riskarb's trading journal

Discussion in 'Journals' started by riskarb, May 13, 2006.

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  1. Thanks Kelly -- Griffin is 27mo and he's counting to 40 and knows the alphabet.

    The Mumbai meltdown is certainly an eye-opener, but it seems like an isolated event. We're certainly not correlated strongly with their market. Now, if the melee started in Indonesia or Singapore I'd be a lot more concerned. Beyond this 2x barrier and the small RUT trade I have no equity exposure.

    I hope to see some SPX upside to effect a bear risk reversal or a long bear touch.
     
    #261     May 22, 2006


  2. Nice to wake up to +1200 on ES. =)
     
    #262     May 23, 2006
  3. amen...you should be making $$$ hand over fist today:p
     
    #263     May 23, 2006
  4. SPX exotic is neutral here, which adds $80k to marked PnL on the position. RUT position is up quite a bit as well.
     
    #264     May 23, 2006
  5. Offset 30 ER2 at 724.50 +44,850
    Offset 100 RUT 720p at 13.90 ($33,150)
    Hedge r/t loss from 10-lot ($3,550)

    RUT net: +8,150
     
    #265     May 23, 2006
  6. Always been impressed by your money management.

    Could you talk a bit more about your thought process as you run through a few more trades?
     
    #266     May 23, 2006
  7. June 390 combo offset at $31.00 [$30.50 x $31.10] ... wanted to take advantage of the pop from 380 to 383.

    Goog net: +$17,350



    Sure SS, will do. Thanks.
     
    #267     May 23, 2006
  8. Risk,

    Obviously your margin requirements are different than mine. In your opinion is a risk-reversal too margin intensive for a retail trader?
     
    #268     May 23, 2006
  9. Retail can use ES options (amongst others) to mitigate some of the Reg-T woes.

     
    #269     May 23, 2006
  10. I pay retail-req on the listed options, although my brother will be running a broker-dealer this year. Use ES, YM, ER2 and NQ for your reversals to benefit from SPAN.
     
    #270     May 23, 2006
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