Trading Journal - Mid Frequency Statistical Arbitrage On Equity/ETF With Options

Discussion in 'Journals' started by tradrejoe, Apr 13, 2011.

  1. Today's Date: 4/13/2011.
    Trade #1: Bought 5/21/2011 REMX 27 Call @ $1.60.
    Trade #2: Bought 5/21/2011 CSM 61 Put @ $1.50.
    Since 4/13/11: 0 Completed Trades Total.
    Return: N/A.
    Sharpe Ratio: N/A.
     
  2. Today's Date: 4/18/2011.
    Trade #1: Bought 6/18/2011 MHP 38 Call @ $1.82.
    Trade #2: Bought 6/18/2011 FLIR 33 Put @ $1.80.
    Since 4/13/11: 0 Completed Trades Total.
    Return: N/A.
    Sharpe Ratio: N/A.
     
  3. Journal closed due to investor concerns.
     
  4. Please explain.