Quant Weekly Recap 3/21/2016

Friday the markets are closed due to Easter.

Natural Gas April cycle.  We initiated the new May Natural Gas cycle. We sold the 2300 call for 14 ($140) and sold the 1600 put for 23 ($230) and we bought the 2700 call for (3).

Total premium collected +$340. The positions is at break even.

Crude Light May cycle. The 45.00 call that we sold for 30 closed today at 18 (+$120) the 51.00 protective call bought for 7 is now at 2 (-$50) and the 28.00 that we sold for 22 closed at 3 (+$190). The total position shows an open profit of +$260.

ES April cycle. We initiated the April cycle and sold the 2085 call for 2.25 and the 1760 put for 5.75. The call is losing about 1 point ($-50) but the put is gaining about 4 points and the position is positive with a +$150.

Thank you, have a nice weekend and Happy Easter!

 

All information is provided “as is” and solely for informational purposes, not for trading purposes or advice. There is a substantial risk of loss in trading futures and options. Past performance is not indicative of future results.

CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

The files transmitted are confidential and intended solely for the use of the individual or entity to which they are addressed. If you have received this email/document in error please notify the system manager. This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail/document. Please notify the sender immediately by e-mail if you have received this document by mistake. If you are not the intended recipient you are notified that disclosing, copying, distributing or taking any action in reliance on the contents of this information is strictly prohibited. NO PART OF THIS DOCUMENT MAY BE REPRODUCED AND TRANSMITTED WITHOUT THE EXPRESS WRITTEN CONSENT OF Luca Facchini – Quant System Trading – COPYRIGHT 2015.

Leave a Comment

Your email address will not be published. Required fields are marked *