one-offs

Discussion in 'Journals' started by destriero, Nov 10, 2023.

  1. 210 lot ES. No change to haircut or VaR.]

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    #351     May 23, 2025
    nbbo likes this.
  2. 360 lots. $33K initial req.

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    #352     May 23, 2025
  3. booga!

     
    #353     May 23, 2025
  4. upload_2025-5-23_9-35-22.png
     
    #354     May 23, 2025
    cesfx likes this.
  5. upload_2025-5-23_9-50-20.jpeg
     
    #355     May 23, 2025
  6. upload_2025-5-23_12-6-57.png
     
    #356     May 23, 2025
    Sekiyo likes this.
  7. upload_2025-5-23_14-37-33.png
     
    #357     May 23, 2025
    nbbo likes this.
  8. So you leg in into conversions? I was never able to put any conversion risk free on short term expiration in combo trade. Sure on longer time frames it can be done easily, but these are just interest rate trades.
     
    #358     May 24, 2025

  9. It is not from conversions (what contra is referring to) but yeah, I have a basket to execute and and sell the synthetic when the loan to ex div is captured by the D1 gain. We were discussing my vol-trades. So obv the conversion trade is D1 long only but I've also done it longer term (multiple div-cycles) short the call side initially (carry achieved -> buy stock, but put) on a bear signal.
     
    #359     May 24, 2025
  10. The idea on the long basket is that the target is strictly defined by the rate-get. I also have a basket where I just short the bull synthetic straddle in these names.
     
    #360     May 24, 2025