Derivatives & Options Trading
Discussion List
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Ask Me Anything, With Jon Turek!Check out the interview between Jon Turek and Luke Kawa (Director at UBS Asset Allocation) here Jon Turek joins us for an "AMA" thread. If you don't know about Jon, he is the founder of JST Advisors and runs the Cheap Convexity blog. You can also find Jon on twitter, here. Jon has a long track record of providing unique insights into the global macro space. Over the next week or so, Jon will be answering questions on this thread. Give the thread a "follow" and ask away! -
July CPI downside miss trade: 30y UST + gold + Softbank30y UST Futures (ZB): delta neutral w/ upside convexity bias (long end yields fall) 4:1 ratio calls to futures: •Long Sept 165 Calls (25 ∆) •Short ZBU1 Sept 30y futures time horizon: close at 8:31am - end of week Long Gold calls on futures (GC): 1775 / 1800 call spread time horizon: close at 8:31am - end of week Long Softbank (my “long tech“ expression - as explained to @Jeremiah S Softbank, via japan listed 9984 Softbank + US listed SFTBY (for ”round the clock” trading). this is my “n…
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Charting With Petr Episode 4https://vimeo.com/583861975Hope you enjoy!
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What is your most obvious trade right now?With markets starting to go side-ways, what are you seeing in terms of opportunity? Or maybe is the time to just go enjoy the summer and leave markets alone? The more I look at the screens today, the more I am leaning towards the later and just stay long crypto?
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Exchange Week Ahead (Video + Calendar) Mon Aug 2 - Fri Aug 6https://vimeo.com/581862755Week Ahead: Mon Aug 2- Fri Aug 6 US Debt Ceiling reinstated yesterday (Sun), US Treasury Dept starts using extraordinary measures Final week of Tokyo Olympics (Closing Ceremony Sun, Tokyo Paralympics following) Monday August 02 (Holidays: Canada) • China Caixin Manufacturing PMI JUL • Japan Consumer Confidence • Germany: Institutional Funds (Spezialfonds) law allowing for up to 20% allocation to crypto in effect Tuesday August 03 • 🏦🇦🇺 RBA Policy Decisio…
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Daily Briefing Exchange After Hours w/ Jack & Weston (Wed Jul 28 2021)https://vimeo.com/580500005Thank you all for your questions from the Exchange @Bill T @Tamim Sultan @Muddshir Hussain ! Jack and I discuss BTC, BTC & crypto scene in Japan, a taste of the next episode of Exchanging Lanes with @Brad S and disruptions in the Brad Breakfast Index - explained via @Jack Farley on RV Live w/ Shawn Hackett on coffee futures from yesterday. Trade Idea posts (open & closing) ↓ (July 6) LONG “Capitalism” / SHORT “…with Chinese characteristics” (July 27)…
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"Delta" Hedging 2020 Tokyo OlympicsBy the time you read this, the situation on the ground with regards to the Tokyo Olympics will have changed from when this was written. In fact, by the time you finish reading this, the story will have evolved from when you started reading. This is the dynamic nature of occurrences when conflicting incompatibilities are unnaturally forced together - the predictably unpredictable happens. Amidst the sea of unknowns, here’s a ray of certainty: the Tokyo “2020” Olympics, as it’s colloquially know…
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Short Amazon - This Guy is Going naked =)I feel the time has come for Amazon to be in focus enough, alone after FB has been given a pass, to see some serious downfall. Charts are an easy look for a drop (I won't say correction). This is a very intuitive trade for me and took several months to decide if I would put it on. So I began building short yesterday at 3469. I don't recommend this to anyone, and it is not advice - financial or otherwise , I am not a financial advisor. The derivative route is obviously better for larger moves an…
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Festival of Learning: The Exchange Wrap Up Video w/ Moritz Heiden & Weston NakamuraThe Exchange is a 24/7/365 festival of non-stop learning! See Two Quants co-founder, Munich Re Head of Quant Research, RV Exchange builder/contributor, and Festival of Learning Day 3 "Information Curation" panelist @Moritz Heiden and I share our thoughts on tough lessons learned in 2021, including: • Moritz selling calls on GME in Jan • Moritz "fat finger" crypto execution • Weston's FOMO portfolio ....and much more. https://vimeo.com/567688306Check out TwoQuants here
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Options Comments pulled from FoL channel from Mike GreenIn Tom Thornton and Mike Green's panel,@John Sundheim asked the following question which I wanted to highlight, as Mike responded in great depth immediately following the session. Want to share with those who may have missed it: John Sundheim question: In Summary can Mike and Tom verbalize a short list of the criteria mentioned with terms like "25 delta" and asymmetric payouts given a little more detail. Mike Green: Short list of the criteria: 1. Buy an option that matches your …
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Weekly Roundup + Global Markets Review: USD & FX, USTs, Equities, Options & Quarter Expiry, Gold ...https://vimeo.com/565456248Not my typical weekly roundup at all ↑ Markets Reviewed / Examined & Explained In this note- market related matters from the week: •Global Central Banks •Geopolitical Risk •”The Dollar” / the yen, FX •UST yields •Gold & crypto •June quarterly options expiry/meme calls I was going to discuss markets on RVDB Thurs but didn’t make it on. Not every day is a markets discussion day- but day after FOMC certainly was. We saw some major moves that had left…
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Part 2 Wrap Up: Gathering Thoughts on The Crypto Gatheringhttps://vimeo.com/529730978Following Part 1 Gathering Thoughts on The Crypto Gathering (see here) @John Ahearn @Seahyung Park @Jeremiah S @Weston Nakamura wrap up Crypto Gathering ‘21 with: •Irresponsibly Long/Short: Debate on replicating the traditional active asset management & hedge fund industry model → crypto assets •Irresponsible Outlooks: What will be on the Crypto Gathering 2022 agenda? (1 year forward looking predictions, risks and opportunities) •Revelations of being Responsi…