Quant Weekly Update 9/26/2016

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


Crude Light November cycle. We started the new cycle and sold the 5100 call for $180 (now at $250) and the 3600 put for $160 (now at $110).


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



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