domingo, 10 de julio de 2016

Weekly Porfolio Analysis 9th July 2016

As expected markets went up strongly. SP500 closes at 2.129 and Russell2000 at 1,177.
Bellini portfolio still -0.536%, doing worst than the benchmark SPX +4.210%, but recovering from begining of year losses.

I entered two new bearish trades this week, as I considered  markets were on oversold condition

Although the SEP call spread were nor executed at the strike expected, as it was 2250/75 but mistakes happens.

Now this September Call Spread lookes a bit stressed with 15 deltas.

All the remaining positions looking OK with less than 10 Deltas

$VIX fell sharply indicating the fears are out after the stong NFP, however we are yet on resistance and either a move up and then a pullback or some movement down would be expected next week.

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