| 7/16/2018 | 1.75 |
| 7/20/2018 | -2 |
| 7/23/2018 | 11 |
| 7/24/2018 | -6.5 |
| 7/26/2018 | -5 |
| 7/27/2018 | 16.5 |
| Total: | 15.75 |
Sunday, July 29, 2018
+ $700 after fees, #SP500 #daytrading #algotrading
In the past two weeks, Medved's day trading algorithm generated 6 trades. The result is 15.75 points of emini futures which is slightly more than $700 USD after fees.
Friday, July 27, 2018
+$1200 #WTI #RBOB pair #trade : flat
Out @20.436.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.436 | ||||||||||||
| 7/27/2018 13:29 | FUTURE | BUY | 2 | TO CLOSE | /CLU8 | 18-Sep | FUTURE | 68.52 | 68.52 | MKT | ||
| 7/27/2018 13:29 | FUTURE | SELL | -2 | TO CLOSE | /RBU8 | 18-Sep | FUTURE | 2.118 | 2.118 | MKT |
Wednesday, July 25, 2018
+$1500 #WTI bought back puts
Oil price is up today; there is little of extrinsic value left in the puts. Ergo tis time for a buyback.
The trade entry was posted here.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/25/2018 12:33 | SINGLE | BUY | 1 | TO CLOSE | /CLU8 1/1000 SEP 18 | /LOU8 | 65.5 | PUT | 0.37 | 0.37 | LMT |
| 7/25/2018 12:33 | SINGLE | BUY | 1 | TO CLOSE | /CLU8 1/1000 SEP 18 | /LOU8 | 65.5 | PUT | 0.37 | 0.37 | LMT |
The trade entry was posted here.
Friday, July 20, 2018
Uranium portfolio update.
Today 15 Calls expired out of the money - profit $40 USD.
13 & 14 puts expired in the money - plus 200 shares of URA ETF.
Currently, I have 400 shares of URA @13.40.
13 & 14 puts expired in the money - plus 200 shares of URA ETF.
Currently, I have 400 shares of URA @13.40.
SP500 $50 USD dollars, emini 2915 Call goes to heaven :1 point
I will try to renew the short position in SP500 around Amazon's earnings. The short SP500 macro-trend trade is based on the observation that in rising rate environment SP500 has a limited potential for a rapid price appreciation. The trade profits from the theta decay.
Thursday, July 19, 2018
#Silver 80% on Risk , Commodity Investing for Interest Income
Commodity prices remain under pressure in 2018. That is a good opportunity to create a small-scale commodity portfolio with interest payment similar to that in real estate investing. Uranium and Silver were selected for my portfolio. These minerals at at lows of their mining cycles. Today I bought 500 shares of SLV, sold calls and bought protective puts. Maximum return on the risk is about 80%.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/19/2018 10:57 | SINGLE | BUY | 5 | TO OPEN | SLV | 17-Jan-20 | 10 | PUT | 0.04 | 0.04 | LMT |
| 7/19/2018 10:50 | STOCK | BUY | 500 | TO OPEN | SLV | ETF | 14.3783 | 14.3783 | LMT | ||
| 7/19/2018 10:49 | SINGLE | SELL | -2 | TO OPEN | SLV | 17-Jan-20 | 16 | CALL | 0.98 | 0.98 | LMT |
| 7/19/2018 10:49 | SINGLE | SELL | -1 | TO OPEN | SLV | 17-Jan-20 | 16 | CALL | 0.98 | 0.98 | LMT |
| 7/19/2018 10:49 | SINGLE | SELL | -1 | TO OPEN | SLV | 17-Jan-20 | 16 | CALL | 0.98 | 0.98 | LMT |
| 7/19/2018 10:49 | SINGLE | SELL | -1 | TO OPEN | SLV | 17-Jan-20 | 16 | CALL | 0.98 | 0.98 | LMT |
Monday, July 16, 2018
#silver $SLV : bought Puts
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/16/2018 11:48 | SINGLE | BUY | 16 | TO OPEN | SLV | 17-Jan-20 | 10 | PUT | 0.02 | 0.02 | LMT |
| 7/16/2018 11:39 | SINGLE | BUY | 6 | TO OPEN | SLV | 29-Mar-19 | 12 | PUT | 0.06 | 0.06 | LMT |
| 7/16/2018 11:37 | SINGLE | BUY | 4 | TO OPEN | SLV | 31-Dec-18 | 12 | PUT | 0.03 | 0.03 | LMT |
#soybean : bought Calls
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/16/2018 9:53 | SINGLE | BUY | 2 | TO OPEN | /ZSU8 1/50 SEP 18 | /OZSU8 | 900 | CALL | 9.5 | 9.5 | LMT |
Friday, July 13, 2018
#SP500 #daytrading #algotrading : 6 points after fees
In the past week, Medved's day trading algorithm generated 5 trades. The results ( in emini futures points) are as follows:
The previous period was posted here.
| 7/9/2018 | 8 |
| 7/10/2018 | -5.25 |
| 7/11/2018 | -7.5 |
| 7/12/2018 | 8.25 |
| 7/13/2018 | 3.25 |
| Total: | 6.75 |
The previous period was posted here.
There are rumors that Trump's administration manipulates commodity prices
Financial Times - "US cuts forecast for soybean exports to China". The forecast is that when tariff war would force to negotiate a compromise “ ... you’re going to see a spike in soybean prices, not just a rise”. There are tin foil hat rumors that tariff wars are used by Trump's administration to manipulate commodity prices in favor of people running ICE exchange.
#soybean : trade update
/ZSU8 soybean futures came close to the protective put @800. Rolling into /ZSX8 gives some positive theta and keeps the trade alive; the rolling loss is 65 points per contract. As it was explained in the "Soybean Crash" post, the recovery of soybean price is a reasonable assumption here.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/13/2018 11:34 | SINGLE | SELL | -1 | TO OPEN | /ZSX8 1/50 NOV 18 | /OZSX8 | 900 | CALL | 19.25 | 19.25 | LMT |
| 7/13/2018 11:34 | FUTURE | BUY | 2 | TO OPEN | /ZSX8 | 18-Nov | FUTURE | 835.5 | 835.5 | LMT | |
| 7/13/2018 11:33 | SINGLE | SELL | -1 | TO OPEN | /ZSX8 1/50 NOV 18 | /OZSX8 | 900 | CALL | 19.25 | 19.25 | LMT |
| 7/13/2018 11:20 | SINGLE | SELL | -2 | TO CLOSE | /ZSU8 1/50 SEP 18 | /OZSU8 | 800 | PUT | 14.375 | 14.375 | LMT |
| 7/13/2018 11:20 | FUTURE | SELL | -1 | TO OPEN | /ZSU8 | 18-Sep | FUTURE | 826 | 826 | LMT | |
| 7/13/2018 11:20 | FUTURE | SELL | -1 | TO OPEN | /ZSU8 | 18-Sep | FUTURE | 826 | 826 | LMT |
Thursday, July 12, 2018
#WTI #RBOB pair #trade : rolled and sold puts
Oil gasoline pair trade remains a problem child. I have rolled Simple Crack Spread from Q8 to U8 cycle. Also, I have sold puts according to the plan outlined in the "When a pair trade goes wrong " post. As a reminder, the rolling P/L is at about -$6000; the realized profit from the closed hedges against this position is about $5300.
The previous trades were posted live in this thread.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7/12/2018 11:42 | FUT CALENDAR | SELL | -1 | TO CLOSE | /RBQ8 | 18-Aug | FUTURE | 2.0575 | 0.0255 | MKT | 16.685 | |
| BUY | 1 | TO OPEN | /RBU8 | 18-Sep | FUTURE | 2.032 | CREDIT | 16.674 | ||||
| 7/12/2018 11:42 | FUT CALENDAR | BUY | 1 | TO CLOSE | /CLQ8 | 18-Aug | FUTURE | 69.73 | 1.06 | MKT | ||
| SELL | -1 | TO OPEN | /CLU8 | 18-Sep | FUTURE | 68.67 | DEBIT | |||||
| 7/12/2018 11:40 | SINGLE | SELL | -2 | TO OPEN | /CLU8 1/1000 SEP 18 | /LOU8 | 65.5 | PUT | 1.02 | 1.02 | LMT | |
Tuesday, July 10, 2018
+$650 #WTI : bought back puts
For more than two years in a row selling /CL puts was a 100% winning strategy. I think that at some point rising rates will kill this bull market in oil. It is time to switch to a delta-neutral strategy like Iron Condor.
The trade entries were posted live here and here.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
7/10/2018 9:41 | SINGLE | BUY | 1 | TO CLOSE | /CLZ8 1/1000 DEC 18 | /LOZ8 | 50 | PUT | 0.16 | 0.16 | LMT |
| 7/10/2018 9:36 | SINGLE | BUY | 1 | TO CLOSE | /CLQ8 1/1000 AUG 18 | /LOQ8 | 70 | PUT | 0.09 | 0.07 | LMT |
| 7/10/2018 9:36 | SINGLE | BUY | 1 | TO CLOSE | /CLQ8 1/1000 AUG 18 | /LOQ8 | 70 | PUT | 0.09 | 0.07 | LMT |
The trade entries were posted live here and here.
Monday, July 9, 2018
#silver $SLV : long-term income #trade
I continue selling calls against SLV which makes the trade work like a rental income.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/9/2018 11:23 | SINGLE | BUY | 6 | TO OPEN | SLV | 17-Jan-20 | 9 | PUT | 0.01 | 0.01 | LMT |
| 7/9/2018 11:13 | SINGLE | SELL | -6 | TO OPEN | SLV | 17-Jan-20 | 17 | CALL | 1.09 | 1.09 | LMT |
| 7/9/2018 11:11 | STOCK | BUY | 600 | TO OPEN | SLV | ETF | 15.1746 | 15.1746 | LMT |
+$800 #WTI #RBOB pair #trade : scaled out @15.58
I keep scalping Simple Crack Spread - gasoline oil pair trade - using /CLQ8 and /RBQ8 futures. The previous entries are here.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 15.581 | ||||||||||||
| 7/9/2018 9:26 | FUTURE | BUY | 1 | TO CLOSE | /CLQ8 | 18-Aug | FUTURE | 73.9 | 73.9 | MKT | ||
| 7/9/2018 9:26 | FUTURE | SELL | -1 | TO CLOSE | /RBQ8 | 18-Aug | FUTURE | 2.1305 | 2.1305 | MKT |
Friday, July 6, 2018
+$500 : #SP500 #daytrading #algotrading
Since June 21st, medved's day trading algorithm generated 5 trades. The results ( in emini futures points) are as follows:
The previous period was posted here.
| 6/25/2018 | 2.75 |
| 6/27/2018 | -15 |
| 6/28/2018 | 18 |
| 6/29/2018 | -11.75 |
| 7/2/2018 | 16.5 |
| Total: | 10.5 |
The previous period was posted here.
Q8 #WTI #RBOB pair #trade : scaled in @14.77
The rollercoaster in Q8 Simple Crack Spread continues. The first hurricane is approaching. The gasoline oil futures spread may spike anytime now.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 14.7712 | ||||||||||||
| 7/6/2018 14:32 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 73.79 | 73.79 | MKT | ||
| 7/6/2018 14:32 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.1086 | 2.1086 | LMT |
Wednesday, July 4, 2018
#WTI #RBOB pair #trade : sold puts again
When a pair trade goes wrong one can try to sell theta.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/4/2018 9:27 | SINGLE | SELL | -1 | TO OPEN | /CLQ8 1/1000 AUG 18 | /LOQ8 | 70 | PUT | 0.3 | 0.3 | LMT |
| 7/4/2018 9:27 | SINGLE | SELL | -1 | TO OPEN | /CLQ8 1/1000 AUG 18 | /LOQ8 | 70 | PUT | 0.3 | 0.3 | LMT |
Tuesday, July 3, 2018
+$400 #WTI #RBOB pair #trade : scaled out @14.98
Gasoline Oil spread remains very volatile. I use this volatility to improve the basis while waiting for another summer spike in the price of gasoline.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 14.9868 | ||||||||||||
| 7/3/2018 11:49 | FUTURE | BUY | 1 | TO CLOSE | /CLQ8 | 18-Aug | FUTURE | 73.44 | 73.44 | MKT | ||
| 7/3/2018 11:49 | FUTURE | SELL | -1 | TO CLOSE | /RBQ8 | 18-Aug | FUTURE | 2.1054 | 2.1054 | LMT |
#silver $SLV : Income #Trade
Let us gobble more silver. Recently they sell it cheap. Selling calls against the SLV shares makes the trade to work similar to rental income.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 7/3/2018 11:22 | SINGLE | BUY | 9 | TO OPEN | SLV | 28-Jun-19 | 10 | PUT | 0.01 | 0.01 | LMT |
| 7/3/2018 11:15 | STOCK | BUY | 900 | TO OPEN | SLV | ETF | 15.0646 | 15.0646 | LMT | ||
| 7/3/2018 11:12 | SINGLE | SELL | -9 | TO OPEN | SLV | 28-Jun-19 | 16.5 | CALL | 0.76 | 0.76 | LMT |
Monday, July 2, 2018
#WTI #RBOB pair #trade : scaled in @14.58
How to calculate and trade Simple Crack Spread using gasoline (RBOB) and Texas Oil (WTI) Futures.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 14.5802 | ||||||||||||
| 7/2/2018 12:21 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 73.96 | 73.96 | MKT | ||
| 7/2/2018 12:21 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.1081 | 2.1081 | LMT |
Sunday, July 1, 2018
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