SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. One of the best spreaders around. And a roller too.
     
    #13321     Mar 6, 2007
    stevenk85 likes this.
  2. Are you telling me that your short put spreads are up 10% during this sell off? If not, then i dont see what your gains have to do with anything.
     
    #13322     Mar 6, 2007
  3. no, i will clarify: for every 10k in cash, i cleared 1k for the month. my math tells me that is 10%. as i admitted in an earlier post; one short position was 45 points otm. that was very close for me.

    imo, if the market continued toward my closest CREDIT SPREAD (on topic); i was prepared to carefully react.

    i am currently out of all positions; looking for april spreads. what i was trying to say in the previous post is that i survived and prospered...and most importantly; i do not think it is luck.
     
    #13323     Mar 6, 2007
  4. domestic,

    your success story is a proof that even an unlimited risk strategy is a "good" one for those who know how to use it.
     
    #13324     Mar 6, 2007
  5. uglyboy

    uglyboy

    'Xactly
     
    #13325     Mar 6, 2007
  6. Did you earn 10% from selling cheap gamma i.e. fotm put vertical? That's what i was talking about. You must've have being long that cheap gamma for that yield not short. No one on this earth who was short fotm put verticals could've made 10% during this selloff.
     
    #13326     Mar 6, 2007
  7. now you got it, not bad. my return for the past 30 days consisted
    of mostly short call spreads, and ratio put spreads. i had a very minimal amount of short puts because i could not get the premium and safety when er2 was trading north of 800. i would not short in the 750's. my disipline overcame my greed. i will say, it was a great feeling to sell long puts for a lot more than i paid.
    i wonder how mr. taleb did.
     
    #13327     Mar 7, 2007
  8. rally, in my earlier post, i did want to bust your balls a little about the put spreads :)

    even though i had very little on, i still had some in the high 600's for 1pt. just not nearly my normal monthly amount.

    yip, my trading is not naked anymore. i use spreads in all; so i would not call it "unlimited risk strategy".
     
    #13328     Mar 7, 2007
  9. #13329     Mar 7, 2007
  10. thanks...my age must be showing :p
     
    #13330     Mar 7, 2007