on COMEX with decent volume in the otm strikes. I hope it doesn't become another Eurex-like product with zero interest.
     
    #755     Feb 17, 2006
  6. Nice call on the ES! I am looking for some more pullback but think today will be pretty flat anyway. Will now better seeing how we open on Tuesday.
     
    #756     Feb 17, 2006
  7. On the long side? Yeah, no bleeding on that one, moved immediately. I think we could see further weakness in Nikkei and Dax next week.
     
    #757     Feb 17, 2006
  8. Ugh... decided to capture what little 3d decay evident in the March SPX. Sold the Mar 1280 puts for a synthetic straddle[strong/neutral to 1280] for 29.00 -- short futs/short*2 puts. Can't believe I'm short 10vols, but I will likely buy the wings next week.
     
    #758     Feb 17, 2006
  9. highfreq

    highfreq

    It's difficult to defend yourself when you've been banned. I have no case to plead; simply would like the opportunity to clear the air via my "highfreq" alias.

    My initial post to the "RealForexTrades" journal was not out of line, IMO. I found it profoundly ironic that a vendor would coin a phrase, only to use an incorrect affix; in this case the author incorrrectly attributes "transequential" when the prefix is "trans" and the root is "sequential" or the correct, albeit manufactured, TRANSSEQUENTIAL.

    "RealForexTrades" went off on a tangent, only to introduce more absurd, manufactured terms as if to equate jibberish with theory. If calling his thread a UPN sitcom is out of line, then so be it. I was being diplomatic, the journal would be hilarious if not for the pathos.

    I made an analogy to "RFT" being a transsexual to make an analogy to the improper use of TRANS... probably not the most diplomatic, but worthy of the journal in which it was posted. FWIW, this "realforextrades" guy has been spamming some system under the pseudonyms, "tradevector" "scoresomepips" " turbinetrader" and others. It's on the trade2win.com board.

    Regarding my public comments to Magna: I admit that the "C" word was totally unacceptable, no excuse for that behavior. I took offense to a comment he made via PM, but it's no excuse. I do, however, feel that posting a PM publicly is also a violation of ET regs.

    FWIW, I don't recall ever complaining about a post personally directed at me. I don't expect nor do I especially care to be reinstated... good luck to all and thanks for the kind words.

    Best,
    riskarb

    P.S. If this post is subject for deletion I have one simple request -- please make a small effort to explain the rationale. {this was posted previously in feedback}
     
    #759     Mar 23, 2006
  10. just keep posting under this name , its will be like New and Improve (as if its possible , lol) Riskarb.
    I did suggested cloning ones...
     
    #760     Mar 23, 2006
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