riskarb's trading journal

riskarb wrote:

How do you get 850 ES for the strong hedge?

 

Sorry, phrased poorly. How did you arrive 850 contracts?

 

ouchers.

 

Long 100 ER2 Sep at 67900

The sub-account in down 10% since the inception of this journal.

 

The $hedge required in futures to cover the debit on the barrier.

 

Flat 677, -20k. Taking a few days off.

 

Good idea. Taking a few days off has always helped me.

You could enjoy the rest of the week off and come back clear headed after expiry has cleared the decks.

 

keep rolling with the punches risk.

 

Brutal. Bad luck.

 

Smart , u be back in no time