riskarb's trading journal

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

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  1. The "market" is wide.
     
    #521     Jun 7, 2006
  2. If either barrier is touched the debit is lost.
     
    #522     Jun 7, 2006

  3. OUT of the above at a $224,500 loss. DAX is underperforming, as would be expected on the downside. Will tally PnL this weekend. Lost the DAX double as well.
     
    #523     Jun 8, 2006
  4. SPX bull no touch // weak synthetic straddle

    SPX bull no touch: 1225.00
    Premium: $525,000
    Payout: $1,000,000 [includes prem paid]
    Expires: June 20, 2006
    Negative edge: a lot
    Strike/barrier volatility: 21%
    Initial Hedge: Short 270 Sep ES from 125900 average
    Symmetrical hedge: Short 500 ES
    Vol edge/atm: +300bp

    100 points off lows in Dow, although the internals looks horrific as one would expect. I have an added sell stops on futures for 200 more in the 1245-range on Sep futures.
     
    #524     Jun 8, 2006
  5. Will cover 70 of the Sep shorts at 127100 basis Sep.
     
    #525     Jun 8, 2006
  6. If one barrier is touched, it takes the entire position with it? Meaning the DAX hit causes you to lose the SPX as well? Basically 4 sides to watch instead of 2?
     
    #526     Jun 8, 2006
  7. fader

    fader

    hi riskarb - it's great to see examples of how you hedge these... - is your hedging discretionary or what is your general methodology (if you could summarize)?

    i was looking at the spike in the VIX futures and options today - finally for the first time since they started trading, the vix puts got to a level low enough for me to consider buying, that's August puts, was great volume across the board -
    all the best.
     
    #527     Jun 8, 2006
  8. The hedging is often discretionary, but more often I solve for a strong hedge that allows for a b/e at the barrier strike. Often I will hedge weakly when taking a directional bet [long in the above SPX no touch] or when predicting the shape of the distro to expiration. Most of the neutral-bias trades involve a slight-reduction in spot-hedge based upon strike-probabilities and adjusted for vol-surface. I will discount the hedge by strike vol edge and probability -- the allowance for prob. can simply be, "strong hedge * .xx delta" but I use something a bit more robust based upon 2-6th moment partials; dgamma/dx, dvega/dx, etc...

    There is a flat vol-surface in exotics with <10d expirations -- same-delta calls and puts are modeled as equal probability. Therefore double barriers are preferable to a no touch synthetic straddle.

    I am taking a bull-position in the latest SPX barrier -- I will never trade a single no touch weaker than 1/2 of the strong hedge req. IOW, that's as bullish as I can get while carrying a hedge.
     
    #528     Jun 8, 2006
  9. No, they're independent. The problem was the beta. DAX was simply too weak to continue holding the position. My vomit-trigger was DAX 5400.

    The current SPX position is mildy positive PnL on the marks, including hedge.
     
    #529     Jun 8, 2006
  10. fader

    fader

    sounds good, i love your explanations, they're way better than learning from a textbook :) best of luck with your trades!
     
    #530     Jun 8, 2006
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