Vanzandt vs. Destriero Trading Competition

Discussion in 'Journals' started by destriero, Jun 29, 2018.

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  1. destriero

    destriero

    ($860)

    DEST10: L 3 GS Jul13 200/225/237 132 in calls from 14.82 OUT 18.33 +1,053
    DEST11: L 4 BA Jul13 300/340/360 132 in calls from 23.65 OUT 29.29 +$2,256

    DEST12: L 3 AZO Jul20 600/680/720 132 in calls from 44.55 MTM 46.75 +$660
    DEST13: L 1 SPX Jul9 2630/2730/2780 132 in calls from 53.45 OUT 60.20 +$675
    DEST14: S 5 SPX Jul6 2640/2670/2760/2790 irons from 4.60 OUT 1.80 +1,400
    DEST15: L 2 GOOGL Jul13 1070/1140/1175 132 in calls from 30.40 OUT 32.40 +400
    DEST16: L 2 GOOGL Jul13 50/60 call verts from 4.05 OUT 2.55 ($300)
    DEST17: L 1 SPX Jul6 2730/2770/2790 132 in calls from 9.35 OUT 9.55 +20

    DEST18: L 1 SPX Jul9 2680/2720/2800 231 in puts from 46.70 MTM 40.50 ($620)
    DEST19: L 1 GOOGL Jul13 1085/1125/1205 231 in puts from 42.25 MTM UNCH
    DEST20: L 1 Jul13 NQ 6750/7000/7500 231 in puts from 270.00 MTM 235.00 ($700)
    DEST21: L 1 ESU8 from 2738.25 to open. MTM 2762.00 +$1,188

    Closed and MTM gains to date: $5,192
     
    Last edited: Jul 6, 2018
    #461     Jul 6, 2018
  2. destriero

    destriero

    100 BAC Jul6 29C from 0.34 ($3,400)
    20 CGC Jul20 25C from 5.00 MTM 5.10 mid +$200
    25 VMC Aug17 135P from 8.40 MTM 7.00 mid ($3,500)
    30 SYMC Aug17 19C from 2.00 MTM 2.50 mid +$1,500
    20 MGM Aug17 27C from 2.23 MTM 2.60 mid +$740

    vanzandt MTM loss: ($4,460)
     
    #462     Jul 6, 2018
  3. destriero

    destriero

    destriero - vanzandt = $9,652
     
    #463     Jul 6, 2018
    treeman likes this.
  4. destriero

    destriero

    Five days, five percent. 6x risk (5,192/860).
     
    #464     Jul 6, 2018
    treeman likes this.
  5. Bigger question is why have a trading competition at all.....just wastes a lot of time. The loser (VZ) just sneaks away and makes up BS excuses and the winner is told he cannot trade that way for real.

    Also let us not forget the fact that anyone could have a good 60 days trading, if we put 100 people together, someone would have to win guaranteed even if they were blindly putting on trades.
     
    #465     Jul 6, 2018
    destriero likes this.
  6. Please explain a real option position using an example that is positive delta, gamma, theta and vega?
     
    #466     Jul 6, 2018
  7. destriero

    destriero


    The marketsurfer arbitrage. Buy calls in GOOG and cover them in GOOGL.
     
    #467     Jul 6, 2018
  8. speedo

    speedo

    It's a price driver thing....very esoteric.
     
    #468     Jul 6, 2018
    destriero likes this.
  9. newwurldmn

    newwurldmn

    Buy es at 62 and sell it for 2762. 2700 points of profit.
     
    #469     Jul 6, 2018
    destriero likes this.
  10. truetype

    truetype

    You're too clever by half. If the rules allow loading up on short gamma & vega, then the "winner," assuming no LJM style blowups during the competition, is whoever sells the most premium.
     
    #470     Jul 6, 2018
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