The long gamma road

Discussion in 'Journals' started by blueplayer, Mar 31, 2016.

  1. nitro

    nitro

    Let me give you an analogy that might help. If I stand in the wind, I am "exposed" to it. This exposure can do all sorts of things like e.g. cool me off on a hot day. But it is very limiting. The wind controls me, not the other way around.

    On the other hand, if I have wings like a bird or a plane, I can do something with the wind. I can fly. I can now use the power of the wind as a tool. And from the vantage point, I have lifted off a two dimensional world and made my world three dimensional. That is what having two ore more options does to a portfolio [a general statement but I am assuming the person knows how to design such a portfolio].

    Of course, your danger has increased as well. You might crash from a great height and die. With great power comes great responsibility. But in the hands of an Peregrine Falcon or a fighter pilot, the extra degree of freedom is welcome.

    FWIW.
     
    Last edited: Apr 3, 2016
    #21     Apr 3, 2016
  2. Interesting analogy, although it doesn't change the fact that the trade did exactly what I wanted it to do. Namely, I wanted a directional trade with a risk reward > 3 for a move in the underlying of about 0.8% in a window of 24 hours (that it failed is a completely different matter).

    More power to you if your trading style calls for a complex portfolio in order to achieve your goals, but clearly for the purpose of this journal, that lonely option was enough.
     
    #22     Apr 3, 2016
  3. A new trade that looks exactly like the old one. This time the correct expiration

    long 5 SPX Apr08 2095 Call

    I entered at 1.45 at 12:06:52

    This trade will last at most 24 hours. Size is half because I don't want to spend any meaningful money testing this pricing/optimization engine (considering I already spent 100 on it on my failed trade).
     
    #23     Apr 4, 2016
  4. Well even though I don't remember at what level I closed this trade. It is safe to assume that it was a total loss (even more because I never posted an exit for it).

    Those two directional trades were basically to test something I was doing and my luck had it that I got the direction wrong on each of them. Although the market did move down by more than was implied.

    I just came back from a long vacation so I will reuse this journal for other long gamma trades that don't involve a lonely option.
     
    #24     May 1, 2016