Showing posts with label Russell. Show all posts
Showing posts with label Russell. Show all posts

Thursday, April 25, 2019

+$700, flat Russell Nasdaq futures spread #8

The trade entry was posted here.

How to trade Russel Nasdaq spread using futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/25/2019 16:31 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7805.75 7805.75 MKT 1765
4/25/2019 16:31 FUTURE SELL -1 TO CLOSE /RTYM19 19-Jun FUTURE 1578.8 1578.8 MKT
4/25/2019 16:31 FUTURE SELL -1 TO CLOSE /RTYM19 19-Jun FUTURE 1578.8 1578.8 MKT
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Russell Nasdaq spread #8

How to trade Russel Nasdaq spread using futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/25/2019 8:53 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7876.25 7876.25 MKT 1045
4/25/2019 8:53 FUTURE BUY 1 TO OPEN /RTYM19 19-Jun FUTURE 1585.7 1585.7 MKT
4/25/2019 8:53 FUTURE BUY 1 TO OPEN /RTYM19 19-Jun FUTURE 1585.7 1585.7 MKT
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Tuesday, April 23, 2019

+$500, flat Russell Nasdaq futures #7

How to trade Russel Nasdaq spread using futures.

The entry was posted here.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/23/2019 11:10 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7784 7784 MKT 2310
4/23/2019 11:10 FUTURE SELL -1 TO CLOSE /RTYM19 19-Jun FUTURE 1579.9 1579.9 MKT
4/23/2019 11:10 FUTURE SELL -1 TO CLOSE /RTYM19 19-Jun FUTURE 1579.9 1579.9 MKT

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Monday, April 22, 2019

Russell Nasdaq futures spread #7

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/22/2019 11:09 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7710 7710 LMT 1800
4/22/2019 11:07 FUTURE BUY 1 TO OPEN /RTYM19 19-Jun FUTURE 1560 1560 LMT
4/22/2019 11:07 FUTURE BUY 1 TO OPEN /RTYM19 19-Jun FUTURE 1560 1560 LMT
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Wednesday, April 17, 2019

+$500, flat Russell Nasdaq spread trade #6

#5 + #6 =1000 $USD

How to trade Russel Nasdaq spread using futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/17/2019 15:25 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7691.25 7691.25 MKT 3375
4/17/2019 15:25 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1572 1572 LMT
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+$520, flat Russell Nasdaq #5; new entry #6

+520 Federal Reserve IOU aka $USD; quick scalping, #5 entry.

How to trade Russel Nasdaq spread using futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/17/2019 13:59 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7700 7700 MKT 2850
4/17/2019 13:59 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1568.5 1568.5 LMT
4/17/2019 10:26 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7708.5 7708.5 MKT 3680
4/17/2019 10:26 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1578.5 1578.5 LMT
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Russell Nasdaq pair trade #5

How to trade Russel Nasdaq spread using futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
4/17/2019 10:26 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7707 7707 MKT 3330
4/17/2019 10:26 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1574.7 1574.7 MKT
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Saturday, April 13, 2019

Spread Trading with Russell and Nasdaq Futures or ETFs.

Russell Nasdaq spread trade is based on the correlation between Small Cap Stock Index, Russell, and Growth Stock Index, Nasdaq.

Russell Nasdaq correlation


The corresponding ETF/futures are IWM, /RTY and QQQ, /NQ for Russell and Nasdaq, respectively. The corresponding  notional values in $USD are calculated as follows:
  • number of shares x IWM ;
  • number of contracts x 50 x /RTY;
  • number of shares x QQQ;
  • number of contracts x 20 x /NQ.
For example, for trading long IWM short QQQ spread one can use 100xIWM-100xQQQ for profit/loss calculations. Keep in mind, that spread trading with ETFs is not capital efficient. Depending on a broker, one may need about $20000 to enter 100 IWM shares versus 100 shares of QQQ.

 One Russell/Nasdaq futures contract is roughly 5/10 times larger than the corresponding ETF.  However,  $15000 is enough to enter Russell Nasdaq spread trade on TOS. At the moment, a delta neutral position is given by:

 long  2 /RTY,  short 1 /NQ. 
    100/RTY - 20/NQ  expresses the above spread in $USD:

    spread visualization for Russel Nasdaq futures
    One can try to profit from the widening or narrowing of the spread. I like Russell Nasdaq spread because it is characterized by high volatility. /NQ leg can be replaced by /NQ options.  My trades are posted @ https://www.the.trading/search/label/Russell. 



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    Thursday, March 28, 2019

    +$650, 10 X update : flat /RTY - /NQ #3

    10X challenge trades live @  https://www.The.Trading/10X

    Russell minus NASDAQ pair trade is closed. The trade accumulated 8% in about a month of trading. However, the start of the challenge is slow. YTD return is only 10%. Slow and steady win the race.

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    6875
    3/28/2019 10:26 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7353.25 7353.25 MKT
    3/28/2019 10:26 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1539.4 1539.4 LMT
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    Tuesday, March 26, 2019

    flat /RTY -/NQ #4, total profit $1500

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    5650
    3/26/2019 15:14 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7367.5 7367.5 MKT
    3/26/2019 15:14 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1530 1530 LMT
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    Monday, March 25, 2019

    +$1010, /RTY -/NQ #4, scaled out.

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    4930
    3/25/2019 13:15 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7343.5 7343.5 MKT
    3/25/2019 13:15 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1518 1518 LMT
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    Friday, March 22, 2019

    /RTY -/NQ #4, scaled in

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    3885
    3/22/2019 11:51 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7405.25 7405.25 LMT
    3/22/2019 11:51 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1519.9 1519.9 LMT
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    /RTY - /NQ #4

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    5135
    3/22/2019 10:21 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7488.25 7488.25 MKT
    3/22/2019 10:21 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1549 1549 LMT
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    Thursday, March 21, 2019

    /RTY - /NQ #3

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    6190
    3/21/2019 16:09 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7530.5 7530.5 MKT
    3/21/2019 16:09 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1568 1568 LMT
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    +$300, flat /rty-/nq pair

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    6710
    3/21/2019 9:38 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7427 7427 MKT
    3/21/2019 9:38 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1552.5 1552.5 LMT
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    Wednesday, March 20, 2019

    /RTY -/NQ #2

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    6400
    3/20/2019 20:52 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7435 7435 MKT
    3/20/2019 20:52 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1551 1551 LMT
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    +$500, flat RUSSELL-NASDAQ pair

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    7800
    3/20/2019 13:55 FUTURE SELL -2 TO CLOSE /RTYM19 19-Jun FUTURE 1552.5 1552.5 MKT
    3/20/2019 13:55 FUTURE BUY 1 TO CLOSE /NQM19 19-Jun FUTURE 7372.5 7372.5 MKT
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    RUSSELL - NASDAQ pair trade

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    7290
    3/20/2019 11:41 FUTURE SELL -1 TO OPEN /NQM19 19-Jun FUTURE 7375.5 7375.5 MKT
    3/20/2019 11:41 FUTURE BUY 2 TO OPEN /RTYM19 19-Jun FUTURE 1548 1548 MKT
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    Thursday, December 27, 2018

    +$380, Russel Nasdaq pair trade #5

    This trade was posted live @tfo_medved

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread 
    7280
    12/27/2018 18:12 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6285 6285 MKT
    12/27/2018 18:12 FUTURE SELL -2 TO CLOSE /RTYH19 19-Mar FUTURE 1329.8 1329.8 LMT

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    6880
    12/27/2018 15:48 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6268 6268 MKT
    12/27/2018 15:48 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1322.4 1322.4 LMT
    12/27/2018 15:48 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1322.4 1322.4 LMT
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    Wednesday, December 26, 2018

    +$380, Russell Nasdaq pair trade #4

    This trade was posted live @tfo_medved

    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    7610
    12/26/2018 22:56 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6255 6255 MKT
    12/26/2018 22:56 FUTURE SELL -1 TO CLOSE /RTYH19 19-Mar FUTURE 1327.1 1327.1 LMT
    12/26/2018 22:56 FUTURE SELL -1 TO CLOSE /RTYH19 19-Mar FUTURE 1327.1 1327.1 LMT



    Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
    7210
    12/26/2018 16:06 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6296 6296 MKT
    12/26/2018 16:06 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1331.3 1331.3 LMT
    12/26/2018 16:06 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1331.3 1331.3 LMT
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    $350 profit, flat platinum gold #2

    Earlier today platinum gold #2 was posted . Quick money is always welcome. trades r posted live  @ tfo_medved Exec Time Spread Si...