Quant Weekly Update 9/22/16

Natural Gas November cycle. We closed the October cycle for a profit of $210 and we are waiting to initiate the November strangle by next week.


Crude Light November cycle. We closed the October cycle at +$300. We started the new cycle and sold the 5100 call and the 3600 put. The strangle is at break even.


ES September cycle.  We closed the September cycle with a +$182.50 profit and we are waiting next week for the new October cycle.