SPX Credit Spread Trader

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

  1. I wont bring up kiyosaki with you again.:D

    Just one point.He admits he is weak in options and thats why he advises from learning from a good mentor.He himself has this guy as his friend and mentor(www.wealthwiseeducation.com).
     
    #7221     May 31, 2006
  2. Well looks like if people listened to me, then the dip to 1245 would not have been so bad LOL..... Of course I am stil human and did the moronic 1250/1255 small position in the prop account. Must have bene thinking of JA when I did it lo...


    05-03-06 10:36 AM

    For JUNE I am looking at 1230 at the highest for puts and about 1380 or so on the call side if I choose to do calls. I think May will be a lot of bouncing around so if I can get in MAY in a the next week or so, I can maybe get out in the beginning of June.

    We will see..
     
    #7222     May 31, 2006
  3. ryank

    ryank

    I was one of those June 1230/1240 put people. This was the first time I have been burnt since October/November of last year I think (this time was more painful). Even before this month I was looking at the close to the money 5 point spreads, now I am becoming more of a believer. I will still do some FOTM spreads but I will do the closer spreads as well.

    Rally, in another post you mention shooting for 10%-30%, I assume you mean on an annual basis or are you holding the "Holy Grail" trading strategy from us lol :D .
     
    #7223     May 31, 2006
  4. I had the 1235/1245 and came out of it really well. I'm a bit disappointed that the MMs weren't working with me on "legging out" of the b-flies right before yesterday's drop though.

    Rally, it seems you and I are similar in yet another aspect of trading. We have very similar monthly targets.:D
     
    #7224     May 31, 2006
  5. Any schmoe that follows this thread can do better than 10% annually. Given the placement of his spreads I would assume he is talking about at least 10%/month.
     
    #7225     May 31, 2006
  6. #7226     May 31, 2006

  7. monthly? you are too conservative buddy, those were my daily targets :D
     
    #7227     May 31, 2006
  8. ryank

    ryank

    10%-30% a month is pretty impressive. I've been averaging mid single digits per month and been pretty happy. Maybe I need to up my expectations! :p
     
    #7228     May 31, 2006
  9. Actually cache, those are annual goals. My SPX strategy is positioned for 10-20% annually while my aggressive port aims for 30-40%. Although i usually bring in an average of 70% return on risk, i only risk 3-5% of port value. Those are all annual and are just goals, only relevance of the goal number is the risk i take, it is centered around those goals. I am also positioned for a max of 5% drawdown.

    By the way, george soros made an average of 30% over 25+ years if i am not mistaken. If you guys can do better than that consistently my hat's off to you.
     
    #7229     May 31, 2006
  10. Sailing

    Sailing

    You may want to consider Diagonals instead of credit spreads if you're really concerned about 'Black Swan' events.




     
    #7230     May 31, 2006