SPX Credit Spread Trader

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

  1. ok... banished to the land of wind and ghosts, you are.
     
    #7241     May 31, 2006
  2. well, for the sake of discussion, going closer won't be better over the long term since now you are at worse odds that the market will finish OTM. However, with the systematic approach i've been preaching for a while you can literally mirror the annual results of a FOTM while significantly reducing risk. You do need good directional and position sizing skills, otherwise the whipsaws will eat up those large returns on risk just as quick. At the end of the month i will post a summary of my YTD performance and you can compare.


    On a side note, it seems the market withstood those brutal fed minutes.
     
    #7242     May 31, 2006
  3. Synaptic

    Synaptic

    Rally,
    When you say "systematic", what do you mean ? What TA indicators are most relevant from your perspective ?

     
    #7243     May 31, 2006
  4. No kids yet. Oops.. another clue. I married a girl significantly younger than me so she wasn't (and still isn't) in any hurry to have kids. That works for me as I have goals that are more easily attainable before kids.

    So nope.. no hot daughters for you to date. Sorry.

    Seriously though, I agree with coach. I have a couple silent partners and it does help out quite a bit. Allows for more diversification.
     
    #7244     May 31, 2006
  5. Crucis

    Crucis

    I'd just like to thank Coach and the others in this forum for being so forthcoming on their trades, successes, failures, and analysis. I joined just a few weeks ago and already learned much more that I expected.

    Perhaps, one of these days, I'll even be able to understand a bit of riskarb's comments. :p
     
    #7245     May 31, 2006
  6. Don't hold your breath. LOL:D

    It's ok though. We have Mo here to translate.
     
    #7246     May 31, 2006
  7. That is like cracking the D'Vinci Code!


     
    #7247     May 31, 2006
  8. by systematic i mean you need a set criteria for your positions each month.

    Example would be, open the call side within 5-10 points of the 3 month high and put side within 5-10 points of the 3 month low. Go for a 1:2, 1:3, 1:4, etc return on risk(based on how far otm you are willing to go) each and every time. open with 25-30 days left. Something like that.

    once you figure out what's best for you, you do it each and every month with very lil exception. Position sizing becomes very important because say after 2-3 months of losses in a row which is quite possible when the volty comes back to the market, you must be still willing to continue with no fear and more importantly still have the funds to continue. I probably wouldnt be doing these same credit spreads then but thats another topic.
     
    #7248     May 31, 2006
  9. Crucis

    Crucis

    Let me rephrase that, "maybe one day I'll even be able to understand Mo's translations of riskarb's comments."
     
    #7249     May 31, 2006
  10. Synaptic

    Synaptic

    This may not seem like good TA but humor me here .....observing the SPX over the last 1-2 years, I notice that using a Full Stochastic setting of say 14,6,6 and watching when the fast line has moved to at least 90 or above, if you sell a FOTM bear call spread when the slow line crosses the fast line, you end up with some very safe trades.


     
    #7250     May 31, 2006