| 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 |
Wednesday, April 17, 2019
Russell Nasdaq pair trade #5
How to trade Russel Nasdaq spread using futures.
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.
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:
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.
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.
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:
Friday, March 29, 2019
+$110, flat WTI strangle. Theta decay in action.
Profit after fees ~ $110. Theta works!
4/419
4/1/19
At the moment /CL is up 2.3 %. In response to this price action :
3/29/19 Profit Target: $100
A combination 18 Days To Expiration Naked 8 Delta Put and 6 Delta Call Options.
4/419
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 4/4/2019 10:35 | STRANGLE | BUY | 1 | TO CLOSE | /CLK19 1/1000 MAY 19 | /LOK19 | 65.5 | CALL | 0.1 | 0.21 | LMT |
| BUY | 1 | TO CLOSE | /CLK19 1/1000 MAY 19 | /LOK19 | 57.5 | PUT | 0.11 | DEBIT |
4/1/19
At the moment /CL is up 2.3 %. In response to this price action :
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 4/1/2019 15:07 | VERTICAL | SELL | -1 | TO OPEN | /CLK19 1/1000 MAY 19 | /LOK19 | 57.5 | PUT | 0.19 | 0.13 | LMT |
| BUY | 1 | TO CLOSE | /CLK19 1/1000 MAY 19 | /LOK19 | 54.5 | PUT | 0.06 | CREDIT |
3/29/19 Profit Target: $100
A combination 18 Days To Expiration Naked 8 Delta Put and 6 Delta Call Options.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 3/29/2019 11:24 | STRANGLE | SELL | -1 | TO OPEN | /CLK19 1/1000 MAY 19 | /LOK19 | 65.5 | CALL | 0.06 | 0.21 | LMT |
| SELL | -1 | TO OPEN | /CLK19 1/1000 MAY 19 | /LOK19 | 54.5 | PUT | 0.15 | CREDIT |
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.
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 |
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 |
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 |
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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