hedge&balance

[luo]

The_BeAr,
na to treba trošičku vyšši účet...:)

[xbroxiszx]

po nejakom case sa vraciam k H&B.
dnes otovorene pozicie, expiracia MAR 11:

#1

Podklad Sektor

call
IAG Metal Mining
HK Oil and Gas Extraction
APC Oil and Gas Extraction
ADM Food and Kindred Products
DOW Chemicals and Allied Products

put
SWN Oil and Gas Extraction Put
TCK Oil and Gas Extraction Put
PEP Food and Kindred Products Put
MRK Chemicals and Allied Products Put
AMGN Chemicals and Allied Products Put

max strata vratane poplatkov 2 512 usd

[luo]

Zdravim xbroxiszx,
pozicie máš chranené, alebo si ich len nakupoval?
Aké vysledky Ti priniesol Backtest?

[xbroxiszx]

pozicie su chranene tym, ze som len nakupoval :)

backtest ako taky som nerobil.
v minulosti som par tyzdnov obchodoval h&b v tos na papermoney, ale nebolo to ono.
teraz idem live tak uvidime :)

[luo]

xbroxiszx :)
túto stratégiu nieje lahke dostatočne zbacktestovať...prajem dobrý adrenalín...:)

[xbroxiszx]

prvy tyzden krasna strata 441 usd.
to cloveka potesi a motivuje aby pokracoval :)
uvidime co prinesie dalsi tyzden...



trades
# 10
#win 2
#loss 8
sumwin 88,98
sumloss -530,08
avwin 44,49
avloss -66,26
%win 20%
%loss 80%
comm. 30

weeks
# 1
#win 0
#loss 1
sumwin 0
sumloss -441,1
avwin 0
avloss -441,1
%win 0%
%loss 100%
[bold] [/bold] [bold] [/bold]

[xbroxiszx]

dnes otovorene pozicie, expiracia APR 11:

#2

Podklad Sektor

call
IAG Metal Mining
JCI Furniture and Fixtures
EBAY Business Services
COV Measuring, Analyzing and Controlling Instruments
ECA Oil and Gas Extraction

put
EXPE Transportation Services
WDC Industrial and Commercial Machinery
MRK Chemicals and Allied Products
LLY Chemicals and Allied Products
EXC Electric, Gas and Sanitary Services

max strata 1 680 usd

[xbroxiszx]

druhy tyzden mierna strata 5 usd :)


trades
# 20
#win 7
#loss 13
sumwin 323,9
sumloss -770,3
avwin 46,3
avloss -59,3
%win 35%
%loss 65%
comm. 60

weeks
# 2
#win 0
#loss 2
sumwin 0
sumloss -446,4
avwin 0
avloss -223,2
%win 0%
%loss 100%

[xbroxiszx]

dnes otovorene pozicie, expiracia APR 11:

#3

Podklad Sektor

call
UNH Insurance carriers
COP Petroleum Refining
DGX Health Services
KSS General Merchandise Store
ACI Coal Mining

put
TGT General Merchandise Store
SPLS General Merchandise Store
NVDA Electronics and Other Electrical Components and Equipment
MS Security and Commodity Brokers
EXC Electric, Gas and Sanitary Services

max strata 2 161 usd

[fubu]

xbroxiszx,
co je podstatou strategie h&b? Podstatou myslim napr.: vypisujem IC, pokladam opcie za nadhodnotene (predavam volatilitu). Pri H&B volatilitu naopak nakupujem, takze mas urcity filter, ktory ti vyberie kandidatov, ktori maju podhodnotene ceny opcii? Ci je to nieco ine? Kedysi som cital cele toto vlakno, ale co si pamatam tak podstata strategie sa tu nerozoberala.

[xbroxiszx]

fubu

ano, pri H&B nakupujem opcie, tituly vyberam podla filtra - pre call na tyzdnovom aj dennom grafe jasny rastuci trend, pre put klesajuci.
ak ma titul open interest na viacerych strike viac ako tisic, tak ho kupim.
kupujem strike kde je delta aspon 60.

ci je opcia nad/podhodnotena neviem urcit, takze to ani neriesim.

gabriel

[fubu]

dik, takze nakup "lahko" ITM opcii do trendu, hedge - podobne dvojicky firiem na call aj put stranu.

[xbroxiszx]

treti tyzden strata 273 usd


trades
# 30
#win 10
#loss 20
sumwin 552,8
sumloss -1 272,5
avwin 55,3
avloss -63,6
%win 33%
%loss 67%
comm. 90


weeks
# 3
#win 0
#loss 3
sumwin 0
sumloss -719,71
avwin 0
avloss -239,9
%win 0%
%loss 100%

[radim2]

to xbroxiszx:

to jedeš v demu nebo v reálu?

[xbroxiszx]

radim2:

tvrda realita...