The Beauty of Options - Portfolio Insurance at a Discount

Discussion in 'Options' started by Sweet Bobby, Jun 19, 2020.

  1. traider

    traider

    You need to show us the full portfolio holdings on a daily basis so that we can do pnl attribution for you. Just showing partial information on an ad hoc basis does nothing.
     
    #501     Jul 11, 2020
  2. Why would I do that for you? Just to be ridiculed by my haters?
     
    #502     Jul 11, 2020
  3. You nailed it. I would rather my short puts be farther out of the money. I always target the $3 option.
     
    #503     Jul 11, 2020
  4. The portfolio was relatively flat, but I cashed in a condor for a small $300 realized profit. I did better today on my NQ scalps.
     
    #504     Jul 11, 2020
  5. deltaf0rce

    deltaf0rce

    The market is up 18% since your portfolio started, is that a fair benchmark for you? Where are you on the same timeframe?
    https://www.wsj.com/market-data/quotes/index/SPX/historical-prices
     
    #505     Jul 11, 2020
  6. traider

    traider

    Bobby says he has other portfolios and this is just the black swan portfolio. So you can't benchmark it to SPX. Better to benchmark it to Empirica Capital. Also he trades discretionarily with his keen investment acument and always has an answer for every regime of the market. It is easy to assume that he handily beats the benchmark given his past replies.
     
    #506     Jul 11, 2020
    Sweet Bobby likes this.
  7. #507     Jul 11, 2020
  8. Correct! I have three other brokerage accounts and one 401(k). The portfolio that we talk about in this thread is a standalone strategy, but it is a complement to my other portfolios.

    I’m taking a probabilistic approach to a volatility event later this year. We have the election, increasing COVID news, riots, dust storms, and killer hornets. Watch and learn from the master. I’m enjoying the hyperbolic moves in the market. As they go higher, I take profits and convert to cash. At the same time I am building an amazing black swan factory. We gonna blow the lid off this thing when the shit hits the fan!
     
    #508     Jul 11, 2020
  9. I always have an answer, but sometimes it’s not the correct answer. At the end of the day, I trade the market as I see it. I use probabilities so that the edge is forever in my favor.
     
    #509     Jul 11, 2020
  10. /ES is mainly what I trade in the hedged account. I have no idea what direction ES will go, but I try to look at a few things to help me in the analysis. What do you see below? Where would you be placing your bets? I see a butterfly trade in there somewhere. Anyone else see a potential opportunity here?

    control.JPG
     
    #510     Jul 11, 2020