SPX Credit Spread Trader

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

  1. T minus 60
     
    #6191     May 10, 2006
  2. The journal is ok. This month has been slow with relatively few positions for a few reasons.

    1) I have been cautious about today's fed announcement. This might not be a good reason to hold off, but for some reason I found myself having a hard time pulling the trigger with that in the back of my mind.

    2) That journal takes a back seat to my real account in terms of time spent, and I don't list all my trades on the journal as the strategy isn't the same. Until now though, I have actually made the trades from the journal in a real account. They haven't just been paper trades.

    3) For the past couple weeks I have been moving to a new house. That is occupying a lot of my time.

    In any case, after next week I'm hoping the journal account will show a return of >30% since inception. Not incredible, but not bad I guess.:)
     
    #6192     May 10, 2006


  3. RallyMode,

    I have to disagree with you. Selling a 10 point spread for $2 is inferior to selling twice as many 5 point spreads for $1. You are giving up the value of the butterfly.

    If a MM is willing to pay $1 for a 5 point spread and the butterfly is worth at least .05 he will be just as willing to pay $2.05 for the 10 point spread. Why offer to sell the 10 point spread for $2.00 when you know he will pay $2.05 for it? Of course this assumes the MM is willing to pay $1 for the 5 point spread to begin with.

    Am I correct in assuming you mean rate of return when you say r/r? If so please know that the "Rate of return on a spread" is a a poor indicator of how options and option spreads are valued.

    Thanks, Knucklehead
     
    #6193     May 10, 2006
  4. skanan

    skanan

    I had 2 shorts call 1340/1350 in May and sold for $0.90. I decided to buy them back for $1.8 before FOMC. Now the result is out and the market dropped. However, some of my 1345/1355 MAY short calls are still there so the profit on those should offset some lost on 1340/1350.

    It was interesting to see the b/a very wide. I had to give up 35 cents from mid to get filled.

    Before I bought the vertical back, I tried to roll by buying flies 1340/1350/1360. The mid was $0.9 and I gave up $0.5 ($1.4 debit) and still did not get filled. It was very difficult to trade before FOMC.
     
    #6194     May 10, 2006
  5. What a non-event so far....
     
    #6195     May 10, 2006
  6. >30% YTD not to be sneezed at! I'll be checking in next week after expiration to see the results.

     
    #6196     May 10, 2006
  7. burrben

    burrben

    booooorrrrrinnnnnggggg.......

    Coach, when you say your trading size in the ES, can I ask how many contracts?

     
    #6197     May 10, 2006
  8. Need to liven things up.... can someone post a picture of Bartiromo?


     
    #6198     May 10, 2006
  9. Bad luck Nick - that's the way the cookie crumbles. Just get another cookie from Maverick. You'll have to answer a question though. I recently found out he is in fact the cookie monster:

    [​IMG]


     
    #6199     May 10, 2006
  10. Cool. Your comments are welcome.
     
    #6200     May 10, 2006