Quant Weekly Recap 4/8/2016

Natural Gas cycle. This week we closed the 1600 put at 3 for a +$200 profit and we are still waiting to close the 2300 call (it shows a +$50 open profit). The May strangle shows a profit of +$250 per unit.

Crude Light cycle. We closed the May cycle with a profit of +$370 and we just entered the new June cycle selling a total premium of $510. The 46.00 call closed at 62 (we sold it for 33) and that shows a -$290 open loss but the 52.00 call shows a profit of $40 and the 29.50 put shows a profit of $130. The total position shows an open loss of -$120.

ES April cycle. We closed the ES April strangle for a +$260 per unit and we initiated the May cycle for a total premium of +$350 per strangle/unit.

 

Thank you and have a nice weekend!

 

Luca

 

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.

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