SPX Credit Spread Trader

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

  1. Sailing

    Sailing

    Coach,

    Anything new happening in the world of PROP margin? I would love the hear what direction and where your thoughts have been lately?

    Thanks
     
    #4111     Mar 7, 2006
  2. ChrisM

    ChrisM

    Coach,

    any specific defense strategy if market drops down ?
    (Not asking for details, but general idea).

    I am asking this question because I was doing far OTMs some time ago.
     
    #4112     Mar 7, 2006
  3. No defense strategy yet. If I get filled on 1185 or 1175, I still have plenty of support points and a cushion. I would not start getting worried unless the market get below 1230 or so...

     
    #4113     Mar 7, 2006
  4. Sailing

    Sailing

    Has anyone been to a John F. Summa, OptionsNerd.com, seminar?

    He is presenting in Chicago... and most of his day long seminar is about credit spreads using the S&P500, futures on the S&P500, options on the S&P500 futures, along with other credit strategies involving a combination of these trading vehicles.

    A complete agenda list of his topics, which I find interesting, are available at this address:

    http://www.optionsnerd.com/OptionsNerdSemOutline.htm

    Some of the topics sound very interesting and unique. He will also be also covering hedges, risk managment, Combo diagonals involving VEGA, THETA, and DELTA.

    Coach... this may be of interest, just as a comparison and/or sharing of ideas.


    Anyone been to his seminar before?

    Murray
     
    #4114     Mar 7, 2006
  5. I pick you to go and report back to us! Sounds interesting and always interested in hearing someone give their perspective on the same strategy. Afterall, my way is not a right or wrong way, just ONE way to do this.

    P.S. will keep you updated on prop progress. I will be switching over in a few weeks and will hopefully add some ES option spreads as well.

     
    #4115     Mar 7, 2006
  6. SPX at MAR exp. Any guesses?
     
    #4116     Mar 7, 2006
  7. ChrisM

    ChrisM

    And then ?

    What if we had two brutal days like in October 05 ?
     
    #4117     Mar 7, 2006
  8. You will lose money.

     
    #4118     Mar 7, 2006
  9. ChrisM

    ChrisM

    You can`t give up on this just like that with this RR ratio.
     
    #4119     Mar 7, 2006
  10. ChrisM

    ChrisM

    You can`t give up on this just like that with such RR ratio.
     
    #4120     Mar 7, 2006