| 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.
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.
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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